IntraAlpha
Create free account Start free

Banc of California, Inc. BANC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:42:15.816Z

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 · 2026-11-12T00:00:00.003292495Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:42:15.120150+00:00

Share price$17.94
1D+0.4%
AH$17.84$17.89$17.94$17.98$18.035:30 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.$0.33$0.72$1.10$1.48$1.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBANC PRICE$0.40$0.43$0.46$0.50$0.53$0.56$0.59$0.62$0.65$0.68$0.92$1.34$1.75$0.38$0.38$0.38$0.38
Puts——
CallsExpensive2.18×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.38173.4%38.1%14.31159.5%22.3%
25Δ23.65159.2%34.3%15.31126.1%16.8%
30Δ22.93145.1%30.4%16.3192.7%11.2%
35Δ22.20130.9%26.5%17.3059.2%5.6%
40Δ21.48116.7%22.6%
45Δ20.75102.6%18.8%
50Δ20.0288.4%14.9%
55Δ19.3074.2%11.0%
60Δ18.5760.1%7.2%
65Δ17.8545.9%3.3%
70Δ17.2642.3%1.3%
75Δ16.8148.3%1.1%
80Δ16.3654.4%0.9%

20Δ

Calls
Pseudo strike
24.38
IV
173.4%
B/E move
38.1%
Puts
Pseudo strike
14.31
IV
159.5%
B/E move
22.3%

25Δ

Calls
Pseudo strike
23.65
IV
159.2%
B/E move
34.3%
Puts
Pseudo strike
15.31
IV
126.1%
B/E move
16.8%

30Δ

Calls
Pseudo strike
22.93
IV
145.1%
B/E move
30.4%
Puts
Pseudo strike
16.31
IV
92.7%
B/E move
11.2%

35Δ

Calls
Pseudo strike
22.20
IV
130.9%
B/E move
26.5%
Puts
Pseudo strike
17.30
IV
59.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
21.48
IV
116.7%
B/E move
22.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
20.75
IV
102.6%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
20.02
IV
88.4%
B/E move
14.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
19.30
IV
74.2%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.57
IV
60.1%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
17.85
IV
45.9%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.26
IV
42.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.81
IV
48.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.36
IV
54.4%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.93%
Daily EOD
BANC34.5%38.5%42.5%2026-10-19: 36.78%2026-10-20: 37.30%2026-10-21: 35.08%2026-10-22: 40.62%2026-10-23: 38.38%2026-10-26: 41.93%Oct 19Oct 21Oct 26
6 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
36.78%
37.30%
35.08%
40.62%
38.38%
41.93%