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Banc of California, Inc. BANC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-24T04:23:50.196Z

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 · 2026-10-23T23:00:00.002646854Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:23:50.387019+00:00

Share price$17.92
1D+1.2%
AH$17.54$17.67$17.81$17.94$18.075:30 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.$0.12$1.35$2.58$3.80$5.03$14.70$16.49$18.29$20.08$21.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BANC spot · $17.92BANC PRICE$0.42$0.47$0.51$0.56$0.61$0.66$0.71$0.76$0.81$1.02$2.03$3.05$4.06$0.26$0.32$0.38$0.45$0.64$0.94$1.25$1.55$1.86$2.16$2.47$3.48$4.67
PutsExpensive1.89×
CallsExpensive2.34×
SkewBullish-14.83 pp
Implied moveBearish±$1.96
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.3497.7%38.2%15.9447.0%12.5%
25Δ23.5790.1%34.1%16.3943.8%10.3%
30Δ22.7982.5%30.1%16.8440.5%8.2%
35Δ22.0274.9%26.0%17.2937.2%6.0%
40Δ21.2467.2%22.0%17.7037.8%4.8%
45Δ20.4759.6%17.9%18.0741.6%4.4%
50Δ19.6952.0%13.9%18.4445.5%4.0%
55Δ18.9244.4%9.8%18.8149.4%3.7%
60Δ18.1436.8%5.8%19.1853.2%3.3%
65Δ17.3333.8%2.4%19.5657.1%2.9%
70Δ16.3253.5%2.4%19.9361.0%2.6%
75Δ15.3073.3%2.4%21.0170.5%2.2%
80Δ14.2993.0%2.4%22.2681.4%1.9%

20Δ

Calls
Pseudo strike
24.34
IV
97.7%
B/E move
38.2%
Puts
Pseudo strike
15.94
IV
47.0%
B/E move
12.5%

25Δ

Calls
Pseudo strike
23.57
IV
90.1%
B/E move
34.1%
Puts
Pseudo strike
16.39
IV
43.8%
B/E move
10.3%

30Δ

Calls
Pseudo strike
22.79
IV
82.5%
B/E move
30.1%
Puts
Pseudo strike
16.84
IV
40.5%
B/E move
8.2%

35Δ

Calls
Pseudo strike
22.02
IV
74.9%
B/E move
26.0%
Puts
Pseudo strike
17.29
IV
37.2%
B/E move
6.0%

40Δ

Calls
Pseudo strike
21.24
IV
67.2%
B/E move
22.0%
Puts
Pseudo strike
17.70
IV
37.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
20.47
IV
59.6%
B/E move
17.9%
Puts
Pseudo strike
18.07
IV
41.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
19.69
IV
52.0%
B/E move
13.9%
Puts
Pseudo strike
18.44
IV
45.5%
B/E move
4.0%

55Δ

Calls
Pseudo strike
18.92
IV
44.4%
B/E move
9.8%
Puts
Pseudo strike
18.81
IV
49.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
18.14
IV
36.8%
B/E move
5.8%
Puts
Pseudo strike
19.18
IV
53.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
17.33
IV
33.8%
B/E move
2.4%
Puts
Pseudo strike
19.56
IV
57.1%
B/E move
2.9%

70Δ

Calls
Pseudo strike
16.32
IV
53.5%
B/E move
2.4%
Puts
Pseudo strike
19.93
IV
61.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
15.30
IV
73.3%
B/E move
2.4%
Puts
Pseudo strike
21.01
IV
70.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
14.29
IV
93.0%
B/E move
2.4%
Puts
Pseudo strike
22.26
IV
81.4%
B/E move
1.9%

Options history

BANC34.6337.8541.062026-10-20: 37.30%2026-10-21: 35.08%2026-10-22: 40.62%Oct 20Oct 22
Table
DateIV
37.30%
35.08%
40.62%