IntraAlpha
Create free account Start free

S&T Bancorp, Inc. Common Stock STBA

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T07:39:33.936Z

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 · 2026-11-04T00:25:01.092688438Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T07:39:32.521353+00:00

Share price$51.30
1D-0.6%
AH$51.08$51.34$51.60$51.85$52.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTBA
Sold putSold callAH

S&T Bancorp, Inc. Common Stock options

Live interpolated STBA call and put midpoint premiums by absolute delta.S&T Bancorp, Inc. Common Stock$2.43$3.06$3.68$4.31$4.93$41.51$45.23$48.95$52.66$56.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive STBA spot · $51.30STBA PRICE$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.50$2.58$3.31$4.03$4.75$2.50$2.50$2.50$2.50$2.50$2.63$2.76$2.88$3.01$3.14$3.27$3.39$3.52
PutsExpensive3.88×
Calls——
Skew——
Implied moveBearish±$5.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.36171.5%26.2%
25Δ72.52184.7%46.2%44.05134.2%19.0%
30Δ63.06140.4%27.8%46.36110.6%14.5%
35Δ58.26111.8%18.4%48.1991.8%10.9%
40Δ54.9689.4%12.0%50.0173.3%7.4%
45Δ53.9579.3%10.0%50.5268.5%6.7%
50Δ52.9369.1%8.1%51.0363.6%5.9%
55Δ51.9158.9%6.1%51.5458.8%5.2%
60Δ50.9048.7%4.1%52.0453.9%4.4%
65Δ49.9039.9%2.3%52.5549.1%3.7%
70Δ49.0040.9%2.0%53.0644.3%2.9%
75Δ48.1142.0%1.6%53.5739.4%2.2%
80Δ47.2243.1%1.3%54.0834.6%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.36
IV
171.5%
B/E move
26.2%

25Δ

Calls
Pseudo strike
72.52
IV
184.7%
B/E move
46.2%
Puts
Pseudo strike
44.05
IV
134.2%
B/E move
19.0%

30Δ

Calls
Pseudo strike
63.06
IV
140.4%
B/E move
27.8%
Puts
Pseudo strike
46.36
IV
110.6%
B/E move
14.5%

35Δ

Calls
Pseudo strike
58.26
IV
111.8%
B/E move
18.4%
Puts
Pseudo strike
48.19
IV
91.8%
B/E move
10.9%

40Δ

Calls
Pseudo strike
54.96
IV
89.4%
B/E move
12.0%
Puts
Pseudo strike
50.01
IV
73.3%
B/E move
7.4%

45Δ

Calls
Pseudo strike
53.95
IV
79.3%
B/E move
10.0%
Puts
Pseudo strike
50.52
IV
68.5%
B/E move
6.7%

50Δ

Calls
Pseudo strike
52.93
IV
69.1%
B/E move
8.1%
Puts
Pseudo strike
51.03
IV
63.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
51.91
IV
58.9%
B/E move
6.1%
Puts
Pseudo strike
51.54
IV
58.8%
B/E move
5.2%

60Δ

Calls
Pseudo strike
50.90
IV
48.7%
B/E move
4.1%
Puts
Pseudo strike
52.04
IV
53.9%
B/E move
4.4%

65Δ

Calls
Pseudo strike
49.90
IV
39.9%
B/E move
2.3%
Puts
Pseudo strike
52.55
IV
49.1%
B/E move
3.7%

70Δ

Calls
Pseudo strike
49.00
IV
40.9%
B/E move
2.0%
Puts
Pseudo strike
53.06
IV
44.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
48.11
IV
42.0%
B/E move
1.6%
Puts
Pseudo strike
53.57
IV
39.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
47.22
IV
43.1%
B/E move
1.3%
Puts
Pseudo strike
54.08
IV
34.6%
B/E move
1.4%

Options history

IV · four-Friday blend37.74%
Daily EOD
STBA32.8%35.5%38.3%2026-10-19: 34.84%2026-10-20: 33.20%2026-10-21: 33.90%2026-10-22: 36.23%2026-10-23: 34.94%2026-10-26: 37.49%2026-10-28: 37.19%2026-10-29: 37.89%2026-10-30: 37.74%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.84%
33.20%
33.90%
36.23%
34.94%
37.49%
37.19%
37.89%
37.74%