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Banc of California, Inc. BANC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T22:09:07.456Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.003212338Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:03:44.621962+00:00

Share price$17.74
1D+2.6%
AH$17.21$17.36$17.50$17.65$17.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBANC
Sold putSold callAH

Banc of California, Inc. options

Live interpolated BANC call and put midpoint premiums by absolute delta.Banc of California, Inc.$0.00$2.77$5.55$8.32$11.09$14.24$16.16$18.09$20.01$21.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BANC spot · $17.74BANC PRICE$0.42$0.48$0.53$0.59$0.64$0.70$0.75$0.81$1.07$1.89$2.71$3.53$4.34$0.26$0.34$0.41$0.48$0.55$0.84$1.21$1.59$1.96$2.33$2.71$6.28$10.29
PutsExpensive2.02×
CallsExpensive2.43×
SkewBullish-13.83 pp
Implied moveBearish±$1.97
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2497.2%39.0%15.8643.2%12.1%
25Δ23.3789.2%34.4%16.2441.5%10.3%
30Δ22.4981.1%29.8%16.6239.9%8.6%
35Δ21.6273.1%25.2%17.0138.2%6.9%
40Δ20.7565.0%20.6%17.3936.5%5.1%
45Δ19.8857.0%16.0%17.8039.6%4.4%
50Δ19.0149.0%11.4%18.2344.6%4.1%
55Δ18.1440.9%6.8%18.6649.7%3.7%
60Δ17.2739.1%3.4%19.0954.7%3.4%
65Δ16.4354.0%3.3%19.5259.8%3.1%
70Δ15.5969.0%3.1%19.9564.8%2.8%
75Δ14.7484.0%3.0%23.5989.2%2.4%
80Δ13.9099.0%2.8%27.67116.2%2.0%

20Δ

Calls
Pseudo strike
24.24
IV
97.2%
B/E move
39.0%
Puts
Pseudo strike
15.86
IV
43.2%
B/E move
12.1%

25Δ

Calls
Pseudo strike
23.37
IV
89.2%
B/E move
34.4%
Puts
Pseudo strike
16.24
IV
41.5%
B/E move
10.3%

30Δ

Calls
Pseudo strike
22.49
IV
81.1%
B/E move
29.8%
Puts
Pseudo strike
16.62
IV
39.9%
B/E move
8.6%

35Δ

Calls
Pseudo strike
21.62
IV
73.1%
B/E move
25.2%
Puts
Pseudo strike
17.01
IV
38.2%
B/E move
6.9%

40Δ

Calls
Pseudo strike
20.75
IV
65.0%
B/E move
20.6%
Puts
Pseudo strike
17.39
IV
36.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
19.88
IV
57.0%
B/E move
16.0%
Puts
Pseudo strike
17.80
IV
39.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
19.01
IV
49.0%
B/E move
11.4%
Puts
Pseudo strike
18.23
IV
44.6%
B/E move
4.1%

55Δ

Calls
Pseudo strike
18.14
IV
40.9%
B/E move
6.8%
Puts
Pseudo strike
18.66
IV
49.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
17.27
IV
39.1%
B/E move
3.4%
Puts
Pseudo strike
19.09
IV
54.7%
B/E move
3.4%

65Δ

Calls
Pseudo strike
16.43
IV
54.0%
B/E move
3.3%
Puts
Pseudo strike
19.52
IV
59.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
15.59
IV
69.0%
B/E move
3.1%
Puts
Pseudo strike
19.95
IV
64.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
14.74
IV
84.0%
B/E move
3.0%
Puts
Pseudo strike
23.59
IV
89.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
13.90
IV
99.0%
B/E move
2.8%
Puts
Pseudo strike
27.67
IV
116.2%
B/E move
2.0%

Options history

BANC34.9036.1937.482026-10-20: 37.30%2026-10-21: 35.08%Oct 20Oct 21
Table
DateIV
37.30%
35.08%