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Arrow Financial Corporation Common Stock AROW

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T09:40:46.745Z

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 · 2026-11-03T21:00:00.495296192Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:40:43.995709+00:00

Share price$38.64
1D-1.8%
AH$38.39$38.64$38.90$39.16$39.415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAROW
Sold putSold callAH

Arrow Financial Corporation Common Stock options

Live interpolated AROW call and put midpoint premiums by absolute delta.Arrow Financial Corporation Common Stock$0.44$1.74$3.03$4.33$5.63$33.20$35.46$37.72$39.98$42.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AROW spot · $38.64AROW PRICE$1.00$1.33$1.65$1.98$2.31$2.54$2.70$2.87$3.03$3.19$3.36$3.52$0.58$0.82$1.07$1.31$1.56$1.80$2.05$2.29$2.61$3.27$3.93$4.59$5.26
PutsExpensive2.15×
Calls——
Skew——
Implied moveBullish±$4.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.1457.9%10.6%
25Δ43.6674.8%15.6%35.7657.4%9.6%
30Δ42.8478.6%14.3%36.3857.0%8.6%
35Δ42.0182.4%13.0%37.0056.5%7.7%
40Δ41.1986.2%11.7%37.6256.1%6.7%
45Δ40.3790.0%10.4%38.2455.6%5.7%
50Δ39.6888.2%9.3%38.8655.1%4.7%
55Δ39.0982.0%8.2%39.4854.7%3.8%
60Δ38.5175.8%7.1%40.1354.3%2.9%
65Δ37.9369.6%6.0%40.9654.4%2.5%
70Δ37.3463.4%4.9%41.7954.6%2.0%
75Δ36.7657.2%3.8%42.6254.7%1.6%
80Δ36.1851.1%2.7%43.4554.9%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.14
IV
57.9%
B/E move
10.6%

25Δ

Calls
Pseudo strike
43.66
IV
74.8%
B/E move
15.6%
Puts
Pseudo strike
35.76
IV
57.4%
B/E move
9.6%

30Δ

Calls
Pseudo strike
42.84
IV
78.6%
B/E move
14.3%
Puts
Pseudo strike
36.38
IV
57.0%
B/E move
8.6%

35Δ

Calls
Pseudo strike
42.01
IV
82.4%
B/E move
13.0%
Puts
Pseudo strike
37.00
IV
56.5%
B/E move
7.7%

40Δ

Calls
Pseudo strike
41.19
IV
86.2%
B/E move
11.7%
Puts
Pseudo strike
37.62
IV
56.1%
B/E move
6.7%

45Δ

Calls
Pseudo strike
40.37
IV
90.0%
B/E move
10.4%
Puts
Pseudo strike
38.24
IV
55.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
39.68
IV
88.2%
B/E move
9.3%
Puts
Pseudo strike
38.86
IV
55.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
39.09
IV
82.0%
B/E move
8.2%
Puts
Pseudo strike
39.48
IV
54.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
38.51
IV
75.8%
B/E move
7.1%
Puts
Pseudo strike
40.13
IV
54.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
37.93
IV
69.6%
B/E move
6.0%
Puts
Pseudo strike
40.96
IV
54.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
37.34
IV
63.4%
B/E move
4.9%
Puts
Pseudo strike
41.79
IV
54.6%
B/E move
2.0%

75Δ

Calls
Pseudo strike
36.76
IV
57.2%
B/E move
3.8%
Puts
Pseudo strike
42.62
IV
54.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
36.18
IV
51.1%
B/E move
2.7%
Puts
Pseudo strike
43.45
IV
54.9%
B/E move
1.2%

Options history

IV · four-Friday blend46.01%
Daily EOD
AROW37.9%42.3%46.6%2026-10-20: 43.92%2026-10-21: 38.53%2026-10-23: 44.06%2026-10-26: 44.52%2026-10-27: 43.97%2026-10-29: 46.01%Oct 20Oct 23Oct 29
6 observations2026-10-20 — 2026-10-29
Table
DateIV (%)
43.92%
38.53%
44.06%
44.52%
43.97%
46.01%