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Amerant Bancorp Inc. AMTB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-08T21:13:06.988Z

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 · 2026-11-07T00:00:00.002535091Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T21:13:06.428960+00:00

Share price$29.60
1D+1.0%
AH$29.28$29.42$29.55$29.69$29.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAMTB
Sold putSold callAH

Amerant Bancorp Inc. options

Live interpolated AMTB call and put midpoint premiums by absolute delta.Amerant Bancorp Inc.$0.47$1.35$2.23$3.11$3.98$27.69$28.77$29.86$30.94$32.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 · $29.60AMTB PRICE$0.64$0.76$0.89$1.02$1.14$1.36$1.76$2.15$2.55$2.94$3.34$3.73$0.57$0.62$0.67$0.73$0.78$0.83$0.88$0.94
Puts——
Calls——
Skew——
Implied moveBullish±$2.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.4898.4%15.8%
25Δ33.9387.6%16.8%26.1189.7%13.9%
30Δ33.0882.7%14.3%26.7381.0%12.0%
35Δ32.2477.8%11.9%27.3672.2%10.0%
40Δ31.4072.9%9.5%27.9863.5%8.1%
45Δ30.5568.1%7.1%28.6154.7%6.2%
50Δ29.8164.9%5.3%29.2346.0%4.2%
55Δ29.2565.1%4.7%29.8637.3%2.3%
60Δ28.6965.3%4.2%
65Δ28.1365.5%3.6%
70Δ27.5765.7%3.1%
75Δ27.0165.9%2.5%
80Δ26.4566.1%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.48
IV
98.4%
B/E move
15.8%

25Δ

Calls
Pseudo strike
33.93
IV
87.6%
B/E move
16.8%
Puts
Pseudo strike
26.11
IV
89.7%
B/E move
13.9%

30Δ

Calls
Pseudo strike
33.08
IV
82.7%
B/E move
14.3%
Puts
Pseudo strike
26.73
IV
81.0%
B/E move
12.0%

35Δ

Calls
Pseudo strike
32.24
IV
77.8%
B/E move
11.9%
Puts
Pseudo strike
27.36
IV
72.2%
B/E move
10.0%

40Δ

Calls
Pseudo strike
31.40
IV
72.9%
B/E move
9.5%
Puts
Pseudo strike
27.98
IV
63.5%
B/E move
8.1%

45Δ

Calls
Pseudo strike
30.55
IV
68.1%
B/E move
7.1%
Puts
Pseudo strike
28.61
IV
54.7%
B/E move
6.2%

50Δ

Calls
Pseudo strike
29.81
IV
64.9%
B/E move
5.3%
Puts
Pseudo strike
29.23
IV
46.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
29.25
IV
65.1%
B/E move
4.7%
Puts
Pseudo strike
29.86
IV
37.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
28.69
IV
65.3%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
28.13
IV
65.5%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.57
IV
65.7%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.01
IV
65.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.45
IV
66.1%
B/E move
1.9%
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%