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Bank of Marin Bancorp Common Stock BMRC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T15:03:50.840Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T15:00:20.239029451Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:58:49.503873+00:00

Share price$28.80
1D+0.9%
$28.52$28.59$28.67$28.75$28.825:30 AM6:30 AM9:00 AM1:00 PMBMRC
Sold putSold call

Bank of Marin Bancorp Common Stock options

Live interpolated BMRC call and put midpoint premiums by absolute delta.Bank of Marin Bancorp Common Stock$1.01$2.45$3.89$5.34$6.78$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBMRC PRICE$1.16$1.60$2.03$2.46$2.90$3.33$3.76$4.20$4.63$5.06$5.50$5.93$6.36
PutsExpensive2.28×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.1069.8%20.4%
25Δ24.9769.0%18.8%
30Δ25.8568.2%17.3%
35Δ26.7367.4%15.7%
40Δ27.6066.6%14.2%
45Δ28.4865.9%12.7%
50Δ29.3665.1%11.1%
55Δ30.2464.3%9.6%
60Δ31.1163.5%8.0%
65Δ31.9962.7%6.5%
70Δ32.8761.9%5.0%
75Δ33.7561.1%3.4%
80Δ34.6260.3%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.10
IV
69.8%
B/E move
20.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.97
IV
69.0%
B/E move
18.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.85
IV
68.2%
B/E move
17.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.73
IV
67.4%
B/E move
15.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.60
IV
66.6%
B/E move
14.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.48
IV
65.9%
B/E move
12.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.36
IV
65.1%
B/E move
11.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.24
IV
64.3%
B/E move
9.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.11
IV
63.5%
B/E move
8.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.99
IV
62.7%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.87
IV
61.9%
B/E move
5.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.75
IV
61.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.62
IV
60.3%
B/E move
1.9%

Options history

IV · four-Friday blend41.64%
Daily close
BMRC39.3%56.0%72.7%2026-08-28: 57.92%2026-09-01: 70.43%2026-10-16: 50.29%2026-10-19: 52.62%2026-10-21: 52.25%2026-10-29: 41.64%Aug 28Oct 16Oct 29
6 observations2026-08-28 — 2026-10-29
Table
DateIV (%)
57.92%
70.43%
50.29%
52.62%
52.25%
41.64%