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First Citizens BancShares, Inc. Class A Common Stock FCNCA

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Market dataready · fetched 2026-11-07T01:13:11.981Z

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 · 2026-11-06T21:12:06.801567915Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:13:11.193307+00:00

Share price$2,274.99
1D-1.2%
AH$2,258$2,270$2,282$2,294$2,3065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCNCA
Sold putSold callAH

First Citizens BancShares, Inc. Class A Common Stock options

Live interpolated FCNCA call and put midpoint premiums by absolute delta.First Citizens BancShares, Inc. Class A Common Stock$10.01$42.57$75.13$107.68$140.24$2107.49$2189.05$2270.61$2352.17$2433.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCNCA spot · $2274.99FCNCA PRICE$13.53$17.97$22.56$28.33$34.87$41.72$49.65$57.38$66.24$77.50$91.07$104.46$119.95$15.31$20.09$25.52$31.78$37.95$44.11$51.01$60.00$69.57$80.76$93.44$108.65$130.86
PutsCheap0.93×
CallsFair0.99×
SkewNeutral+0.01 pp
Implied moveBalanced±$100.66
TiltBearish2.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2389.6927.9%5.6%2172.2429.9%5.2%
25Δ2366.7827.6%4.8%2195.2529.3%4.4%
30Δ2346.8627.3%4.2%2214.6529.1%3.8%
35Δ2329.7627.6%3.7%2232.2429.2%3.3%
40Δ2314.1328.3%3.3%2249.3528.9%2.8%
45Δ2297.9628.5%2.8%2265.9728.2%2.3%
50Δ2282.0128.9%2.5%2281.7727.7%1.9%
55Δ2265.9728.7%2.1%2297.5427.9%1.6%
60Δ2249.7228.6%1.8%2313.6127.9%1.4%
65Δ2232.3029.1%1.5%2330.6728.0%1.1%
70Δ2213.3329.8%1.3%2348.7228.1%0.9%
75Δ2194.2129.7%1.0%2368.8828.2%0.6%
80Δ2173.4129.5%0.8%2395.2429.3%0.5%

20Δ

Calls
Pseudo strike
2389.69
IV
27.9%
B/E move
5.6%
Puts
Pseudo strike
2172.24
IV
29.9%
B/E move
5.2%

25Δ

Calls
Pseudo strike
2366.78
IV
27.6%
B/E move
4.8%
Puts
Pseudo strike
2195.25
IV
29.3%
B/E move
4.4%

30Δ

Calls
Pseudo strike
2346.86
IV
27.3%
B/E move
4.2%
Puts
Pseudo strike
2214.65
IV
29.1%
B/E move
3.8%

35Δ

Calls
Pseudo strike
2329.76
IV
27.6%
B/E move
3.7%
Puts
Pseudo strike
2232.24
IV
29.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
2314.13
IV
28.3%
B/E move
3.3%
Puts
Pseudo strike
2249.35
IV
28.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
2297.96
IV
28.5%
B/E move
2.8%
Puts
Pseudo strike
2265.97
IV
28.2%
B/E move
2.3%

50Δ

Calls
Pseudo strike
2282.01
IV
28.9%
B/E move
2.5%
Puts
Pseudo strike
2281.77
IV
27.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
2265.97
IV
28.7%
B/E move
2.1%
Puts
Pseudo strike
2297.54
IV
27.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
2249.72
IV
28.6%
B/E move
1.8%
Puts
Pseudo strike
2313.61
IV
27.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
2232.30
IV
29.1%
B/E move
1.5%
Puts
Pseudo strike
2330.67
IV
28.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
2213.33
IV
29.8%
B/E move
1.3%
Puts
Pseudo strike
2348.72
IV
28.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
2194.21
IV
29.7%
B/E move
1.0%
Puts
Pseudo strike
2368.88
IV
28.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
2173.41
IV
29.5%
B/E move
0.8%
Puts
Pseudo strike
2395.24
IV
29.3%
B/E move
0.5%

Options history

IV · four-Friday blend25.94%
Daily close
FCNCA21.8%25.5%29.3%2026-08-10: 26.05%2026-08-11: 25.27%2026-08-12: 23.75%2026-08-13: 23.66%2026-08-14: 23.07%2026-08-17: 24.43%2026-08-18: 24.98%2026-08-19: 24.80%2026-08-20: 24.46%2026-08-21: 23.61%2026-08-24: 24.08%2026-08-25: 23.63%2026-08-26: 23.37%2026-08-27: 23.21%2026-08-28: 22.27%2026-08-31: 23.09%2026-09-01: 23.35%2026-09-02: 23.42%2026-09-03: 22.95%2026-09-04: 22.72%2026-09-08: 23.99%2026-09-09: 24.14%2026-09-10: 23.73%2026-09-11: 23.47%2026-09-14: 24.56%2026-09-15: 24.78%2026-09-16: 26.47%2026-09-17: 25.44%2026-09-18: 25.39%2026-09-21: 25.57%2026-09-22: 26.04%2026-09-23: 26.62%2026-09-24: 26.65%2026-09-25: 26.27%2026-09-28: 26.94%2026-09-29: 26.85%2026-09-30: 26.88%2026-10-01: 27.00%2026-10-02: 26.79%2026-10-05: 27.29%2026-10-06: 27.18%2026-10-07: 27.42%2026-10-08: 27.62%2026-10-09: 27.02%2026-10-12: 28.01%2026-10-13: 27.63%2026-10-14: 28.17%2026-10-15: 28.77%2026-10-16: 28.13%2026-10-19: 28.39%2026-10-20: 28.39%2026-10-21: 27.81%2026-10-22: 28.19%2026-10-23: 25.98%2026-10-26: 25.58%2026-10-27: 25.24%2026-10-28: 25.20%2026-10-29: 25.07%2026-10-30: 25.94%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
26.05%
25.27%
23.75%
23.66%
23.07%
24.43%
24.98%
24.80%
24.46%
23.61%
24.08%
23.63%
23.37%
23.21%
22.27%
23.09%
23.35%
23.42%
22.95%
22.72%
23.99%
24.14%
23.73%
23.47%
24.56%
24.78%
26.47%
25.44%
25.39%
25.57%
26.04%
26.62%
26.65%
26.27%
26.94%
26.85%
26.88%
27.00%
26.79%
27.29%
27.18%
27.42%
27.62%
27.02%
28.01%
27.63%
28.17%
28.77%
28.13%
28.39%
28.39%
27.81%
28.19%
25.98%
25.58%
25.24%
25.20%
25.07%
25.94%