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FB Financial Corporation FBK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-06T20:54:28.541Z

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 · 2026-11-06T20:53:58.436147215Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T20:54:28.166891+00:00

Share price$54.25
1D+0.5%
$53.77$54.06$54.36$54.66$54.955:30 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$0.24$1.78$3.32$4.86$6.39$47.64$50.67$53.70$56.73$59.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBK spot · $54.24FBK PRICE$0.41$0.52$0.64$0.75$0.87$1.09$1.41$1.73$2.05$2.37$2.69$3.01$3.33$0.79$0.99$1.20$1.40$1.61$1.82$2.03$2.33$3.05$3.78$4.50$5.23$5.95
PutsExpensive1.92×
CallsCheap0.69×
SkewBearish+22.75 pp
Implied moveBearish±$3.44
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.0430.2%7.7%49.1263.4%10.9%
25Δ57.3629.9%6.7%50.4259.0%8.9%
30Δ56.6929.6%5.7%51.2156.3%7.8%
35Δ56.0129.3%4.6%52.0053.6%6.7%
40Δ55.3429.0%3.6%52.7850.9%5.7%
45Δ54.7628.7%3.0%53.5748.2%4.6%
50Δ54.2928.4%2.7%54.3545.5%3.5%
55Δ53.8128.1%2.4%55.1643.6%2.6%
60Δ53.3427.7%2.1%56.0745.3%2.3%
65Δ52.8627.4%1.8%56.9747.1%1.9%
70Δ52.3927.1%1.5%57.8848.9%1.6%
75Δ51.9126.7%1.2%58.7850.6%1.3%
80Δ51.4426.4%1.0%59.6952.4%0.9%

20Δ

Calls
Pseudo strike
58.04
IV
30.2%
B/E move
7.7%
Puts
Pseudo strike
49.12
IV
63.4%
B/E move
10.9%

25Δ

Calls
Pseudo strike
57.36
IV
29.9%
B/E move
6.7%
Puts
Pseudo strike
50.42
IV
59.0%
B/E move
8.9%

30Δ

Calls
Pseudo strike
56.69
IV
29.6%
B/E move
5.7%
Puts
Pseudo strike
51.21
IV
56.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
56.01
IV
29.3%
B/E move
4.6%
Puts
Pseudo strike
52.00
IV
53.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
55.34
IV
29.0%
B/E move
3.6%
Puts
Pseudo strike
52.78
IV
50.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
54.76
IV
28.7%
B/E move
3.0%
Puts
Pseudo strike
53.57
IV
48.2%
B/E move
4.6%

50Δ

Calls
Pseudo strike
54.29
IV
28.4%
B/E move
2.7%
Puts
Pseudo strike
54.35
IV
45.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
53.81
IV
28.1%
B/E move
2.4%
Puts
Pseudo strike
55.16
IV
43.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
53.34
IV
27.7%
B/E move
2.1%
Puts
Pseudo strike
56.07
IV
45.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
52.86
IV
27.4%
B/E move
1.8%
Puts
Pseudo strike
56.97
IV
47.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
52.39
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
57.88
IV
48.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
51.91
IV
26.7%
B/E move
1.2%
Puts
Pseudo strike
58.78
IV
50.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
51.44
IV
26.4%
B/E move
1.0%
Puts
Pseudo strike
59.69
IV
52.4%
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%