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BayCom Corp Common Stock BCML

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Market datapartial · fetched 2026-10-22T12:29:14.995Z

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 · 2026-10-21T20:00:00.544397492Z

FundamentalsAlpha Vantage · unavailable

Share price$31.13
1D-0.6%
AH$31.01$31.14$31.27$31.40$31.535:30 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$0.16$2.34$4.51$6.69$8.86$26.03$28.37$30.72$33.06$35.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCML spot · $31.13BCML PRICE$0.40$0.53$0.66$0.78$0.91$1.04$1.17$1.30$1.43$1.55$1.68$3.34$5.23$0.45$0.50$0.54$0.96$1.41$1.87$2.33$2.79$3.25$3.71$4.17$5.31$8.24
PutsExpensive1.68×
CallsExpensive1.18×
SkewBearish+9.40 pp
Implied moveBearish±$3.50
TiltBearish27.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.9142.5%13.4%27.2652.7%13.9%
25Δ34.4241.1%12.3%28.5542.3%9.9%
30Δ33.9439.7%11.1%29.8531.8%5.9%
35Δ33.4638.3%10.0%30.5133.3%5.1%
40Δ32.9736.9%8.8%31.0936.4%4.7%
45Δ32.4935.5%7.7%31.6839.4%4.3%
50Δ32.0034.0%6.6%32.2642.5%3.9%
55Δ31.5232.6%5.4%32.8445.5%3.5%
60Δ31.0331.2%4.3%33.4248.6%3.1%
65Δ30.5529.8%3.1%34.0051.6%2.7%
70Δ30.0628.4%2.0%34.5854.7%2.3%
75Δ28.3544.0%1.8%35.8361.5%2.0%
80Δ26.4562.3%1.8%38.8178.2%1.8%

20Δ

Calls
Pseudo strike
34.91
IV
42.5%
B/E move
13.4%
Puts
Pseudo strike
27.26
IV
52.7%
B/E move
13.9%

25Δ

Calls
Pseudo strike
34.42
IV
41.1%
B/E move
12.3%
Puts
Pseudo strike
28.55
IV
42.3%
B/E move
9.9%

30Δ

Calls
Pseudo strike
33.94
IV
39.7%
B/E move
11.1%
Puts
Pseudo strike
29.85
IV
31.8%
B/E move
5.9%

35Δ

Calls
Pseudo strike
33.46
IV
38.3%
B/E move
10.0%
Puts
Pseudo strike
30.51
IV
33.3%
B/E move
5.1%

40Δ

Calls
Pseudo strike
32.97
IV
36.9%
B/E move
8.8%
Puts
Pseudo strike
31.09
IV
36.4%
B/E move
4.7%

45Δ

Calls
Pseudo strike
32.49
IV
35.5%
B/E move
7.7%
Puts
Pseudo strike
31.68
IV
39.4%
B/E move
4.3%

50Δ

Calls
Pseudo strike
32.00
IV
34.0%
B/E move
6.6%
Puts
Pseudo strike
32.26
IV
42.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
31.52
IV
32.6%
B/E move
5.4%
Puts
Pseudo strike
32.84
IV
45.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
31.03
IV
31.2%
B/E move
4.3%
Puts
Pseudo strike
33.42
IV
48.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
30.55
IV
29.8%
B/E move
3.1%
Puts
Pseudo strike
34.00
IV
51.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
30.06
IV
28.4%
B/E move
2.0%
Puts
Pseudo strike
34.58
IV
54.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
28.35
IV
44.0%
B/E move
1.8%
Puts
Pseudo strike
35.83
IV
61.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
26.45
IV
62.3%
B/E move
1.8%
Puts
Pseudo strike
38.81
IV
78.2%
B/E move
1.8%

Options history

No recorded observations