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TrustCo Bank Corp NY Common Stock TRST

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:29:03.960Z

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 · 2026-11-11T21:00:01.800013238Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:29:03.497167+00:00

Share price$57.92
1D-0.6%
AH$57.77$57.92$58.08$58.23$58.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRST
Sold putSold callAH

TrustCo Bank Corp NY Common Stock options

Live interpolated TRST call and put midpoint premiums by absolute delta.TrustCo Bank Corp NY Common Stock$0.89$1.78$2.67$3.56$4.45$53.63$56.08$58.52$60.97$63.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TRST spot · $57.92TRST PRICE$2.45$0.99$1.28$1.57$1.86$2.15$2.44$2.73$3.02$3.31$4.19$2.45$2.45$2.45$2.45$2.46$2.47$2.48$2.49$2.50$2.51$2.52
Puts——
Calls——
Skew——
Implied moveBearish±$4.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.33210.8%24.2%
25Δ76.79214.5%36.8%50.41162.3%17.2%
30Δ52.83133.4%13.0%
35Δ59.0934.4%3.7%55.07106.7%9.2%
40Δ58.6135.6%3.4%55.7297.1%8.0%
45Δ58.1436.8%3.1%56.3787.6%6.9%
50Δ57.6738.1%2.8%57.0278.0%5.8%
55Δ57.2039.3%2.5%57.6768.5%4.7%
60Δ56.7240.5%2.1%58.3258.9%3.6%
65Δ56.2541.7%1.8%58.9749.4%2.5%
70Δ55.7843.0%1.5%59.6239.8%1.4%
75Δ55.3144.2%1.2%
80Δ54.2849.5%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.33
IV
210.8%
B/E move
24.2%

25Δ

Calls
Pseudo strike
76.79
IV
214.5%
B/E move
36.8%
Puts
Pseudo strike
50.41
IV
162.3%
B/E move
17.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.83
IV
133.4%
B/E move
13.0%

35Δ

Calls
Pseudo strike
59.09
IV
34.4%
B/E move
3.7%
Puts
Pseudo strike
55.07
IV
106.7%
B/E move
9.2%

40Δ

Calls
Pseudo strike
58.61
IV
35.6%
B/E move
3.4%
Puts
Pseudo strike
55.72
IV
97.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
58.14
IV
36.8%
B/E move
3.1%
Puts
Pseudo strike
56.37
IV
87.6%
B/E move
6.9%

50Δ

Calls
Pseudo strike
57.67
IV
38.1%
B/E move
2.8%
Puts
Pseudo strike
57.02
IV
78.0%
B/E move
5.8%

55Δ

Calls
Pseudo strike
57.20
IV
39.3%
B/E move
2.5%
Puts
Pseudo strike
57.67
IV
68.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
56.72
IV
40.5%
B/E move
2.1%
Puts
Pseudo strike
58.32
IV
58.9%
B/E move
3.6%

65Δ

Calls
Pseudo strike
56.25
IV
41.7%
B/E move
1.8%
Puts
Pseudo strike
58.97
IV
49.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
55.78
IV
43.0%
B/E move
1.5%
Puts
Pseudo strike
59.62
IV
39.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
55.31
IV
44.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
54.28
IV
49.5%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.37%
Daily EOD
TRST32.0%34.9%37.8%2026-10-19: 33.09%2026-10-20: 32.96%2026-10-21: 32.38%2026-10-22: 34.24%2026-10-23: 34.67%2026-10-26: 35.51%2026-10-27: 35.60%2026-10-28: 37.37%Oct 19Oct 22Oct 28
8 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
33.09%
32.96%
32.38%
34.24%
34.67%
35.51%
35.60%
37.37%