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BayCom Corp Common Stock BCML

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T13:54:25.362Z

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 · 2026-11-10T21:00:00.1074763Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:48:59.435859+00:00

Share price$31.29
1D+0.3%
AH$30.97$31.12$31.27$31.43$31.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCML
Sold putSold callAH

BayCom Corp Common Stock options

Live interpolated BCML call and put midpoint premiums by absolute delta.BayCom Corp Common Stock$0.09$3.00$5.91$8.81$11.72$26.18$28.77$31.36$33.95$36.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCML spot · $31.29BCML PRICE$0.41$0.60$0.80$1.00$1.19$1.39$1.59$1.78$1.98$2.18$3.36$4.84$6.32$0.41$0.44$0.85$1.86$2.86$3.86$4.86$5.87$6.87$7.87$8.88$9.88$10.88
PutsExpensive2.65×
CallsExpensive2.10×
SkewBullish-2.77 pp
Implied moveBearish±$6.45
TiltBearish40.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9274.8%12.9%27.6286.4%13.0%
25Δ34.3875.0%11.8%29.1163.5%8.4%
30Δ33.8575.2%10.7%30.4552.4%5.4%
35Δ33.3275.5%9.7%31.5858.6%5.0%
40Δ32.7975.7%8.6%32.7164.8%4.6%
45Δ32.2675.9%7.5%33.8371.1%4.2%
50Δ31.7276.1%6.5%34.9677.3%3.8%
55Δ31.1976.3%5.4%36.0983.5%3.4%
60Δ30.6676.5%4.3%37.2189.8%3.0%
65Δ30.1376.8%3.2%38.3496.0%2.6%
70Δ28.8093.6%2.8%39.47102.2%2.2%
75Δ27.23115.6%2.5%40.59108.4%1.8%
80Δ25.66137.6%2.2%41.72114.7%1.4%

20Δ

Calls
Pseudo strike
34.92
IV
74.8%
B/E move
12.9%
Puts
Pseudo strike
27.62
IV
86.4%
B/E move
13.0%

25Δ

Calls
Pseudo strike
34.38
IV
75.0%
B/E move
11.8%
Puts
Pseudo strike
29.11
IV
63.5%
B/E move
8.4%

30Δ

Calls
Pseudo strike
33.85
IV
75.2%
B/E move
10.7%
Puts
Pseudo strike
30.45
IV
52.4%
B/E move
5.4%

35Δ

Calls
Pseudo strike
33.32
IV
75.5%
B/E move
9.7%
Puts
Pseudo strike
31.58
IV
58.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
32.79
IV
75.7%
B/E move
8.6%
Puts
Pseudo strike
32.71
IV
64.8%
B/E move
4.6%

45Δ

Calls
Pseudo strike
32.26
IV
75.9%
B/E move
7.5%
Puts
Pseudo strike
33.83
IV
71.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
31.72
IV
76.1%
B/E move
6.5%
Puts
Pseudo strike
34.96
IV
77.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
31.19
IV
76.3%
B/E move
5.4%
Puts
Pseudo strike
36.09
IV
83.5%
B/E move
3.4%

60Δ

Calls
Pseudo strike
30.66
IV
76.5%
B/E move
4.3%
Puts
Pseudo strike
37.21
IV
89.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
30.13
IV
76.8%
B/E move
3.2%
Puts
Pseudo strike
38.34
IV
96.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
28.80
IV
93.6%
B/E move
2.8%
Puts
Pseudo strike
39.47
IV
102.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
27.23
IV
115.6%
B/E move
2.5%
Puts
Pseudo strike
40.59
IV
108.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
25.66
IV
137.6%
B/E move
2.2%
Puts
Pseudo strike
41.72
IV
114.7%
B/E move
1.4%

Options history

IV · four-Friday blend43.58%
Daily close
BCML30.5%51.4%72.3%2026-08-21: 39.42%2026-08-24: 40.38%2026-08-25: 38.06%2026-08-26: 36.28%2026-08-27: 33.95%2026-08-28: 36.37%2026-08-31: 37.98%2026-09-01: 40.45%2026-09-02: 43.36%2026-09-03: 42.98%2026-09-04: 43.29%2026-09-08: 42.34%2026-09-09: 41.10%2026-09-10: 41.17%2026-09-15: 47.86%2026-09-21: 41.33%2026-09-23: 33.36%2026-09-24: 34.70%2026-09-28: 44.88%2026-10-09: 57.47%2026-10-14: 69.37%2026-10-23: 43.58%Aug 21Sep 4Oct 23
22 observations2026-08-21 — 2026-10-23
Table
DateIV (%)
39.42%
40.38%
38.06%
36.28%
33.95%
36.37%
37.98%
40.45%
43.36%
42.98%
43.29%
42.34%
41.10%
41.17%
47.86%
41.33%
33.36%
34.70%
44.88%
57.47%
69.37%
43.58%