IntraAlpha
Create free account Start free

Banner Corporation BANR

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T04:24:39.070Z

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 · 2026-10-21T20:00:01.822688173Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T04:24:35.280484+00:00

Share price$67.39
1D-1.6%
AH$67.30$67.62$67.94$68.26$68.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBANR
Sold putSold callAH

Banner Corporation options

Live interpolated BANR call and put midpoint premiums by absolute delta.Banner Corporation$0.82$2.90$4.98$7.06$9.15$58.79$63.48$68.17$72.87$77.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BANR spot · $67.39BANR PRICE$2.45$1.93$1.21$1.69$2.17$2.66$3.14$3.62$4.10$5.36$6.95$8.55$2.36$1.42$1.04$1.44$1.84$2.23$2.63$3.03$3.43$3.87$4.50$5.14$5.78
PutsExpensive1.43×
CallsExpensive1.84×
SkewBullish-8.18 pp
Implied moveBalanced±$5.29
TiltBullish6.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.5497.6%21.1%
25Δ84.8597.6%29.5%61.5251.9%10.8%
30Δ76.2561.9%16.0%65.2925.7%4.7%
35Δ69.7926.6%5.4%65.9826.4%4.2%
40Δ69.0328.3%4.9%66.6727.1%3.8%
45Δ68.2730.0%4.5%67.3627.9%3.4%
50Δ67.5131.6%4.1%68.0528.6%2.9%
55Δ66.7533.3%3.7%68.7529.3%2.5%
60Δ65.9935.0%3.3%69.4430.1%2.0%
65Δ65.2336.7%2.9%70.1630.4%1.6%
70Δ63.7741.2%2.6%71.0129.3%1.3%
75Δ62.0047.1%2.3%71.8528.1%1.0%
80Δ60.2352.9%2.1%72.7026.9%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.54
IV
97.6%
B/E move
21.1%

25Δ

Calls
Pseudo strike
84.85
IV
97.6%
B/E move
29.5%
Puts
Pseudo strike
61.52
IV
51.9%
B/E move
10.8%

30Δ

Calls
Pseudo strike
76.25
IV
61.9%
B/E move
16.0%
Puts
Pseudo strike
65.29
IV
25.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
69.79
IV
26.6%
B/E move
5.4%
Puts
Pseudo strike
65.98
IV
26.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
69.03
IV
28.3%
B/E move
4.9%
Puts
Pseudo strike
66.67
IV
27.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
68.27
IV
30.0%
B/E move
4.5%
Puts
Pseudo strike
67.36
IV
27.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
67.51
IV
31.6%
B/E move
4.1%
Puts
Pseudo strike
68.05
IV
28.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
66.75
IV
33.3%
B/E move
3.7%
Puts
Pseudo strike
68.75
IV
29.3%
B/E move
2.5%

60Δ

Calls
Pseudo strike
65.99
IV
35.0%
B/E move
3.3%
Puts
Pseudo strike
69.44
IV
30.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
65.23
IV
36.7%
B/E move
2.9%
Puts
Pseudo strike
70.16
IV
30.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
63.77
IV
41.2%
B/E move
2.6%
Puts
Pseudo strike
71.01
IV
29.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
62.00
IV
47.1%
B/E move
2.3%
Puts
Pseudo strike
71.85
IV
28.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
60.23
IV
52.9%
B/E move
2.1%
Puts
Pseudo strike
72.70
IV
26.9%
B/E move
0.7%

Options history

No recorded observations