What does the PFBC options chain show right now?

As of Jun 26, 2026, Preferred Bank (PFBC) has 94 contracts outstanding and 0 traded today, with ATM IV of 67.6%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.

What expirations are available for PFBC options?

The nearest expiration is 21 days out, followed by 56 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.

How tight are PFBC options bid/ask spreads?

Average bid/ask spread across the chain is 50.01%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.

Preferred Bank (PFBC) Options Chain

The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.

Preferred Bank (PFBC) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $1.24B, listed on NASDAQ, employing roughly 323 people, carrying a beta of 0.56 to the broader market. Preferred Bank offers a wide array of commercial banking products and services throughout the United States. Led by Li Yu, public since 1999-08-19.

Snapshot as of Jun 26, 2026.

Spot Price: $104.71
Total OI: 94
Total Volume: 0
Front Expiration: 21 days
Second Expiration: 56 days
ATM IV: 67.6%
Avg Bid/Ask Spread: 50.01%

As of Jun 26, 2026, Preferred Bank (PFBC) has 94 open contracts and 0 contracts traded. The nearest expiration is 21 days out, followed by 56 days. ATM implied volatility is 67.6%. Average bid/ask spread across the chain is 50.01%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How PFBC options chain Data Feeds Strategy Selection

Strategy selection on Preferred Bank options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 67.6% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the PFBC chain depth

The listed-expirations table above shows every expiration available for Preferred Bank options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. PFBC front expiration sits at 21 days - the typical hedging horizon for monthly options. The backwardated slope of -0.414 means near-dated IV is pricing acute event risk.

PFBC chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the PFBC chain is 50.01% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the PFBC chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. PFBC's current 19.38% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

Learn how the options chain is reported and how to read the data →

PFBC listed expirations

Per-expiration ATM implied volatility for PFBC options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.

Expiration	DTE	ATM IV
Jul 17, 2026	21	67.6%
Aug 21, 2026	56	26.2%
Sep 18, 2026	84	26.3%
Dec 18, 2026	175	28.1%

Frequently asked PFBC options chain questions

What does the PFBC options chain show right now?: As of Jun 26, 2026, Preferred Bank (PFBC) has 94 contracts outstanding and 0 traded today, with ATM IV of 67.6%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
What expirations are available for PFBC options?: The nearest expiration is 21 days out, followed by 56 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
How tight are PFBC options bid/ask spreads?: Average bid/ask spread across the chain is 50.01%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.