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TowneBank Common Stock TOWN

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Market datapartial · fetched 2026-10-23T17:38:14.560Z

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 · 2026-10-23T17:37:37.387032705Z

FundamentalsAlpha Vantage · unavailable

Share price$36.64
1D+0.2%
$36.33$36.47$36.60$36.74$36.875:30 AM6:30 AM9:00 AM1:00 PMTOWN
Sold putSold call

TowneBank Common Stock options

Live interpolated TOWN call and put midpoint premiums by absolute delta.TowneBank Common Stock$0.70$1.39$2.08$2.78$3.47$25.96$31.71$37.45$43.20$48.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOWN spot · $36.64TOWN PRICE$0.77$2.50$2.53$2.56$2.60$2.63$2.66$2.70$2.73$2.50$2.50$2.50$2.50$2.55$2.64$2.73$2.82$2.91$3.00$3.09$3.18$3.27
PutsExpensive4.37×
CallsExpensive4.48×
SkewBullish-16.03 pp
Implied moveBalanced±$5.36
TiltBearish25.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.57186.1%34.3%
25Δ41.5554.9%15.5%29.03156.2%27.6%
30Δ51.42160.5%47.2%31.49126.3%20.9%
35Δ48.26141.4%38.6%33.9596.5%14.2%
40Δ46.24126.5%33.2%35.2880.4%10.7%
45Δ44.21111.7%27.8%35.7874.6%9.5%
50Δ42.1996.8%22.3%36.2868.9%8.4%
55Δ40.1682.0%16.9%36.7863.1%7.3%
60Δ38.1467.1%11.5%37.2857.4%6.2%
65Δ36.1252.3%6.0%37.7751.6%5.1%
70Δ38.2745.9%4.0%
75Δ38.7740.2%2.9%
80Δ39.2734.4%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.57
IV
186.1%
B/E move
34.3%

25Δ

Calls
Pseudo strike
41.55
IV
54.9%
B/E move
15.5%
Puts
Pseudo strike
29.03
IV
156.2%
B/E move
27.6%

30Δ

Calls
Pseudo strike
51.42
IV
160.5%
B/E move
47.2%
Puts
Pseudo strike
31.49
IV
126.3%
B/E move
20.9%

35Δ

Calls
Pseudo strike
48.26
IV
141.4%
B/E move
38.6%
Puts
Pseudo strike
33.95
IV
96.5%
B/E move
14.2%

40Δ

Calls
Pseudo strike
46.24
IV
126.5%
B/E move
33.2%
Puts
Pseudo strike
35.28
IV
80.4%
B/E move
10.7%

45Δ

Calls
Pseudo strike
44.21
IV
111.7%
B/E move
27.8%
Puts
Pseudo strike
35.78
IV
74.6%
B/E move
9.5%

50Δ

Calls
Pseudo strike
42.19
IV
96.8%
B/E move
22.3%
Puts
Pseudo strike
36.28
IV
68.9%
B/E move
8.4%

55Δ

Calls
Pseudo strike
40.16
IV
82.0%
B/E move
16.9%
Puts
Pseudo strike
36.78
IV
63.1%
B/E move
7.3%

60Δ

Calls
Pseudo strike
38.14
IV
67.1%
B/E move
11.5%
Puts
Pseudo strike
37.28
IV
57.4%
B/E move
6.2%

65Δ

Calls
Pseudo strike
36.12
IV
52.3%
B/E move
6.0%
Puts
Pseudo strike
37.77
IV
51.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.27
IV
45.9%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.77
IV
40.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.27
IV
34.4%
B/E move
1.8%

Options history

No recorded observations