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Towne Bank TOWN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-24T03:20:50.733Z

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 · 2026-10-23T20:00:00.26168543Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T03:20:50.326714+00:00

Share price$36.61
1D+0.1%
AH$36.33$36.47$36.60$36.74$36.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTOWN
Sold putSold callAH

Towne Bank options

Live interpolated TOWN call and put midpoint premiums by absolute delta.Towne Bank$2.43$3.08$3.73$4.38$5.04$26.50$31.65$36.80$41.95$47.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TOWN spot · $36.61TOWN PRICE$2.50$2.50$2.54$2.58$2.62$2.66$2.69$2.73$3.19$4.02$4.85$2.50$2.50$2.50$2.50$2.55$2.63$2.72$2.81$2.90$2.98$3.07$3.16$3.25
PutsExpensive4.22×
CallsExpensive3.81×
SkewBullish-3.75 pp
Implied moveBalanced±$5.34
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.25177.9%32.4%
25Δ30.43138.0%23.7%
30Δ51.40161.9%47.2%32.29116.0%18.6%
35Δ44.87127.2%29.4%34.1593.9%13.5%
40Δ43.34114.4%25.3%35.2680.8%10.6%
45Δ41.82101.7%21.3%35.7575.1%9.5%
50Δ40.2988.9%17.2%36.2369.3%8.5%
55Δ38.7776.2%13.2%36.7263.6%7.4%
60Δ37.2563.4%9.1%37.2057.8%6.3%
65Δ35.7250.7%5.0%37.6952.1%5.2%
70Δ34.4745.6%2.9%38.1746.3%4.1%
75Δ33.4747.4%2.4%38.6540.6%3.0%
80Δ32.4749.3%1.9%39.1434.8%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.25
IV
177.9%
B/E move
32.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.43
IV
138.0%
B/E move
23.7%

30Δ

Calls
Pseudo strike
51.40
IV
161.9%
B/E move
47.2%
Puts
Pseudo strike
32.29
IV
116.0%
B/E move
18.6%

35Δ

Calls
Pseudo strike
44.87
IV
127.2%
B/E move
29.4%
Puts
Pseudo strike
34.15
IV
93.9%
B/E move
13.5%

40Δ

Calls
Pseudo strike
43.34
IV
114.4%
B/E move
25.3%
Puts
Pseudo strike
35.26
IV
80.8%
B/E move
10.6%

45Δ

Calls
Pseudo strike
41.82
IV
101.7%
B/E move
21.3%
Puts
Pseudo strike
35.75
IV
75.1%
B/E move
9.5%

50Δ

Calls
Pseudo strike
40.29
IV
88.9%
B/E move
17.2%
Puts
Pseudo strike
36.23
IV
69.3%
B/E move
8.5%

55Δ

Calls
Pseudo strike
38.77
IV
76.2%
B/E move
13.2%
Puts
Pseudo strike
36.72
IV
63.6%
B/E move
7.4%

60Δ

Calls
Pseudo strike
37.25
IV
63.4%
B/E move
9.1%
Puts
Pseudo strike
37.20
IV
57.8%
B/E move
6.3%

65Δ

Calls
Pseudo strike
35.72
IV
50.7%
B/E move
5.0%
Puts
Pseudo strike
37.69
IV
52.1%
B/E move
5.2%

70Δ

Calls
Pseudo strike
34.47
IV
45.6%
B/E move
2.9%
Puts
Pseudo strike
38.17
IV
46.3%
B/E move
4.1%

75Δ

Calls
Pseudo strike
33.47
IV
47.4%
B/E move
2.4%
Puts
Pseudo strike
38.65
IV
40.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
32.47
IV
49.3%
B/E move
1.9%
Puts
Pseudo strike
39.14
IV
34.8%
B/E move
2.0%

Options history

No recorded observations