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Eastern Bankshares, Inc. Common Stock EBC

i

Market dataready · fetched 2026-11-04T03:30:58.150Z

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 · 2026-11-03T21:00:10.026755263Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T03:30:57.712195+00:00

Share price$22.70
1D-0.6%
AH$22.67$22.78$22.90$23.01$23.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEBC
Sold putSold callAH

Eastern Bankshares, Inc. Common Stock options

Live interpolated EBC call and put midpoint premiums by absolute delta.Eastern Bankshares, Inc. Common Stock$0.32$0.85$1.38$1.91$2.44$20.14$21.44$22.74$24.04$25.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EBC spot · $22.70EBC PRICE$0.38$0.38$0.42$0.46$0.50$0.54$0.58$0.62$0.75$1.14$1.52$1.91$2.29$0.38$0.40$0.42$0.45$0.47$0.61$0.84$1.08$1.31$1.54$1.78$2.01$2.25
PutsExpensive1.47×
CallsExpensive1.16×
SkewBullish-1.66 pp
Implied moveBearish±$1.43
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.2281.4%21.5%20.1969.2%12.7%
25Δ24.9356.9%11.5%20.7160.5%10.5%
30Δ24.5752.4%10.1%21.2351.8%8.3%
35Δ24.2147.9%8.7%21.7643.0%6.1%
40Δ23.8543.5%7.3%22.2834.3%3.9%
45Δ23.4939.0%5.9%22.6731.4%2.8%
50Δ23.1334.6%4.4%22.9732.8%2.5%
55Δ22.7630.1%3.0%23.2734.3%2.2%
60Δ22.3828.1%1.9%23.5735.7%1.9%
65Δ21.9632.6%1.7%23.8737.1%1.6%
70Δ21.5337.2%1.6%24.1738.5%1.4%
75Δ21.1041.7%1.4%24.4739.9%1.1%
80Δ20.6846.2%1.2%24.7741.4%0.8%

20Δ

Calls
Pseudo strike
27.22
IV
81.4%
B/E move
21.5%
Puts
Pseudo strike
20.19
IV
69.2%
B/E move
12.7%

25Δ

Calls
Pseudo strike
24.93
IV
56.9%
B/E move
11.5%
Puts
Pseudo strike
20.71
IV
60.5%
B/E move
10.5%

30Δ

Calls
Pseudo strike
24.57
IV
52.4%
B/E move
10.1%
Puts
Pseudo strike
21.23
IV
51.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
24.21
IV
47.9%
B/E move
8.7%
Puts
Pseudo strike
21.76
IV
43.0%
B/E move
6.1%

40Δ

Calls
Pseudo strike
23.85
IV
43.5%
B/E move
7.3%
Puts
Pseudo strike
22.28
IV
34.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
23.49
IV
39.0%
B/E move
5.9%
Puts
Pseudo strike
22.67
IV
31.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
23.13
IV
34.6%
B/E move
4.4%
Puts
Pseudo strike
22.97
IV
32.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
22.76
IV
30.1%
B/E move
3.0%
Puts
Pseudo strike
23.27
IV
34.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
22.38
IV
28.1%
B/E move
1.9%
Puts
Pseudo strike
23.57
IV
35.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
21.96
IV
32.6%
B/E move
1.7%
Puts
Pseudo strike
23.87
IV
37.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
21.53
IV
37.2%
B/E move
1.6%
Puts
Pseudo strike
24.17
IV
38.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
21.10
IV
41.7%
B/E move
1.4%
Puts
Pseudo strike
24.47
IV
39.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
20.68
IV
46.2%
B/E move
1.2%
Puts
Pseudo strike
24.77
IV
41.4%
B/E move
0.8%

Options history

IV · four-Friday blend33.26%
Daily EOD
EBC32.3%34.6%37.0%2026-10-22: 36.34%2026-10-23: 35.16%2026-10-26: 36.65%2026-10-27: 32.81%2026-10-28: 35.72%2026-10-29: 32.60%2026-10-30: 33.26%Oct 22Oct 27Oct 30
7 observations2026-10-22 — 2026-10-30
Table
DateIV (%)
36.34%
35.16%
36.65%
32.81%
35.72%
32.60%
33.26%