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German American Bancorp, Inc. Common Stock GABC

i

Market dataready · fetched 2026-11-04T02:34:04.257Z

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 · 2026-11-03T21:00:03.872681607Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:34:03.468407+00:00

Share price$49.60
1D-2.7%
AH$49.47$49.88$50.29$50.70$51.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGABC
Sold putSold callAH

German American Bancorp, Inc. Common Stock options

Live interpolated GABC call and put midpoint premiums by absolute delta.German American Bancorp, Inc. Common Stock$1.40$2.33$3.25$4.18$5.10$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 PRICEGABC PRICE$1.50$1.80$2.10$2.40$2.79$3.20$3.61$4.02$4.43$4.83$2.45$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.68176.4%27.0%
25Δ42.33136.9%19.6%
30Δ
35Δ52.4355.4%8.7%
40Δ51.6657.2%7.8%
45Δ50.8959.0%6.8%
50Δ50.1260.8%5.9%
55Δ49.3659.5%5.2%
60Δ48.6157.7%4.5%
65Δ47.8555.9%3.8%
70Δ47.1054.1%3.1%
75Δ46.3452.3%2.4%
80Δ45.5950.5%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.68
IV
176.4%
B/E move
27.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.33
IV
136.9%
B/E move
19.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
52.43
IV
55.4%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
51.66
IV
57.2%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
50.89
IV
59.0%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
50.12
IV
60.8%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
49.36
IV
59.5%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
48.61
IV
57.7%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
47.85
IV
55.9%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
47.10
IV
54.1%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
46.34
IV
52.3%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.59
IV
50.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.96%
Daily close
GABC21.6%40.7%59.9%2026-08-05: 29.78%2026-08-06: 29.64%2026-08-07: 28.55%2026-08-10: 27.04%2026-08-11: 29.21%2026-08-13: 34.31%2026-08-19: 57.22%2026-08-20: 44.01%2026-08-21: 24.27%2026-08-25: 26.29%2026-08-26: 27.24%2026-08-27: 25.32%2026-08-28: 25.01%2026-09-02: 27.83%2026-09-03: 27.85%2026-09-04: 26.28%2026-09-10: 33.54%2026-09-11: 34.75%2026-09-14: 25.69%2026-09-15: 36.27%2026-09-18: 30.06%2026-09-21: 32.61%2026-09-22: 31.36%2026-09-23: 33.81%2026-09-24: 31.31%2026-09-25: 33.99%2026-09-28: 34.92%2026-09-29: 32.84%2026-09-30: 38.21%2026-10-01: 35.69%2026-10-02: 35.98%2026-10-05: 38.15%2026-10-06: 36.69%2026-10-07: 42.06%2026-10-08: 45.47%2026-10-09: 49.69%2026-10-13: 55.22%2026-10-16: 29.95%2026-10-19: 29.50%2026-10-20: 28.81%2026-10-21: 31.67%2026-10-22: 33.53%2026-10-23: 32.28%2026-10-26: 34.72%2026-10-27: 31.34%2026-10-28: 32.70%2026-10-29: 33.62%2026-10-30: 33.96%Aug 5Sep 23Oct 30
48 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
29.78%
29.64%
28.55%
27.04%
29.21%
34.31%
57.22%
44.01%
24.27%
26.29%
27.24%
25.32%
25.01%
27.83%
27.85%
26.28%
33.54%
34.75%
25.69%
36.27%
30.06%
32.61%
31.36%
33.81%
31.31%
33.99%
34.92%
32.84%
38.21%
35.69%
35.98%
38.15%
36.69%
42.06%
45.47%
49.69%
55.22%
29.95%
29.50%
28.81%
31.67%
33.53%
32.28%
34.72%
31.34%
32.70%
33.62%
33.96%