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Bank of Marin Bancorp Common Stock BMRC

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Market datapartial · fetched 2026-10-23T03:49:54.069Z

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 · 2026-10-22T20:00:00.700663734Z

FundamentalsAlpha Vantage · unavailable

Share price$27.34
1D+2.2%
AH$26.68$26.90$27.12$27.33$27.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBMRC
Sold putSold callAH

Bank of Marin Bancorp Common Stock options

Live interpolated BMRC call and put midpoint premiums by absolute delta.Bank of Marin Bancorp Common Stock$0.57$1.75$2.92$4.10$5.27$21.88$25.43$28.97$32.52$36.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BMRC spot · $27.34BMRC PRICE$0.70$1.05$1.40$1.75$2.10$2.45$2.80$3.16$3.51$3.87$4.22$4.58$4.93$0.75$0.88$1.03$1.20$1.37$1.54$1.71$1.88$2.05$2.22$2.39$2.56$2.73
PutsExpensive1.65×
CallsExpensive3.19×
SkewBullish-42.60 pp
Implied moveBullish±$4.51
TiltBullish24.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7387.1%29.6%23.1880.1%18.0%
25Δ33.7992.2%27.4%24.3870.8%14.1%
30Δ32.8497.2%25.2%25.2264.5%11.5%
35Δ31.89102.3%23.1%25.6861.5%10.5%
40Δ30.95107.4%20.9%26.1458.5%9.4%
45Δ30.00112.4%18.7%26.5955.4%8.4%
50Δ29.08107.5%16.6%27.0552.4%7.3%
55Δ28.17102.6%14.6%27.5149.4%6.3%
60Δ27.2597.7%12.5%27.9746.3%5.2%
65Δ26.3392.7%10.5%28.4243.3%4.1%
70Δ25.4187.8%8.4%28.8840.2%3.1%
75Δ24.5082.9%6.3%29.3437.2%2.0%
80Δ23.5878.0%4.3%29.8034.2%1.0%

20Δ

Calls
Pseudo strike
34.73
IV
87.1%
B/E move
29.6%
Puts
Pseudo strike
23.18
IV
80.1%
B/E move
18.0%

25Δ

Calls
Pseudo strike
33.79
IV
92.2%
B/E move
27.4%
Puts
Pseudo strike
24.38
IV
70.8%
B/E move
14.1%

30Δ

Calls
Pseudo strike
32.84
IV
97.2%
B/E move
25.2%
Puts
Pseudo strike
25.22
IV
64.5%
B/E move
11.5%

35Δ

Calls
Pseudo strike
31.89
IV
102.3%
B/E move
23.1%
Puts
Pseudo strike
25.68
IV
61.5%
B/E move
10.5%

40Δ

Calls
Pseudo strike
30.95
IV
107.4%
B/E move
20.9%
Puts
Pseudo strike
26.14
IV
58.5%
B/E move
9.4%

45Δ

Calls
Pseudo strike
30.00
IV
112.4%
B/E move
18.7%
Puts
Pseudo strike
26.59
IV
55.4%
B/E move
8.4%

50Δ

Calls
Pseudo strike
29.08
IV
107.5%
B/E move
16.6%
Puts
Pseudo strike
27.05
IV
52.4%
B/E move
7.3%

55Δ

Calls
Pseudo strike
28.17
IV
102.6%
B/E move
14.6%
Puts
Pseudo strike
27.51
IV
49.4%
B/E move
6.3%

60Δ

Calls
Pseudo strike
27.25
IV
97.7%
B/E move
12.5%
Puts
Pseudo strike
27.97
IV
46.3%
B/E move
5.2%

65Δ

Calls
Pseudo strike
26.33
IV
92.7%
B/E move
10.5%
Puts
Pseudo strike
28.42
IV
43.3%
B/E move
4.1%

70Δ

Calls
Pseudo strike
25.41
IV
87.8%
B/E move
8.4%
Puts
Pseudo strike
28.88
IV
40.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
24.50
IV
82.9%
B/E move
6.3%
Puts
Pseudo strike
29.34
IV
37.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
23.58
IV
78.0%
B/E move
4.3%
Puts
Pseudo strike
29.80
IV
34.2%
B/E move
1.0%

Options history

BMRC52.2452.2952.342026-10-21: 52.29%Oct 21Oct 21
Table
DateIV
52.29%