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Amerant Bancorp Inc. AMTB

i

Market datapartial · fetched 2026-11-06T20:59:13.348Z

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 · 2026-11-06T20:59:08.54437312Z

FundamentalsAlpha Vantage · unavailable

Share price$29.54
1D+0.8%
$29.28$29.42$29.55$29.69$29.825:30 AM6:30 AM9:00 AM1:00 PMAMTB
Sold putSold call

Amerant Bancorp Inc. options

Live interpolated AMTB call and put midpoint premiums by absolute delta.Amerant Bancorp Inc.$0.46$1.38$2.29$3.20$4.12$27.48$28.64$29.79$30.95$32.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AMTB spot · $29.54AMTB PRICE$0.64$0.77$0.90$1.02$1.15$1.40$1.81$2.22$2.63$3.04$3.45$3.85$0.56$0.61$0.67$0.72$0.77$0.82$0.87$0.92
Puts——
Calls——
Skew——
Implied moveBullish±$2.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.4590.8%15.7%
25Δ33.9081.7%16.9%26.0682.9%13.9%
30Δ33.0477.2%14.5%26.6675.0%12.0%
35Δ32.1972.7%12.0%27.2667.1%10.1%
40Δ31.3468.2%9.5%27.8759.2%8.3%
45Δ30.4863.7%7.1%28.4751.3%6.4%
50Δ29.7561.5%5.5%29.0843.4%4.5%
55Δ29.1762.2%4.9%29.6835.5%2.7%
60Δ28.5962.9%4.3%
65Δ28.0163.7%3.7%
70Δ27.4364.4%3.1%
75Δ26.8565.2%2.6%
80Δ26.2765.9%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.45
IV
90.8%
B/E move
15.7%

25Δ

Calls
Pseudo strike
33.90
IV
81.7%
B/E move
16.9%
Puts
Pseudo strike
26.06
IV
82.9%
B/E move
13.9%

30Δ

Calls
Pseudo strike
33.04
IV
77.2%
B/E move
14.5%
Puts
Pseudo strike
26.66
IV
75.0%
B/E move
12.0%

35Δ

Calls
Pseudo strike
32.19
IV
72.7%
B/E move
12.0%
Puts
Pseudo strike
27.26
IV
67.1%
B/E move
10.1%

40Δ

Calls
Pseudo strike
31.34
IV
68.2%
B/E move
9.5%
Puts
Pseudo strike
27.87
IV
59.2%
B/E move
8.3%

45Δ

Calls
Pseudo strike
30.48
IV
63.7%
B/E move
7.1%
Puts
Pseudo strike
28.47
IV
51.3%
B/E move
6.4%

50Δ

Calls
Pseudo strike
29.75
IV
61.5%
B/E move
5.5%
Puts
Pseudo strike
29.08
IV
43.4%
B/E move
4.5%

55Δ

Calls
Pseudo strike
29.17
IV
62.2%
B/E move
4.9%
Puts
Pseudo strike
29.68
IV
35.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
28.59
IV
62.9%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
28.01
IV
63.7%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.43
IV
64.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.85
IV
65.2%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.27
IV
65.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.54%
Daily close
AMTB31.3%67.7%104.0%2026-08-10: 62.98%2026-08-25: 52.70%2026-08-26: 40.58%2026-09-01: 53.43%2026-09-04: 48.80%2026-09-08: 47.24%2026-09-10: 60.69%2026-09-11: 51.20%2026-09-16: 99.02%2026-09-18: 43.57%2026-09-21: 36.34%2026-09-22: 48.89%2026-09-23: 46.06%2026-09-24: 44.21%2026-09-25: 46.96%2026-09-28: 40.73%2026-09-30: 56.57%2026-10-01: 48.91%2026-10-02: 56.04%2026-10-05: 43.81%2026-10-07: 60.88%2026-10-08: 58.99%2026-10-09: 66.00%2026-10-12: 65.21%2026-10-16: 40.98%2026-10-19: 49.72%2026-10-20: 37.41%2026-10-21: 41.69%2026-10-22: 47.36%2026-10-23: 52.14%2026-10-28: 50.02%2026-10-29: 36.46%2026-10-30: 45.54%Aug 10Sep 30Oct 30
33 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
62.98%
52.70%
40.58%
53.43%
48.80%
47.24%
60.69%
51.20%
99.02%
43.57%
36.34%
48.89%
46.06%
44.21%
46.96%
40.73%
56.57%
48.91%
56.04%
43.81%
60.88%
58.99%
66.00%
65.21%
40.98%
49.72%
37.41%
41.69%
47.36%
52.14%
50.02%
36.46%
45.54%