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First BanCorp. FBP

i

Market dataready · fetched 2026-11-04T08:48:29.529Z

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 · 2026-11-04T00:00:00.002801796Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T08:48:29.075164+00:00

Share price$26.25
1D-0.2%
AH$26.19$26.30$26.40$26.51$26.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBP
Sold putSold callAH

First BanCorp. options

Live interpolated FBP call and put midpoint premiums by absolute delta.First BanCorp.$0.96$1.60$2.24$2.88$3.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFBP PRICE$2.00$2.00$1.28$1.78$1.03$1.28$1.54$1.80$2.05$2.31$2.56$2.82$3.08$3.33
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.79166.1%25.7%
25Δ21.97172.1%23.1%
30Δ39.35241.0%57.5%
35Δ33.58189.0%35.6%25.0970.5%8.3%
40Δ25.5468.5%7.6%
45Δ25.9966.4%6.9%
50Δ26.4464.4%6.1%
55Δ26.8962.3%5.4%
60Δ27.3460.3%4.6%
65Δ27.7958.2%3.9%
70Δ28.2456.2%3.2%
75Δ28.6954.1%2.4%
80Δ29.1452.0%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.79
IV
166.1%
B/E move
25.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.97
IV
172.1%
B/E move
23.1%

30Δ

Calls
Pseudo strike
39.35
IV
241.0%
B/E move
57.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
33.58
IV
189.0%
B/E move
35.6%
Puts
Pseudo strike
25.09
IV
70.5%
B/E move
8.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.54
IV
68.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.99
IV
66.4%
B/E move
6.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.44
IV
64.4%
B/E move
6.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.89
IV
62.3%
B/E move
5.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.34
IV
60.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.79
IV
58.2%
B/E move
3.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.24
IV
56.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.69
IV
54.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.14
IV
52.0%
B/E move
1.7%

Options history

IV · four-Friday blend66.26%
Daily close
FBP66.2%66.3%66.3%2026-10-07: 66.26%Oct 7
1 observations2026-10-07 — 2026-10-07
Table
DateIV (%)
66.26%