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TrustCo Bank Corp NY TRST

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T21:55:45.481Z

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 · 2026-10-22T20:00:09.763125116Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T21:55:45.078471+00:00

Share price$55.47
1D+1.2%
AH$54.71$55.00$55.30$55.59$55.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTRST
Sold putSold callAH

TrustCo Bank Corp NY options

Live interpolated TRST call and put midpoint premiums by absolute delta.TrustCo Bank Corp NY$2.35$3.29$4.23$5.18$6.12$45.95$50.49$55.02$59.56$64.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TRST spot · $55.47TRST PRICE$2.46$2.49$2.51$2.54$3.03$3.72$4.42$5.11$5.81$2.45$2.45$2.45$2.45$2.55$2.93$3.31$3.69$4.06$4.44$4.82$5.85
PutsExpensive1.68×
CallsExpensive1.49×
SkewBearish+5.71 pp
Implied moveBearish±$5.44
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ48.0394.0%17.8%
30Δ50.6775.7%13.1%
35Δ52.2564.4%10.2%
40Δ59.4262.5%11.6%53.8353.1%7.4%
45Δ58.0954.4%9.2%55.1944.3%5.1%
50Δ56.7546.3%6.8%55.9442.6%4.4%
55Δ55.4238.3%4.5%56.6841.0%3.8%
60Δ54.3636.5%3.4%57.4239.3%3.1%
65Δ53.4237.7%3.0%58.1737.6%2.5%
70Δ52.4838.9%2.6%58.9136.0%1.8%
75Δ51.5340.1%2.1%59.6534.3%1.2%
80Δ50.5941.3%1.7%60.9334.5%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.03
IV
94.0%
B/E move
17.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.67
IV
75.7%
B/E move
13.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.25
IV
64.4%
B/E move
10.2%

40Δ

Calls
Pseudo strike
59.42
IV
62.5%
B/E move
11.6%
Puts
Pseudo strike
53.83
IV
53.1%
B/E move
7.4%

45Δ

Calls
Pseudo strike
58.09
IV
54.4%
B/E move
9.2%
Puts
Pseudo strike
55.19
IV
44.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
56.75
IV
46.3%
B/E move
6.8%
Puts
Pseudo strike
55.94
IV
42.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
55.42
IV
38.3%
B/E move
4.5%
Puts
Pseudo strike
56.68
IV
41.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
54.36
IV
36.5%
B/E move
3.4%
Puts
Pseudo strike
57.42
IV
39.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
53.42
IV
37.7%
B/E move
3.0%
Puts
Pseudo strike
58.17
IV
37.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
52.48
IV
38.9%
B/E move
2.6%
Puts
Pseudo strike
58.91
IV
36.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
51.53
IV
40.1%
B/E move
2.1%
Puts
Pseudo strike
59.65
IV
34.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
50.59
IV
41.3%
B/E move
1.7%
Puts
Pseudo strike
60.93
IV
34.5%
B/E move
0.7%

Options history

No recorded observations