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Tompkins Financial Corporation TMP

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T00:52:59.038Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T23:30:00.0010682Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:52:58.683280+00:00

Share price$100.29
1D-0.6%
AH$99.67$100.00$100.33$100.66$100.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMP
Sold putSold callAH

Tompkins Financial Corporation options

Live interpolated TMP call and put midpoint premiums by absolute delta.Tompkins Financial Corporation$1.10$2.18$3.26$4.34$5.43$93.77$97.48$101.19$104.90$108.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TMP spot · $100.29TMP PRICE$1.21$1.53$1.84$2.15$2.47$2.79$3.15$3.51$3.86$4.22$4.57$1.24$1.54$1.85$2.16$2.46$2.82$3.21$3.59$3.97$4.35$4.73$5.12
Puts——
Calls——
Skew——
Implied moveBearish±$5.29
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ95.3950.7%6.1%
30Δ103.3033.5%4.2%96.4749.0%5.3%
35Δ102.6134.9%3.8%97.5447.4%4.6%
40Δ101.9136.2%3.5%98.6245.8%3.8%
45Δ101.2137.6%3.1%99.7044.1%3.0%
50Δ100.5238.9%2.7%100.5342.5%2.6%
55Δ99.8339.4%2.3%101.2640.8%2.2%
60Δ99.2037.4%2.1%102.0039.2%1.9%
65Δ98.5635.4%1.8%102.7337.5%1.5%
70Δ97.9333.4%1.5%103.4735.9%1.2%
75Δ97.2931.3%1.2%104.2034.2%0.8%
80Δ96.6529.3%0.9%104.9332.5%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.39
IV
50.7%
B/E move
6.1%

30Δ

Calls
Pseudo strike
103.30
IV
33.5%
B/E move
4.2%
Puts
Pseudo strike
96.47
IV
49.0%
B/E move
5.3%

35Δ

Calls
Pseudo strike
102.61
IV
34.9%
B/E move
3.8%
Puts
Pseudo strike
97.54
IV
47.4%
B/E move
4.6%

40Δ

Calls
Pseudo strike
101.91
IV
36.2%
B/E move
3.5%
Puts
Pseudo strike
98.62
IV
45.8%
B/E move
3.8%

45Δ

Calls
Pseudo strike
101.21
IV
37.6%
B/E move
3.1%
Puts
Pseudo strike
99.70
IV
44.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
100.52
IV
38.9%
B/E move
2.7%
Puts
Pseudo strike
100.53
IV
42.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
99.83
IV
39.4%
B/E move
2.3%
Puts
Pseudo strike
101.26
IV
40.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
99.20
IV
37.4%
B/E move
2.1%
Puts
Pseudo strike
102.00
IV
39.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
98.56
IV
35.4%
B/E move
1.8%
Puts
Pseudo strike
102.73
IV
37.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
97.93
IV
33.4%
B/E move
1.5%
Puts
Pseudo strike
103.47
IV
35.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
97.29
IV
31.3%
B/E move
1.2%
Puts
Pseudo strike
104.20
IV
34.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
96.65
IV
29.3%
B/E move
0.9%
Puts
Pseudo strike
104.93
IV
32.5%
B/E move
0.5%

Options history

IV · four-Friday blend27.82%
Daily EOD
TMP26.4%27.5%28.5%2026-10-19: 28.37%2026-10-20: 27.83%2026-10-21: 27.87%2026-10-22: 28.04%2026-10-23: 27.75%2026-10-26: 26.58%2026-10-27: 27.00%2026-10-28: 27.42%2026-10-29: 27.28%2026-10-30: 27.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.37%
27.83%
27.87%
28.04%
27.75%
26.58%
27.00%
27.42%
27.28%
27.82%