IntraAlpha
Create free account Start free

QCR Holdings, Inc. Common Stock QCRH

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-06T14:43:37.581Z

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 · 2026-11-06T14:38:10.014114079Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T14:43:36.797356+00:00

Share price$101.37
1D+0.3%
$101.05$101.14$101.24$101.33$101.425:30 AM6:30 AM9:00 AM1:00 PMQCRH
Sold putSold call

QCR Holdings, Inc. Common Stock options

Live interpolated QCRH call and put midpoint premiums by absolute delta.QCR Holdings, Inc. Common Stock$1.25$3.08$4.92$6.75$8.58$89.32$95.28$101.23$107.18$113.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QCRH spot · $101.37QCRH PRICE$2.50$2.50$2.50$1.45$1.73$2.02$2.31$2.59$2.88$3.79$5.15$6.50$8.05$2.50$2.50$2.52$2.58$2.64$2.94$3.32$3.70$4.08$4.46$5.02$6.08$7.14
PutsExpensive1.99×
CallsExpensive1.60×
SkewBearish+1.41 pp
Implied moveBearish±$5.63
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ129.01125.2%29.7%87.30102.4%16.3%
25Δ116.7891.7%17.7%92.3478.8%11.4%
30Δ110.3770.6%11.3%95.6763.1%8.1%
35Δ104.3131.0%4.3%97.6054.0%6.3%
40Δ103.5230.3%3.8%99.5444.9%4.4%
45Δ102.7229.7%3.3%100.6941.4%3.6%
50Δ101.9229.0%2.8%101.6039.6%3.1%
55Δ101.1328.4%2.3%102.5137.8%2.5%
60Δ100.3327.7%1.8%103.4136.1%2.0%
65Δ99.1430.3%1.5%104.3234.3%1.5%
70Δ97.6735.3%1.4%105.3333.1%1.0%
75Δ96.1940.3%1.3%106.6233.3%0.8%
80Δ94.4944.4%1.2%107.9233.5%0.6%

20Δ

Calls
Pseudo strike
129.01
IV
125.2%
B/E move
29.7%
Puts
Pseudo strike
87.30
IV
102.4%
B/E move
16.3%

25Δ

Calls
Pseudo strike
116.78
IV
91.7%
B/E move
17.7%
Puts
Pseudo strike
92.34
IV
78.8%
B/E move
11.4%

30Δ

Calls
Pseudo strike
110.37
IV
70.6%
B/E move
11.3%
Puts
Pseudo strike
95.67
IV
63.1%
B/E move
8.1%

35Δ

Calls
Pseudo strike
104.31
IV
31.0%
B/E move
4.3%
Puts
Pseudo strike
97.60
IV
54.0%
B/E move
6.3%

40Δ

Calls
Pseudo strike
103.52
IV
30.3%
B/E move
3.8%
Puts
Pseudo strike
99.54
IV
44.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
102.72
IV
29.7%
B/E move
3.3%
Puts
Pseudo strike
100.69
IV
41.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
101.92
IV
29.0%
B/E move
2.8%
Puts
Pseudo strike
101.60
IV
39.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
101.13
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
102.51
IV
37.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
100.33
IV
27.7%
B/E move
1.8%
Puts
Pseudo strike
103.41
IV
36.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
99.14
IV
30.3%
B/E move
1.5%
Puts
Pseudo strike
104.32
IV
34.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
97.67
IV
35.3%
B/E move
1.4%
Puts
Pseudo strike
105.33
IV
33.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
96.19
IV
40.3%
B/E move
1.3%
Puts
Pseudo strike
106.62
IV
33.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
94.49
IV
44.4%
B/E move
1.2%
Puts
Pseudo strike
107.92
IV
33.5%
B/E move
0.6%

Options history

IV · four-Friday blend26.65%
Daily EOD
QCRH23.1%25.0%26.9%2026-10-19: 25.21%2026-10-20: 24.23%2026-10-21: 23.36%2026-10-22: 23.88%2026-10-23: 24.31%2026-10-26: 25.21%2026-10-27: 24.59%2026-10-28: 25.60%2026-10-29: 25.27%2026-10-30: 26.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.21%
24.23%
23.36%
23.88%
24.31%
25.21%
24.59%
25.60%
25.27%
26.65%