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TowneBank Common Stock TOWN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T01:30:11.273Z

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 · 2026-11-12T21:00:09.082275984Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:30:09.893239+00:00

Share price$36.59
1D-0.3%
AH$36.46$36.53$36.60$36.66$36.735:30 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$2.13$3.67$5.22$6.76$8.30$26.53$29.67$32.80$35.94$39.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TOWN spot · $36.59TOWN PRICE$2.30$2.30$2.30$2.37$2.44$2.52$2.60$2.68$3.87$5.55$7.22$2.30$2.31$2.35$2.38$2.71$3.35$4.00$4.64$5.28$5.92$6.57$7.21$7.85
PutsExpensive6.66×
Calls——
Skew——
Implied moveBearish±$6.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.48314.5%31.2%
25Δ30.52244.7%22.9%
30Δ49.20275.6%40.7%32.29207.5%18.2%
35Δ43.82217.8%26.0%34.07170.3%13.4%
40Δ40.48174.4%16.9%35.49149.2%10.4%
45Δ39.17154.2%13.5%36.50145.6%9.4%
50Δ38.20137.9%11.1%37.51141.9%8.4%
55Δ37.23121.6%8.6%38.52138.3%7.4%
60Δ36.26105.2%6.2%39.54134.7%6.4%
65Δ35.2988.9%3.8%40.55131.0%5.4%
70Δ33.7396.7%2.8%41.56127.4%4.4%
75Δ31.91115.0%2.4%42.58123.7%3.3%
80Δ30.09133.2%2.0%43.59120.1%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.48
IV
314.5%
B/E move
31.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.52
IV
244.7%
B/E move
22.9%

30Δ

Calls
Pseudo strike
49.20
IV
275.6%
B/E move
40.7%
Puts
Pseudo strike
32.29
IV
207.5%
B/E move
18.2%

35Δ

Calls
Pseudo strike
43.82
IV
217.8%
B/E move
26.0%
Puts
Pseudo strike
34.07
IV
170.3%
B/E move
13.4%

40Δ

Calls
Pseudo strike
40.48
IV
174.4%
B/E move
16.9%
Puts
Pseudo strike
35.49
IV
149.2%
B/E move
10.4%

45Δ

Calls
Pseudo strike
39.17
IV
154.2%
B/E move
13.5%
Puts
Pseudo strike
36.50
IV
145.6%
B/E move
9.4%

50Δ

Calls
Pseudo strike
38.20
IV
137.9%
B/E move
11.1%
Puts
Pseudo strike
37.51
IV
141.9%
B/E move
8.4%

55Δ

Calls
Pseudo strike
37.23
IV
121.6%
B/E move
8.6%
Puts
Pseudo strike
38.52
IV
138.3%
B/E move
7.4%

60Δ

Calls
Pseudo strike
36.26
IV
105.2%
B/E move
6.2%
Puts
Pseudo strike
39.54
IV
134.7%
B/E move
6.4%

65Δ

Calls
Pseudo strike
35.29
IV
88.9%
B/E move
3.8%
Puts
Pseudo strike
40.55
IV
131.0%
B/E move
5.4%

70Δ

Calls
Pseudo strike
33.73
IV
96.7%
B/E move
2.8%
Puts
Pseudo strike
41.56
IV
127.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
31.91
IV
115.0%
B/E move
2.4%
Puts
Pseudo strike
42.58
IV
123.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
30.09
IV
133.2%
B/E move
2.0%
Puts
Pseudo strike
43.59
IV
120.1%
B/E move
2.3%

Options history

IV · four-Friday blend52.05%
Daily EOD
TOWN40.9%46.9%52.9%2026-10-19: 41.75%2026-10-20: 42.32%2026-10-22: 48.01%2026-10-26: 45.19%2026-10-30: 52.05%Oct 19Oct 22Oct 30
5 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.75%
42.32%
48.01%
45.19%
52.05%