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Banner Corporation Common Stock BANR

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T15:37:33.293Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:25:24.542638405Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:37:32.550941+00:00

Share price$69.21
1D+0.1%
$69.03$69.25$69.46$69.67$69.895:30 AM6:30 AM9:00 AM1:00 PMBANR
Sold putSold call

Banner Corporation Common Stock options

Live interpolated BANR call and put midpoint premiums by absolute delta.Banner Corporation Common Stock$2.29$3.96$5.63$7.30$8.98$61.54$65.52$69.50$73.49$77.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive BANR spot · $69.21BANR PRICE$2.49$2.54$2.69$3.38$4.07$4.76$5.45$6.58$8.49$2.47$2.48$2.49$2.51$2.52$2.53$2.55
Puts——
Calls——
Skew——
Implied moveBullish±$5.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.88123.2%31.5%
25Δ53.03108.0%27.0%
30Δ56.1992.7%22.4%
35Δ59.3477.5%17.9%
40Δ73.2644.5%9.5%62.4962.2%13.3%
45Δ71.4837.7%6.9%65.6447.0%8.8%
50Δ69.8232.2%4.8%68.8031.7%4.3%
55Δ68.7933.3%4.3%
60Δ67.7534.4%3.8%
65Δ66.7135.6%3.3%
70Δ65.6736.7%2.8%
75Δ64.2439.1%2.3%
80Δ62.0943.8%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.88
IV
123.2%
B/E move
31.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.03
IV
108.0%
B/E move
27.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.19
IV
92.7%
B/E move
22.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.34
IV
77.5%
B/E move
17.9%

40Δ

Calls
Pseudo strike
73.26
IV
44.5%
B/E move
9.5%
Puts
Pseudo strike
62.49
IV
62.2%
B/E move
13.3%

45Δ

Calls
Pseudo strike
71.48
IV
37.7%
B/E move
6.9%
Puts
Pseudo strike
65.64
IV
47.0%
B/E move
8.8%

50Δ

Calls
Pseudo strike
69.82
IV
32.2%
B/E move
4.8%
Puts
Pseudo strike
68.80
IV
31.7%
B/E move
4.3%

55Δ

Calls
Pseudo strike
68.79
IV
33.3%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
67.75
IV
34.4%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
66.71
IV
35.6%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
65.67
IV
36.7%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
64.24
IV
39.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
62.09
IV
43.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.19%
Daily close
BANR24.6%43.1%61.6%2026-08-13: 34.83%2026-08-14: 36.30%2026-08-17: 41.16%2026-08-20: 58.76%2026-08-21: 29.82%2026-08-25: 30.71%2026-08-26: 31.18%2026-08-27: 29.65%2026-08-28: 31.53%2026-08-31: 31.31%2026-09-01: 32.63%2026-09-02: 31.04%2026-09-03: 33.55%2026-09-04: 30.60%2026-09-09: 36.93%2026-09-10: 36.20%2026-09-11: 38.96%2026-09-14: 45.58%2026-09-15: 50.07%2026-09-16: 54.32%2026-09-18: 28.88%2026-09-21: 29.49%2026-09-22: 29.70%2026-09-23: 31.00%2026-09-24: 31.19%2026-09-25: 30.12%2026-09-28: 32.74%2026-09-29: 33.76%2026-10-01: 34.96%2026-10-02: 34.62%2026-10-05: 37.28%2026-10-06: 38.16%2026-10-07: 38.97%2026-10-08: 41.08%2026-10-12: 49.13%2026-10-14: 59.07%2026-10-16: 30.00%2026-10-19: 31.49%2026-10-20: 30.45%2026-10-21: 28.78%2026-10-22: 27.17%2026-10-23: 29.14%2026-10-26: 30.16%2026-10-27: 28.92%2026-10-28: 30.83%2026-10-29: 29.67%2026-10-30: 30.19%Aug 13Sep 23Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.83%
36.30%
41.16%
58.76%
29.82%
30.71%
31.18%
29.65%
31.53%
31.31%
32.63%
31.04%
33.55%
30.60%
36.93%
36.20%
38.96%
45.58%
50.07%
54.32%
28.88%
29.49%
29.70%
31.00%
31.19%
30.12%
32.74%
33.76%
34.96%
34.62%
37.28%
38.16%
38.97%
41.08%
49.13%
59.07%
30.00%
31.49%
30.45%
28.78%
27.17%
29.14%
30.16%
28.92%
30.83%
29.67%
30.19%