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BCB Bancorp, Inc. (NJ) Common Stock BCBP

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Market datapartial · fetched 2026-11-11T14:48:40.235Z

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 · 2026-11-11T14:46:53.637837959Z

FundamentalsAlpha Vantage · unavailable

Share price$9.18
1D-0.4%
$9.17$9.18$9.19$9.21$9.225:30 AM6:30 AM9:00 AM1:00 PMBCBP
Sold putSold call

BCB Bancorp, Inc. (NJ) Common Stock options

Live interpolated BCBP call and put midpoint premiums by absolute delta.BCB Bancorp, Inc. (NJ) Common Stock$0.46$0.81$1.15$1.50$1.84$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEBCBP PRICE$0.50$0.50$0.52$0.56$0.60$0.63$0.67$0.71$0.75$0.79$0.83$0.87$0.90$1.74
PutsExpensive2.84×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.95269.3%29.8%
25Δ13.99285.9%57.9%7.61212.5%22.7%
30Δ7.84198.5%20.7%
35Δ8.07184.5%18.6%
40Δ8.29170.5%16.6%
45Δ8.52156.6%14.5%
50Δ8.75142.6%12.5%
55Δ8.97128.6%10.4%
60Δ9.20114.6%8.4%
65Δ9.43100.6%6.3%
70Δ9.6586.7%4.3%
75Δ9.8872.7%2.2%
80Δ10.8287.1%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.95
IV
269.3%
B/E move
29.8%

25Δ

Calls
Pseudo strike
13.99
IV
285.9%
B/E move
57.9%
Puts
Pseudo strike
7.61
IV
212.5%
B/E move
22.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.84
IV
198.5%
B/E move
20.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.07
IV
184.5%
B/E move
18.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.29
IV
170.5%
B/E move
16.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.52
IV
156.6%
B/E move
14.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.75
IV
142.6%
B/E move
12.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.97
IV
128.6%
B/E move
10.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.20
IV
114.6%
B/E move
8.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.43
IV
100.6%
B/E move
6.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.65
IV
86.7%
B/E move
4.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.88
IV
72.7%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.82
IV
87.1%
B/E move
1.1%

Options history

IV · four-Friday blend—
Daily close

No recorded observations

0 observations