IntraAlpha
Create free account Start free

Ameris Bancorp ABCB

i

Market datapartial · fetched 2026-11-04T00:22:49.268Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:00:00.004059719Z

FundamentalsAlpha Vantage · unavailable

Share price$83.07
1D-0.7%
AH$82.84$83.27$83.70$84.12$84.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABCB
Sold putSold callAH

Ameris Bancorp options

Live interpolated ABCB call and put midpoint premiums by absolute delta.Ameris Bancorp$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEABCB PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend31.60%
Daily close
ABCB23.0%39.1%55.1%2026-08-05: 29.72%2026-08-06: 31.30%2026-08-07: 31.56%2026-08-10: 33.38%2026-08-11: 33.00%2026-08-12: 32.28%2026-08-13: 26.72%2026-08-17: 39.04%2026-08-21: 27.53%2026-08-24: 27.74%2026-08-25: 28.17%2026-08-26: 25.38%2026-08-27: 25.25%2026-08-28: 26.99%2026-08-31: 26.01%2026-09-01: 27.44%2026-09-02: 25.71%2026-09-03: 29.05%2026-09-04: 29.26%2026-09-09: 30.80%2026-09-11: 32.39%2026-09-14: 35.42%2026-09-15: 37.47%2026-09-17: 52.92%2026-09-18: 27.82%2026-09-21: 26.98%2026-09-22: 28.34%2026-09-23: 27.57%2026-09-24: 29.10%2026-09-25: 30.04%2026-09-28: 28.35%2026-09-29: 27.98%2026-09-30: 27.58%2026-10-01: 29.38%2026-10-02: 31.22%2026-10-07: 35.81%2026-10-09: 33.42%2026-10-12: 42.29%2026-10-13: 43.52%2026-10-16: 29.97%2026-10-19: 30.05%2026-10-20: 30.29%2026-10-21: 30.36%2026-10-22: 31.80%2026-10-23: 29.81%2026-10-26: 29.97%2026-10-27: 29.94%2026-10-28: 29.36%2026-10-29: 28.63%2026-10-30: 31.60%Aug 5Sep 18Oct 30
50 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
29.72%
31.30%
31.56%
33.38%
33.00%
32.28%
26.72%
39.04%
27.53%
27.74%
28.17%
25.38%
25.25%
26.99%
26.01%
27.44%
25.71%
29.05%
29.26%
30.80%
32.39%
35.42%
37.47%
52.92%
27.82%
26.98%
28.34%
27.57%
29.10%
30.04%
28.35%
27.98%
27.58%
29.38%
31.22%
35.81%
33.42%
42.29%
43.52%
29.97%
30.05%
30.29%
30.36%
31.80%
29.81%
29.97%
29.94%
29.36%
28.63%
31.60%