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Stock Yards Bancorp, Inc. Common Stock SYBT

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T06:34:16.316Z

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 · 2026-11-03T21:00:01.578614313Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T06:26:56.745527+00:00

Share price$80.09
1D-0.1%
AH$79.36$79.73$80.10$80.48$80.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYBT
Sold putSold callAH

Stock Yards Bancorp, Inc. Common Stock options

Live interpolated SYBT call and put midpoint premiums by absolute delta.Stock Yards Bancorp, Inc. Common Stock$1.29$2.77$4.24$5.72$7.19$70.09$74.78$79.46$84.15$88.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SYBT spot · $80.09SYBT PRICE$1.61$1.99$2.38$2.50$2.56$2.61$2.86$3.40$3.93$4.46$4.99$5.53$1.45$1.96$2.45$2.47$2.49$2.52$2.82$3.31$3.79$4.28$4.77$5.26$6.77
PutsExpensive1.52×
Calls——
Skew——
Implied moveBearish±$5.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.6667.7%12.3%
25Δ89.4467.4%13.7%73.3668.9%10.9%
30Δ87.4165.4%11.6%75.0469.7%9.4%
35Δ85.3863.4%9.6%76.5060.8%7.6%
40Δ83.8157.1%7.8%77.9651.9%5.8%
45Δ82.3549.7%6.0%79.4243.0%4.0%
50Δ80.8842.4%4.3%80.4939.0%3.0%
55Δ79.6637.8%3.0%81.3138.3%2.6%
60Δ78.8237.4%2.6%82.1337.5%2.2%
65Δ77.9737.1%2.3%82.9536.8%1.8%
70Δ77.1336.7%1.9%83.7736.0%1.4%
75Δ76.2836.3%1.5%84.5935.3%0.9%
80Δ75.4336.0%1.1%86.3338.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.66
IV
67.7%
B/E move
12.3%

25Δ

Calls
Pseudo strike
89.44
IV
67.4%
B/E move
13.7%
Puts
Pseudo strike
73.36
IV
68.9%
B/E move
10.9%

30Δ

Calls
Pseudo strike
87.41
IV
65.4%
B/E move
11.6%
Puts
Pseudo strike
75.04
IV
69.7%
B/E move
9.4%

35Δ

Calls
Pseudo strike
85.38
IV
63.4%
B/E move
9.6%
Puts
Pseudo strike
76.50
IV
60.8%
B/E move
7.6%

40Δ

Calls
Pseudo strike
83.81
IV
57.1%
B/E move
7.8%
Puts
Pseudo strike
77.96
IV
51.9%
B/E move
5.8%

45Δ

Calls
Pseudo strike
82.35
IV
49.7%
B/E move
6.0%
Puts
Pseudo strike
79.42
IV
43.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
80.88
IV
42.4%
B/E move
4.3%
Puts
Pseudo strike
80.49
IV
39.0%
B/E move
3.0%

55Δ

Calls
Pseudo strike
79.66
IV
37.8%
B/E move
3.0%
Puts
Pseudo strike
81.31
IV
38.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
78.82
IV
37.4%
B/E move
2.6%
Puts
Pseudo strike
82.13
IV
37.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
77.97
IV
37.1%
B/E move
2.3%
Puts
Pseudo strike
82.95
IV
36.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
77.13
IV
36.7%
B/E move
1.9%
Puts
Pseudo strike
83.77
IV
36.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
76.28
IV
36.3%
B/E move
1.5%
Puts
Pseudo strike
84.59
IV
35.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
75.43
IV
36.0%
B/E move
1.1%
Puts
Pseudo strike
86.33
IV
38.1%
B/E move
0.7%

Options history

IV · four-Friday blend29.97%
Daily EOD
SYBT27.6%29.4%31.2%2026-10-19: 28.86%2026-10-20: 28.21%2026-10-21: 28.99%2026-10-22: 27.99%2026-10-23: 28.92%2026-10-26: 27.89%2026-10-27: 29.35%2026-10-28: 31.00%2026-10-29: 29.20%2026-10-30: 29.97%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.86%
28.21%
28.99%
27.99%
28.92%
27.89%
29.35%
31.00%
29.20%
29.97%