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Valley National Bancorp Common Stock VLY

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T02:32:40.338Z

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 · 2026-11-12T21:00:01.567146989Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:32:39.851351+00:00

Share price$14.38
1D-0.4%
AH$14.25$14.30$14.35$14.40$14.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVLY
Sold putSold callAH

Valley National Bancorp Common Stock options

Live interpolated VLY call and put midpoint premiums by absolute delta.Valley National Bancorp Common Stock$0.09$0.24$0.39$0.54$0.69$13.43$13.88$14.32$14.77$15.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VLY spot · $14.38VLY PRICE$0.11$0.15$0.18$0.22$0.25$0.29$0.32$0.36$0.40$0.43$0.47$0.65$0.13$0.15$0.17$0.21$0.25$0.30$0.34$0.39$0.43$0.47$0.52$0.56$0.61
PutsExpensive1.32×
Calls——
Skew——
Implied moveBearish±$0.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.3756.7%7.9%
25Δ14.9132.2%4.5%13.6649.1%6.1%
30Δ14.8231.7%4.1%13.9441.5%4.2%
35Δ14.7331.2%3.7%14.0739.0%3.6%
40Δ14.6430.7%3.3%14.1737.8%3.3%
45Δ14.5530.2%3.0%14.2636.5%2.9%
50Δ14.4729.7%2.6%14.3535.2%2.6%
55Δ14.3829.2%2.2%14.4434.0%2.2%
60Δ14.2928.7%1.9%14.5432.7%1.9%
65Δ14.2028.2%1.5%14.6331.5%1.6%
70Δ14.1127.7%1.1%14.7230.2%1.2%
75Δ14.0227.2%0.7%14.8129.0%0.9%
80Δ13.8128.9%0.6%14.9127.7%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.37
IV
56.7%
B/E move
7.9%

25Δ

Calls
Pseudo strike
14.91
IV
32.2%
B/E move
4.5%
Puts
Pseudo strike
13.66
IV
49.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
14.82
IV
31.7%
B/E move
4.1%
Puts
Pseudo strike
13.94
IV
41.5%
B/E move
4.2%

35Δ

Calls
Pseudo strike
14.73
IV
31.2%
B/E move
3.7%
Puts
Pseudo strike
14.07
IV
39.0%
B/E move
3.6%

40Δ

Calls
Pseudo strike
14.64
IV
30.7%
B/E move
3.3%
Puts
Pseudo strike
14.17
IV
37.8%
B/E move
3.3%

45Δ

Calls
Pseudo strike
14.55
IV
30.2%
B/E move
3.0%
Puts
Pseudo strike
14.26
IV
36.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
14.47
IV
29.7%
B/E move
2.6%
Puts
Pseudo strike
14.35
IV
35.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
14.38
IV
29.2%
B/E move
2.2%
Puts
Pseudo strike
14.44
IV
34.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
14.29
IV
28.7%
B/E move
1.9%
Puts
Pseudo strike
14.54
IV
32.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
14.20
IV
28.2%
B/E move
1.5%
Puts
Pseudo strike
14.63
IV
31.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
14.11
IV
27.7%
B/E move
1.1%
Puts
Pseudo strike
14.72
IV
30.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
14.02
IV
27.2%
B/E move
0.7%
Puts
Pseudo strike
14.81
IV
29.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
13.81
IV
28.9%
B/E move
0.6%
Puts
Pseudo strike
14.91
IV
27.7%
B/E move
0.5%

Options history

IV · four-Friday blend32.12%
Daily EOD
VLY24.7%28.7%32.7%2026-10-19: 29.57%2026-10-20: 30.15%2026-10-21: 29.51%2026-10-23: 27.60%2026-10-26: 26.52%2026-10-27: 26.70%2026-10-28: 25.47%2026-10-29: 25.23%2026-10-30: 32.12%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.57%
30.15%
29.51%
27.60%
26.52%
26.70%
25.47%
25.23%
32.12%