Share price$31.40
1D+0.2%
Sold putSold callAH
BayCom Corp Common Stock BCML
i
Market datapartial · fetched 2026-10-22T21:15:10.000Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:24:28.404275297Z
FundamentalsAlpha Vantage · unavailable
BayCom Corp Common Stock options
PutsExpensive1.80×
CallsExpensive1.31×
SkewBearish+9.61 pp
Implied moveBearish±$6.35
TiltBearish42.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.60 | 36.3% | 11.5% | 26.27 | 70.4% | 18.2% |
| 25Δ | 34.11 | 37.2% | 10.7% | 28.09 | 54.3% | 12.5% |
| 30Δ | 33.62 | 38.2% | 9.8% | 29.92 | 38.2% | 6.8% |
| 35Δ | 33.13 | 39.2% | 8.9% | 31.12 | 40.2% | 6.1% |
| 40Δ | 32.65 | 40.2% | 8.0% | 32.28 | 43.1% | 5.6% |
| 45Δ | 32.16 | 41.2% | 7.1% | 33.45 | 45.9% | 5.1% |
| 50Δ | 31.67 | 42.1% | 6.3% | 34.61 | 48.8% | 4.6% |
| 55Δ | 31.18 | 43.1% | 5.4% | 35.78 | 51.6% | 4.1% |
| 60Δ | 30.70 | 44.1% | 4.5% | 36.94 | 54.4% | 3.5% |
| 65Δ | 30.21 | 45.1% | 3.6% | 38.11 | 57.3% | 3.0% |
| 70Δ | 29.37 | 48.5% | 3.0% | 39.27 | 60.1% | 2.5% |
| 75Δ | 28.27 | 53.8% | 2.6% | 40.44 | 63.0% | 2.0% |
| 80Δ | 27.17 | 59.2% | 2.1% | 41.61 | 65.8% | 1.5% |
20Δ
- Pseudo strike
- 34.60
- IV
- 36.3%
- B/E move
- 11.5%
- Pseudo strike
- 26.27
- IV
- 70.4%
- B/E move
- 18.2%
25Δ
- Pseudo strike
- 34.11
- IV
- 37.2%
- B/E move
- 10.7%
- Pseudo strike
- 28.09
- IV
- 54.3%
- B/E move
- 12.5%
30Δ
- Pseudo strike
- 33.62
- IV
- 38.2%
- B/E move
- 9.8%
- Pseudo strike
- 29.92
- IV
- 38.2%
- B/E move
- 6.8%
35Δ
- Pseudo strike
- 33.13
- IV
- 39.2%
- B/E move
- 8.9%
- Pseudo strike
- 31.12
- IV
- 40.2%
- B/E move
- 6.1%
40Δ
- Pseudo strike
- 32.65
- IV
- 40.2%
- B/E move
- 8.0%
- Pseudo strike
- 32.28
- IV
- 43.1%
- B/E move
- 5.6%
45Δ
- Pseudo strike
- 32.16
- IV
- 41.2%
- B/E move
- 7.1%
- Pseudo strike
- 33.45
- IV
- 45.9%
- B/E move
- 5.1%
50Δ
- Pseudo strike
- 31.67
- IV
- 42.1%
- B/E move
- 6.3%
- Pseudo strike
- 34.61
- IV
- 48.8%
- B/E move
- 4.6%
55Δ
- Pseudo strike
- 31.18
- IV
- 43.1%
- B/E move
- 5.4%
- Pseudo strike
- 35.78
- IV
- 51.6%
- B/E move
- 4.1%
60Δ
- Pseudo strike
- 30.70
- IV
- 44.1%
- B/E move
- 4.5%
- Pseudo strike
- 36.94
- IV
- 54.4%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 30.21
- IV
- 45.1%
- B/E move
- 3.6%
- Pseudo strike
- 38.11
- IV
- 57.3%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- 29.37
- IV
- 48.5%
- B/E move
- 3.0%
- Pseudo strike
- 39.27
- IV
- 60.1%
- B/E move
- 2.5%
75Δ
- Pseudo strike
- 28.27
- IV
- 53.8%
- B/E move
- 2.6%
- Pseudo strike
- 40.44
- IV
- 63.0%
- B/E move
- 2.0%
80Δ
- Pseudo strike
- 27.17
- IV
- 59.2%
- B/E move
- 2.1%
- Pseudo strike
- 41.61
- IV
- 65.8%
- B/E move
- 1.5%
Options history
Table
| Date | IV |
|---|---|
| 35.64% |