IntraAlpha
Create free account Start free

BCB Bancorp, Inc. (NJ) Common Stock BCBP

i

Market datapartial · fetched 2026-10-22T05:19:58.606Z

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 · 2026-10-21T20:00:00.097971923Z

FundamentalsAlpha Vantage · unavailable

Share price$8.21
1D-0.7%
AH$8.16$8.19$8.22$8.25$8.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCBP
Sold putSold callAH

BCB Bancorp, Inc. (NJ) Common Stock options

Live interpolated BCBP call and put midpoint premiums by absolute delta.BCB Bancorp, Inc. (NJ) Common Stock$0.39$1.50$2.62$3.73$4.84$4.72$6.53$8.34$10.15$11.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCBP spot · $8.21BCBP PRICE$0.75$0.76$0.78$0.80$0.82$0.84$0.86$0.88$0.90$0.92$1.81$0.61$0.56$0.51$0.63$0.81$0.98$1.15$1.33$1.50$1.68$1.85$2.03$4.52
PutsExpensive4.22×
CallsExpensive4.65×
SkewBullish-11.08 pp
Implied moveBearish±$1.98
TiltBearish28.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.26293.6%43.3%
25Δ6.26203.5%30.6%
30Δ14.45229.1%85.1%7.26113.4%17.8%
35Δ12.21190.0%58.0%7.7291.4%13.7%
40Δ11.63173.2%51.2%8.0090.8%12.4%
45Δ11.05156.4%44.4%8.2990.2%11.0%
50Δ10.47139.7%37.6%8.5789.6%9.6%
55Δ9.90122.9%30.8%8.8689.0%8.3%
60Δ9.32106.1%24.0%9.1488.4%6.9%
65Δ8.7489.3%17.2%9.4387.8%5.6%
70Δ8.1672.6%10.4%9.7287.1%4.2%
75Δ7.5855.8%3.6%10.0186.8%2.9%
80Δ6.6699.1%3.1%12.47139.5%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.26
IV
293.6%
B/E move
43.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.26
IV
203.5%
B/E move
30.6%

30Δ

Calls
Pseudo strike
14.45
IV
229.1%
B/E move
85.1%
Puts
Pseudo strike
7.26
IV
113.4%
B/E move
17.8%

35Δ

Calls
Pseudo strike
12.21
IV
190.0%
B/E move
58.0%
Puts
Pseudo strike
7.72
IV
91.4%
B/E move
13.7%

40Δ

Calls
Pseudo strike
11.63
IV
173.2%
B/E move
51.2%
Puts
Pseudo strike
8.00
IV
90.8%
B/E move
12.4%

45Δ

Calls
Pseudo strike
11.05
IV
156.4%
B/E move
44.4%
Puts
Pseudo strike
8.29
IV
90.2%
B/E move
11.0%

50Δ

Calls
Pseudo strike
10.47
IV
139.7%
B/E move
37.6%
Puts
Pseudo strike
8.57
IV
89.6%
B/E move
9.6%

55Δ

Calls
Pseudo strike
9.90
IV
122.9%
B/E move
30.8%
Puts
Pseudo strike
8.86
IV
89.0%
B/E move
8.3%

60Δ

Calls
Pseudo strike
9.32
IV
106.1%
B/E move
24.0%
Puts
Pseudo strike
9.14
IV
88.4%
B/E move
6.9%

65Δ

Calls
Pseudo strike
8.74
IV
89.3%
B/E move
17.2%
Puts
Pseudo strike
9.43
IV
87.8%
B/E move
5.6%

70Δ

Calls
Pseudo strike
8.16
IV
72.6%
B/E move
10.4%
Puts
Pseudo strike
9.72
IV
87.1%
B/E move
4.2%

75Δ

Calls
Pseudo strike
7.58
IV
55.8%
B/E move
3.6%
Puts
Pseudo strike
10.01
IV
86.8%
B/E move
2.9%

80Δ

Calls
Pseudo strike
6.66
IV
99.1%
B/E move
3.1%
Puts
Pseudo strike
12.47
IV
139.5%
B/E move
3.2%

Options history

No recorded observations