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ArrowMark Financial Corp. Common Stock BANX

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Market datapartial · fetched 2026-11-13T19:11:50.670Z

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 · 2026-11-13T19:08:30.63841347Z

FundamentalsAlpha Vantage · unavailable

Share price$19.37
1D-0.8%
$19.35$19.39$19.44$19.49$19.535:30 AM6:30 AM9:00 AM1:00 PMBANX
Sold putSold call

ArrowMark Financial Corp. Common Stock options

Live interpolated BANX call and put midpoint premiums by absolute delta.ArrowMark Financial Corp. Common Stock$0.56$2.69$4.81$6.94$9.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBANX PRICE$0.79$1.27$1.75$2.22$2.70$3.18$3.65$4.13$4.61$5.09$5.56$6.04$8.45
PutsExpensive5.20×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.3283.2%9.5%
25Δ18.9093.9%9.0%
30Δ19.49104.6%8.4%
35Δ20.07115.3%7.9%
40Δ20.65126.0%7.3%
45Δ21.24136.7%6.8%
50Δ21.82147.4%6.2%
55Δ22.41158.1%5.7%
60Δ22.99168.8%5.1%
65Δ23.57179.5%4.5%
70Δ24.16190.2%4.0%
75Δ24.74200.9%3.4%
80Δ27.25234.7%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.32
IV
83.2%
B/E move
9.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.90
IV
93.9%
B/E move
9.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.49
IV
104.6%
B/E move
8.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.07
IV
115.3%
B/E move
7.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.65
IV
126.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.24
IV
136.7%
B/E move
6.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.82
IV
147.4%
B/E move
6.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.41
IV
158.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.99
IV
168.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.57
IV
179.5%
B/E move
4.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.16
IV
190.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.74
IV
200.9%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.25
IV
234.7%
B/E move
3.0%

Options history

IV · four-Friday blend60.70%
Daily close
BANX33.9%115.4%196.8%2026-08-17: 110.60%2026-08-18: 96.91%2026-08-19: 110.76%2026-08-20: 110.69%2026-08-21: 65.43%2026-08-24: 65.21%2026-08-25: 67.39%2026-08-26: 64.60%2026-08-27: 71.92%2026-08-28: 67.76%2026-08-31: 73.16%2026-09-01: 81.09%2026-09-02: 79.89%2026-09-03: 79.78%2026-09-04: 87.30%2026-09-08: 56.42%2026-09-09: 89.51%2026-09-10: 99.19%2026-09-11: 100.66%2026-09-14: 86.61%2026-09-15: 125.23%2026-09-16: 138.49%2026-09-17: 185.60%2026-09-18: 71.66%2026-09-21: 73.76%2026-09-23: 69.23%2026-09-24: 65.06%2026-09-25: 53.01%2026-09-28: 45.14%2026-09-29: 58.17%2026-09-30: 71.54%2026-10-01: 57.57%2026-10-02: 58.53%2026-10-05: 78.87%2026-10-06: 86.49%2026-10-07: 51.40%2026-10-09: 59.53%2026-10-13: 82.26%2026-10-14: 97.21%2026-10-15: 115.70%2026-10-16: 57.66%2026-10-19: 56.43%2026-10-20: 48.32%2026-10-22: 51.66%2026-10-23: 58.22%2026-10-28: 52.58%2026-10-29: 60.70%Aug 17Sep 18Oct 29
47 observations2026-08-17 — 2026-10-29
Table
DateIV (%)
110.60%
96.91%
110.76%
110.69%
65.43%
65.21%
67.39%
64.60%
71.92%
67.76%
73.16%
81.09%
79.89%
79.78%
87.30%
56.42%
89.51%
99.19%
100.66%
86.61%
125.23%
138.49%
185.60%
71.66%
73.76%
69.23%
65.06%
53.01%
45.14%
58.17%
71.54%
57.57%
58.53%
78.87%
86.49%
51.40%
59.53%
82.26%
97.21%
115.70%
57.66%
56.43%
48.32%
51.66%
58.22%
52.58%
60.70%