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RBB Bancorp Common Stock RBB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-07T21:29:06.177Z

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 · 2026-11-06T21:00:01.633481966Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T21:29:05.804556+00:00

Share price$25.72
1D+0.5%
AH$25.47$25.56$25.66$25.75$25.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRBB
Sold putSold callAH

RBB Bancorp Common Stock options

Live interpolated RBB call and put midpoint premiums by absolute delta.RBB Bancorp Common Stock$0.28$1.69$3.11$4.52$5.94$19.74$22.47$25.20$27.92$30.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RBB spot · $25.72RBB PRICE$0.43$0.62$0.80$0.98$1.17$1.35$1.53$1.71$1.90$2.21$2.54$2.88$3.22$0.56$0.85$1.15$1.44$1.74$2.14$2.55$2.96$3.38$3.79$4.20$4.61$5.53
PutsExpensive3.56×
CallsExpensive2.80×
SkewBearish+21.65 pp
Implied moveBearish±$4.09
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.8182.5%17.6%22.6690.2%14.1%
25Δ29.2282.1%16.0%23.2495.3%13.0%
30Δ28.6381.8%14.4%23.82100.4%11.9%
35Δ28.0481.4%12.8%24.40105.5%10.8%
40Δ27.4581.1%11.3%24.98110.6%9.6%
45Δ26.8680.7%9.7%25.65108.9%8.6%
50Δ26.2780.4%8.1%26.32106.9%7.6%
55Δ25.6880.0%6.5%26.99105.0%6.6%
60Δ25.0979.7%4.9%27.66103.0%5.6%
65Δ24.5678.7%4.1%28.34101.0%4.5%
70Δ24.0577.6%3.4%29.0199.0%3.5%
75Δ23.5376.4%2.7%29.6897.0%2.5%
80Δ23.0175.3%2.0%30.8096.6%1.7%

20Δ

Calls
Pseudo strike
29.81
IV
82.5%
B/E move
17.6%
Puts
Pseudo strike
22.66
IV
90.2%
B/E move
14.1%

25Δ

Calls
Pseudo strike
29.22
IV
82.1%
B/E move
16.0%
Puts
Pseudo strike
23.24
IV
95.3%
B/E move
13.0%

30Δ

Calls
Pseudo strike
28.63
IV
81.8%
B/E move
14.4%
Puts
Pseudo strike
23.82
IV
100.4%
B/E move
11.9%

35Δ

Calls
Pseudo strike
28.04
IV
81.4%
B/E move
12.8%
Puts
Pseudo strike
24.40
IV
105.5%
B/E move
10.8%

40Δ

Calls
Pseudo strike
27.45
IV
81.1%
B/E move
11.3%
Puts
Pseudo strike
24.98
IV
110.6%
B/E move
9.6%

45Δ

Calls
Pseudo strike
26.86
IV
80.7%
B/E move
9.7%
Puts
Pseudo strike
25.65
IV
108.9%
B/E move
8.6%

50Δ

Calls
Pseudo strike
26.27
IV
80.4%
B/E move
8.1%
Puts
Pseudo strike
26.32
IV
106.9%
B/E move
7.6%

55Δ

Calls
Pseudo strike
25.68
IV
80.0%
B/E move
6.5%
Puts
Pseudo strike
26.99
IV
105.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
25.09
IV
79.7%
B/E move
4.9%
Puts
Pseudo strike
27.66
IV
103.0%
B/E move
5.6%

65Δ

Calls
Pseudo strike
24.56
IV
78.7%
B/E move
4.1%
Puts
Pseudo strike
28.34
IV
101.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
24.05
IV
77.6%
B/E move
3.4%
Puts
Pseudo strike
29.01
IV
99.0%
B/E move
3.5%

75Δ

Calls
Pseudo strike
23.53
IV
76.4%
B/E move
2.7%
Puts
Pseudo strike
29.68
IV
97.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
23.01
IV
75.3%
B/E move
2.0%
Puts
Pseudo strike
30.80
IV
96.6%
B/E move
1.7%

Options history

IV · four-Friday blend40.26%
Daily EOD
RBB40.0%41.9%43.8%2026-10-19: 43.50%2026-10-21: 40.26%Oct 19Oct 21
2 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
43.50%
40.26%