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AmeriServ Financial Inc. Common Stock ASRV

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-03T14:43:44.337Z

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 · 2026-11-03T14:43:08.324694469Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T14:43:44.005825+00:00

Share price$4.80
1D+3.0%
$4.64$4.68$4.72$4.76$4.805:30 AM6:30 AM9:00 AM1:00 PMASRV
Sold putSold call

AmeriServ Financial Inc. Common Stock options

Live interpolated ASRV call and put midpoint premiums by absolute delta.AmeriServ Financial Inc. Common Stock$0.34$0.98$1.63$2.28$2.92$2.45$3.38$4.31$5.24$6.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ASRV spot · $4.80ASRV PRICE$0.53$0.53$0.54$0.55$0.67$0.87$1.06$1.26$1.45$1.65$0.41$0.42$0.44$0.46$0.48$0.50$0.51$0.71$1.11$1.52$1.92$2.33$2.74
PutsExpensive2.01×
Calls——
Skew——
Implied moveBullish±$1.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.00340.8%45.9%
25Δ3.31304.1%39.9%
30Δ3.61267.3%34.0%
35Δ7.50290.9%67.2%3.92230.5%28.0%
40Δ6.76249.6%51.9%4.22193.8%22.0%
45Δ6.02208.3%36.6%4.53157.0%16.0%
50Δ5.28167.0%21.4%4.83120.3%10.1%
55Δ4.83152.8%14.6%5.20106.7%6.5%
60Δ4.55154.8%12.9%5.63121.8%5.8%
65Δ4.28156.9%11.3%6.07136.9%5.2%
70Δ4.01159.0%9.6%6.50152.0%4.6%
75Δ3.73161.1%8.0%6.94167.1%3.9%
80Δ3.46163.2%6.3%7.38182.2%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
340.8%
B/E move
45.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.31
IV
304.1%
B/E move
39.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.61
IV
267.3%
B/E move
34.0%

35Δ

Calls
Pseudo strike
7.50
IV
290.9%
B/E move
67.2%
Puts
Pseudo strike
3.92
IV
230.5%
B/E move
28.0%

40Δ

Calls
Pseudo strike
6.76
IV
249.6%
B/E move
51.9%
Puts
Pseudo strike
4.22
IV
193.8%
B/E move
22.0%

45Δ

Calls
Pseudo strike
6.02
IV
208.3%
B/E move
36.6%
Puts
Pseudo strike
4.53
IV
157.0%
B/E move
16.0%

50Δ

Calls
Pseudo strike
5.28
IV
167.0%
B/E move
21.4%
Puts
Pseudo strike
4.83
IV
120.3%
B/E move
10.1%

55Δ

Calls
Pseudo strike
4.83
IV
152.8%
B/E move
14.6%
Puts
Pseudo strike
5.20
IV
106.7%
B/E move
6.5%

60Δ

Calls
Pseudo strike
4.55
IV
154.8%
B/E move
12.9%
Puts
Pseudo strike
5.63
IV
121.8%
B/E move
5.8%

65Δ

Calls
Pseudo strike
4.28
IV
156.9%
B/E move
11.3%
Puts
Pseudo strike
6.07
IV
136.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
4.01
IV
159.0%
B/E move
9.6%
Puts
Pseudo strike
6.50
IV
152.0%
B/E move
4.6%

75Δ

Calls
Pseudo strike
3.73
IV
161.1%
B/E move
8.0%
Puts
Pseudo strike
6.94
IV
167.1%
B/E move
3.9%

80Δ

Calls
Pseudo strike
3.46
IV
163.2%
B/E move
6.3%
Puts
Pseudo strike
7.38
IV
182.2%
B/E move
3.3%

Options history

IV · four-Friday blend87.82%
Daily EOD
ASRV72.7%81.9%91.2%2026-10-22: 73.96%2026-10-23: 81.99%2026-10-28: 82.90%2026-10-29: 89.89%2026-10-30: 87.82%Oct 22Oct 28Oct 30
5 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
73.96%
81.99%
82.90%
89.89%
87.82%