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TowneBank Common Stock TOWN

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Market datapartial · fetched 2026-10-23T02:00:48.153Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:01.095021634Z

FundamentalsAlpha Vantage · unavailable

Share price$36.74
1D+2.1%
AH$35.91$36.15$36.38$36.61$36.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTOWN
Sold putSold callAH

TowneBank Common Stock options

Live interpolated TOWN call and put midpoint premiums by absolute delta.TowneBank Common Stock$0.65$4.02$7.40$10.77$14.15$25.56$31.11$36.66$42.20$47.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOWN spot · $36.74TOWN PRICE$1.01$1.91$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$3.43$4.94$2.50$2.51$2.52$2.54$2.70$2.94$3.18$3.42$3.66$3.90$4.79$8.98$13.18
PutsExpensive4.61×
CallsExpensive3.90×
SkewBearish+1.64 pp
Implied moveBearish±$5.68
TiltBearish25.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.2178.4%25.8%27.37174.2%32.3%
25Δ51.14136.3%44.4%30.51135.6%23.8%
30Δ51.50158.3%47.0%32.41114.1%18.7%
35Δ44.91124.0%29.1%34.3092.5%13.6%
40Δ43.57111.9%25.4%35.4981.2%10.8%
45Δ42.2399.7%21.8%36.2676.0%9.3%
50Δ40.8987.6%18.1%37.0370.8%7.9%
55Δ39.5575.5%14.4%37.8165.6%6.4%
60Δ38.2163.4%10.8%38.5860.3%5.0%
65Δ36.8651.2%7.1%39.3555.1%3.5%
70Δ35.5239.1%3.5%40.7053.7%2.2%
75Δ34.0440.9%2.0%45.0071.3%2.0%
80Δ32.4651.7%1.8%49.2989.0%1.7%

20Δ

Calls
Pseudo strike
45.21
IV
78.4%
B/E move
25.8%
Puts
Pseudo strike
27.37
IV
174.2%
B/E move
32.3%

25Δ

Calls
Pseudo strike
51.14
IV
136.3%
B/E move
44.4%
Puts
Pseudo strike
30.51
IV
135.6%
B/E move
23.8%

30Δ

Calls
Pseudo strike
51.50
IV
158.3%
B/E move
47.0%
Puts
Pseudo strike
32.41
IV
114.1%
B/E move
18.7%

35Δ

Calls
Pseudo strike
44.91
IV
124.0%
B/E move
29.1%
Puts
Pseudo strike
34.30
IV
92.5%
B/E move
13.6%

40Δ

Calls
Pseudo strike
43.57
IV
111.9%
B/E move
25.4%
Puts
Pseudo strike
35.49
IV
81.2%
B/E move
10.8%

45Δ

Calls
Pseudo strike
42.23
IV
99.7%
B/E move
21.8%
Puts
Pseudo strike
36.26
IV
76.0%
B/E move
9.3%

50Δ

Calls
Pseudo strike
40.89
IV
87.6%
B/E move
18.1%
Puts
Pseudo strike
37.03
IV
70.8%
B/E move
7.9%

55Δ

Calls
Pseudo strike
39.55
IV
75.5%
B/E move
14.4%
Puts
Pseudo strike
37.81
IV
65.6%
B/E move
6.4%

60Δ

Calls
Pseudo strike
38.21
IV
63.4%
B/E move
10.8%
Puts
Pseudo strike
38.58
IV
60.3%
B/E move
5.0%

65Δ

Calls
Pseudo strike
36.86
IV
51.2%
B/E move
7.1%
Puts
Pseudo strike
39.35
IV
55.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
35.52
IV
39.1%
B/E move
3.5%
Puts
Pseudo strike
40.70
IV
53.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
34.04
IV
40.9%
B/E move
2.0%
Puts
Pseudo strike
45.00
IV
71.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
32.46
IV
51.7%
B/E move
1.8%
Puts
Pseudo strike
49.29
IV
89.0%
B/E move
1.7%

Options history

No recorded observations