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Nicolet Bankshares,Inc. NIC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T09:40:10.531Z

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 · 2026-11-04T00:00:00.003927558Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:40:06.145320+00:00

Share price$172.47
1D-0.5%
AH$172.21$173.16$174.11$175.05$176.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNIC
Sold putSold callAH

Nicolet Bankshares,Inc. options

Live interpolated NIC call and put midpoint premiums by absolute delta.Nicolet Bankshares,Inc.$1.20$4.46$7.72$10.98$14.25$158.39$166.04$173.70$181.36$189.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NIC spot · $172.47NIC PRICE$2.11$2.24$2.78$3.32$3.93$4.80$5.67$6.54$7.81$9.09$10.75$13.31$1.55$1.71$2.09$2.48$2.84$3.18$3.52$3.86$4.19$4.92$5.72$6.52$7.32
PutsCheap0.87×
Calls——
Skew——
Implied moveBullish±$8.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ191.6553.9%12.3%162.0437.2%6.9%
25Δ165.6930.3%4.9%
30Δ179.7333.6%5.5%167.3729.2%4.2%
35Δ178.0433.4%4.8%169.0428.1%3.4%
40Δ176.3533.2%4.2%170.4726.8%2.8%
45Δ174.6833.1%3.6%171.5525.4%2.4%
50Δ173.1333.9%3.2%172.6423.9%1.9%
55Δ171.5734.6%2.8%173.7322.4%1.5%
60Δ170.0235.3%2.4%174.8221.0%1.1%
65Δ168.1736.0%2.0%175.9320.6%0.8%
70Δ166.3136.7%1.7%177.0420.4%0.7%
75Δ164.1338.1%1.4%178.1620.2%0.5%
80Δ161.1541.0%1.2%179.2720.0%0.3%

20Δ

Calls
Pseudo strike
191.65
IV
53.9%
B/E move
12.3%
Puts
Pseudo strike
162.04
IV
37.2%
B/E move
6.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
165.69
IV
30.3%
B/E move
4.9%

30Δ

Calls
Pseudo strike
179.73
IV
33.6%
B/E move
5.5%
Puts
Pseudo strike
167.37
IV
29.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
178.04
IV
33.4%
B/E move
4.8%
Puts
Pseudo strike
169.04
IV
28.1%
B/E move
3.4%

40Δ

Calls
Pseudo strike
176.35
IV
33.2%
B/E move
4.2%
Puts
Pseudo strike
170.47
IV
26.8%
B/E move
2.8%

45Δ

Calls
Pseudo strike
174.68
IV
33.1%
B/E move
3.6%
Puts
Pseudo strike
171.55
IV
25.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
173.13
IV
33.9%
B/E move
3.2%
Puts
Pseudo strike
172.64
IV
23.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
171.57
IV
34.6%
B/E move
2.8%
Puts
Pseudo strike
173.73
IV
22.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
170.02
IV
35.3%
B/E move
2.4%
Puts
Pseudo strike
174.82
IV
21.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
168.17
IV
36.0%
B/E move
2.0%
Puts
Pseudo strike
175.93
IV
20.6%
B/E move
0.8%

70Δ

Calls
Pseudo strike
166.31
IV
36.7%
B/E move
1.7%
Puts
Pseudo strike
177.04
IV
20.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
164.13
IV
38.1%
B/E move
1.4%
Puts
Pseudo strike
178.16
IV
20.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
161.15
IV
41.0%
B/E move
1.2%
Puts
Pseudo strike
179.27
IV
20.0%
B/E move
0.3%

Options history

IV · four-Friday blend24.09%
Daily EOD
NIC22.8%24.1%25.4%2026-10-19: 25.25%2026-10-20: 25.23%2026-10-21: 23.32%2026-10-22: 23.44%2026-10-23: 23.83%2026-10-26: 23.49%2026-10-27: 23.20%2026-10-28: 23.36%2026-10-29: 23.02%2026-10-30: 24.09%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.25%
25.23%
23.32%
23.44%
23.83%
23.49%
23.20%
23.36%
23.02%
24.09%