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FB Financial Corporation FBK

i

Market datapartial · fetched 2026-11-06T14:32:16.683Z

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 · 2026-11-06T14:30:34.869322709Z

FundamentalsAlpha Vantage · unavailable

Share price$53.87
1D+0.0%
$53.84$53.86$53.87$53.88$53.905:30 AM6:30 AM9:00 AM1:00 PMFBK
Sold putSold call

FB Financial Corporation options

Live interpolated FBK call and put midpoint premiums by absolute delta.FB Financial Corporation$0.28$1.76$3.24$4.72$6.19$48.11$50.91$53.71$56.50$59.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBK spot · $53.87FBK PRICE$0.44$0.57$0.69$0.82$0.96$1.24$1.51$1.79$2.07$2.34$2.62$2.90$3.18$0.57$0.82$1.07$1.32$1.57$1.82$2.06$2.31$2.83$3.56$4.30$5.03$5.77
PutsExpensive1.63×
CallsCheap0.76×
SkewBearish+12.84 pp
Implied moveBearish±$3.58
TiltBearish22.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.1236.2%8.7%50.4940.7%7.3%
25Δ57.3235.2%7.5%51.0941.1%6.7%
30Δ56.5134.3%6.2%51.7041.5%6.0%
35Δ55.7033.4%4.9%52.3041.9%5.4%
40Δ54.9432.5%3.8%52.9142.3%4.7%
45Δ54.4931.8%3.5%53.5242.7%4.0%
50Δ54.0431.0%3.1%54.1243.1%3.4%
55Δ53.5930.2%2.8%54.7343.5%2.7%
60Δ53.1429.5%2.5%55.5044.3%2.2%
65Δ52.6928.7%2.2%56.4145.6%1.9%
70Δ52.2427.9%1.8%57.3346.9%1.6%
75Δ51.7927.2%1.5%58.2448.2%1.2%
80Δ51.3426.4%1.2%59.1549.5%0.9%

20Δ

Calls
Pseudo strike
58.12
IV
36.2%
B/E move
8.7%
Puts
Pseudo strike
50.49
IV
40.7%
B/E move
7.3%

25Δ

Calls
Pseudo strike
57.32
IV
35.2%
B/E move
7.5%
Puts
Pseudo strike
51.09
IV
41.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
56.51
IV
34.3%
B/E move
6.2%
Puts
Pseudo strike
51.70
IV
41.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
55.70
IV
33.4%
B/E move
4.9%
Puts
Pseudo strike
52.30
IV
41.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
54.94
IV
32.5%
B/E move
3.8%
Puts
Pseudo strike
52.91
IV
42.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
54.49
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
53.52
IV
42.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
54.04
IV
31.0%
B/E move
3.1%
Puts
Pseudo strike
54.12
IV
43.1%
B/E move
3.4%

55Δ

Calls
Pseudo strike
53.59
IV
30.2%
B/E move
2.8%
Puts
Pseudo strike
54.73
IV
43.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
53.14
IV
29.5%
B/E move
2.5%
Puts
Pseudo strike
55.50
IV
44.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
52.69
IV
28.7%
B/E move
2.2%
Puts
Pseudo strike
56.41
IV
45.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
52.24
IV
27.9%
B/E move
1.8%
Puts
Pseudo strike
57.33
IV
46.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
51.79
IV
27.2%
B/E move
1.5%
Puts
Pseudo strike
58.24
IV
48.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
51.34
IV
26.4%
B/E move
1.2%
Puts
Pseudo strike
59.15
IV
49.5%
B/E move
0.9%

Options history

IV · four-Friday blend30.68%
Daily close
FBK25.8%34.6%43.5%2026-08-10: 34.68%2026-08-11: 31.45%2026-08-19: 37.26%2026-08-21: 28.02%2026-08-24: 29.68%2026-08-26: 30.45%2026-08-27: 29.63%2026-09-09: 33.83%2026-09-10: 35.34%2026-09-11: 34.90%2026-09-14: 36.31%2026-09-15: 42.26%2026-09-18: 31.34%2026-09-21: 30.59%2026-09-22: 33.36%2026-09-23: 34.08%2026-09-24: 34.12%2026-09-25: 34.90%2026-09-28: 36.34%2026-09-29: 36.39%2026-09-30: 35.43%2026-10-01: 36.34%2026-10-02: 33.46%2026-10-05: 37.80%2026-10-06: 37.43%2026-10-07: 37.98%2026-10-16: 28.34%2026-10-19: 28.00%2026-10-20: 27.02%2026-10-21: 28.31%2026-10-23: 27.42%2026-10-26: 28.69%2026-10-27: 27.00%2026-10-28: 30.68%Aug 10Sep 24Oct 28
34 observations2026-08-10 — 2026-10-28
Table
DateIV (%)
34.68%
31.45%
37.26%
28.02%
29.68%
30.45%
29.63%
33.83%
35.34%
34.90%
36.31%
42.26%
31.34%
30.59%
33.36%
34.08%
34.12%
34.90%
36.34%
36.39%
35.43%
36.34%
33.46%
37.80%
37.43%
37.98%
28.34%
28.00%
27.02%
28.31%
27.42%
28.69%
27.00%
30.68%