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First Community Bankshares, Inc. (VA) Common Stock FCBC

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Market datapartial · fetched 2026-11-03T14:43:46.977Z

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 · 2026-11-03T14:40:05.005300162Z

FundamentalsAlpha Vantage · unavailable

Share price$47.12
1D-1.5%
$47.06$47.26$47.47$47.67$47.885:30 AM6:30 AM9:00 AM1:00 PMFCBC
Sold putSold call

First Community Bankshares, Inc. (VA) Common Stock options

Live interpolated FCBC call and put midpoint premiums by absolute delta.First Community Bankshares, Inc. (VA) Common Stock$0.64$2.61$4.58$6.56$8.53$42.39$46.00$49.62$53.23$56.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FCBC spot · $47.12FCBC PRICE$0.85$1.22$1.58$1.95$2.32$2.70$3.10$3.50$3.89$4.37$5.57$6.76$7.96$1.90$2.45$2.45$2.45$2.73$3.10$3.47$3.85$4.22
Puts——
CallsExpensive2.55×
Skew——
Implied moveBearish±$6.57
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.0067.4%16.4%38.54133.5%22.2%
25Δ53.0872.0%15.2%40.26138.1%19.7%
30Δ52.1776.6%14.1%42.35115.3%15.3%
35Δ51.2581.2%12.9%44.4492.5%10.9%
40Δ50.3485.8%11.8%45.7083.7%8.8%
45Δ49.3085.9%10.4%46.6480.1%7.6%
50Δ48.2083.5%8.9%47.5976.5%6.4%
55Δ47.1081.1%7.4%48.5472.9%5.1%
60Δ45.9978.6%5.9%49.4969.3%3.9%
65Δ44.8577.1%4.5%
70Δ43.3783.2%3.9%
75Δ41.9089.4%3.3%
80Δ40.4295.5%2.7%

20Δ

Calls
Pseudo strike
54.00
IV
67.4%
B/E move
16.4%
Puts
Pseudo strike
38.54
IV
133.5%
B/E move
22.2%

25Δ

Calls
Pseudo strike
53.08
IV
72.0%
B/E move
15.2%
Puts
Pseudo strike
40.26
IV
138.1%
B/E move
19.7%

30Δ

Calls
Pseudo strike
52.17
IV
76.6%
B/E move
14.1%
Puts
Pseudo strike
42.35
IV
115.3%
B/E move
15.3%

35Δ

Calls
Pseudo strike
51.25
IV
81.2%
B/E move
12.9%
Puts
Pseudo strike
44.44
IV
92.5%
B/E move
10.9%

40Δ

Calls
Pseudo strike
50.34
IV
85.8%
B/E move
11.8%
Puts
Pseudo strike
45.70
IV
83.7%
B/E move
8.8%

45Δ

Calls
Pseudo strike
49.30
IV
85.9%
B/E move
10.4%
Puts
Pseudo strike
46.64
IV
80.1%
B/E move
7.6%

50Δ

Calls
Pseudo strike
48.20
IV
83.5%
B/E move
8.9%
Puts
Pseudo strike
47.59
IV
76.5%
B/E move
6.4%

55Δ

Calls
Pseudo strike
47.10
IV
81.1%
B/E move
7.4%
Puts
Pseudo strike
48.54
IV
72.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
45.99
IV
78.6%
B/E move
5.9%
Puts
Pseudo strike
49.49
IV
69.3%
B/E move
3.9%

65Δ

Calls
Pseudo strike
44.85
IV
77.1%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.37
IV
83.2%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
41.90
IV
89.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.42
IV
95.5%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.21%
Daily close
FCBC31.2%74.0%116.9%2026-08-05: 45.21%2026-08-06: 45.67%2026-08-07: 48.17%2026-08-10: 52.44%2026-08-11: 51.39%2026-08-12: 50.32%2026-08-13: 49.38%2026-08-14: 49.89%2026-08-17: 60.57%2026-08-18: 64.05%2026-08-19: 79.03%2026-08-20: 94.93%2026-08-21: 37.11%2026-08-24: 39.11%2026-08-25: 37.55%2026-08-26: 39.95%2026-08-27: 39.03%2026-08-28: 38.60%2026-08-31: 46.67%2026-09-01: 45.75%2026-09-02: 45.42%2026-09-03: 43.99%2026-09-04: 48.44%2026-09-08: 40.32%2026-09-09: 58.32%2026-09-10: 60.76%2026-09-14: 73.74%2026-09-15: 78.60%2026-09-16: 88.41%2026-09-17: 110.98%2026-09-18: 45.99%2026-09-21: 46.48%2026-09-22: 46.80%2026-09-23: 47.97%2026-09-24: 46.93%2026-09-25: 46.33%2026-09-28: 49.22%2026-09-29: 50.68%2026-09-30: 50.74%2026-10-01: 50.44%2026-10-02: 53.00%2026-10-05: 54.47%2026-10-06: 54.97%2026-10-07: 57.98%2026-10-08: 58.79%2026-10-09: 62.45%2026-10-12: 70.92%2026-10-13: 74.31%2026-10-14: 84.70%2026-10-15: 105.29%2026-10-16: 41.78%2026-10-19: 41.73%2026-10-20: 37.15%2026-10-21: 43.15%2026-10-22: 37.63%2026-10-23: 42.86%2026-10-26: 49.03%2026-10-27: 50.16%2026-10-28: 46.60%2026-10-29: 47.91%2026-10-30: 46.21%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
45.21%
45.67%
48.17%
52.44%
51.39%
50.32%
49.38%
49.89%
60.57%
64.05%
79.03%
94.93%
37.11%
39.11%
37.55%
39.95%
39.03%
38.60%
46.67%
45.75%
45.42%
43.99%
48.44%
40.32%
58.32%
60.76%
73.74%
78.60%
88.41%
110.98%
45.99%
46.48%
46.80%
47.97%
46.93%
46.33%
49.22%
50.68%
50.74%
50.44%
53.00%
54.47%
54.97%
57.98%
58.79%
62.45%
70.92%
74.31%
84.70%
105.29%
41.78%
41.73%
37.15%
43.15%
37.63%
42.86%
49.03%
50.16%
46.60%
47.91%
46.21%