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Fifth Third Bancorp FITB

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Market datapartial · fetched 2026-11-07T06:02:58.906Z

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 · 2026-11-07T00:00:00.00238868Z

FundamentalsAlpha Vantage · unavailable

Share price$53.04
1D+0.7%
AH$52.91$53.07$53.23$53.38$53.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFITB
Sold putSold callAH

Fifth Third Bancorp options

Live interpolated FITB call and put midpoint premiums by absolute delta.Fifth Third Bancorp$0.28$1.25$2.22$3.18$4.15$48.53$50.86$53.19$55.53$57.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FITB spot · $53.04FITB PRICE$0.38$0.49$0.62$0.93$1.24$1.56$1.87$2.18$2.49$2.80$3.12$3.43$3.87$0.41$0.56$0.71$0.86$1.02$1.17$1.32$1.48$1.63$1.78$1.93$2.09$2.84
PutsCheap0.76×
CallsFair0.97×
SkewBullish-10.28 pp
Implied moveBullish±$3.19
TiltBullish16.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.9034.1%8.0%50.4629.9%5.6%
25Δ55.8833.0%6.3%50.8629.3%5.2%
30Δ54.9332.3%4.7%51.2528.7%4.7%
35Δ54.4233.4%4.4%51.6428.2%4.3%
40Δ53.9134.4%4.0%52.0327.6%3.8%
45Δ53.4135.5%3.6%52.4227.1%3.4%
50Δ52.9036.5%3.3%52.8126.5%2.9%
55Δ52.3937.6%2.9%53.2125.9%2.5%
60Δ51.8838.7%2.5%53.6025.4%2.0%
65Δ51.3839.7%2.1%53.9924.8%1.6%
70Δ50.8740.8%1.8%54.3824.3%1.1%
75Δ50.3641.8%1.4%54.7723.7%0.7%
80Δ49.7443.2%1.1%55.6926.0%0.4%

20Δ

Calls
Pseudo strike
56.90
IV
34.1%
B/E move
8.0%
Puts
Pseudo strike
50.46
IV
29.9%
B/E move
5.6%

25Δ

Calls
Pseudo strike
55.88
IV
33.0%
B/E move
6.3%
Puts
Pseudo strike
50.86
IV
29.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
54.93
IV
32.3%
B/E move
4.7%
Puts
Pseudo strike
51.25
IV
28.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
54.42
IV
33.4%
B/E move
4.4%
Puts
Pseudo strike
51.64
IV
28.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
53.91
IV
34.4%
B/E move
4.0%
Puts
Pseudo strike
52.03
IV
27.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
53.41
IV
35.5%
B/E move
3.6%
Puts
Pseudo strike
52.42
IV
27.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
52.90
IV
36.5%
B/E move
3.3%
Puts
Pseudo strike
52.81
IV
26.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
52.39
IV
37.6%
B/E move
2.9%
Puts
Pseudo strike
53.21
IV
25.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
51.88
IV
38.7%
B/E move
2.5%
Puts
Pseudo strike
53.60
IV
25.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
51.38
IV
39.7%
B/E move
2.1%
Puts
Pseudo strike
53.99
IV
24.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
50.87
IV
40.8%
B/E move
1.8%
Puts
Pseudo strike
54.38
IV
24.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
50.36
IV
41.8%
B/E move
1.4%
Puts
Pseudo strike
54.77
IV
23.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
49.74
IV
43.2%
B/E move
1.1%
Puts
Pseudo strike
55.69
IV
26.0%
B/E move
0.4%

Options history

IV · four-Friday blend26.75%
Daily close
FITB23.8%26.2%28.6%2026-08-19: 28.31%2026-08-21: 25.03%2026-08-24: 24.93%2026-08-25: 24.65%2026-08-26: 24.87%2026-08-27: 25.02%2026-08-28: 24.32%2026-09-02: 24.65%2026-09-03: 25.32%2026-09-04: 25.00%2026-10-07: 27.66%2026-10-16: 26.33%2026-10-19: 25.94%2026-10-20: 25.08%2026-10-21: 24.74%2026-10-22: 25.03%2026-10-23: 25.42%2026-10-26: 24.98%2026-10-27: 25.24%2026-10-28: 25.19%2026-10-29: 24.16%2026-10-30: 26.75%Aug 19Oct 7Oct 30
22 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
28.31%
25.03%
24.93%
24.65%
24.87%
25.02%
24.32%
24.65%
25.32%
25.00%
27.66%
26.33%
25.94%
25.08%
24.74%
25.03%
25.42%
24.98%
25.24%
25.19%
24.16%
26.75%