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Colony Bankcorp Inc. CBAN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:03:09.487Z

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 · 2026-11-12T00:00:00.00360588Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:03:09.140509+00:00

Share price$20.39
1D-0.1%
AH$20.20$20.28$20.36$20.43$20.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBAN
Sold putSold callAH

Colony Bankcorp Inc. options

Live interpolated CBAN call and put midpoint premiums by absolute delta.Colony Bankcorp Inc.$0.29$1.08$1.87$2.66$3.45$19.00$20.19$21.38$22.57$23.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CBAN spot · $20.39CBAN PRICE$0.38$0.38$0.50$0.62$0.74$0.86$0.98$1.10$1.29$1.78$2.26$2.74$3.22$0.39$0.43$0.46$0.50$0.57$0.88$1.18$1.48$1.79$2.09$2.39
Puts——
CallsExpensive2.68×
Skew——
Implied moveBearish±$2.16
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.37118.9%21.3%17.80109.7%14.6%
25Δ22.5085.0%12.2%18.3896.0%12.0%
30Δ22.1384.0%11.0%18.9582.3%9.3%
35Δ21.7683.1%9.8%19.5268.6%6.7%
40Δ21.4082.2%8.6%20.0658.0%4.4%
45Δ21.0381.3%7.4%20.4463.2%4.1%
50Δ20.6680.4%6.2%20.8168.5%3.7%
55Δ20.3079.4%4.9%21.1873.7%3.4%
60Δ19.8980.6%3.9%21.5678.9%3.0%
65Δ19.3390.6%3.5%21.9384.2%2.7%
70Δ18.77100.6%3.1%22.3089.4%2.3%
75Δ18.21110.6%2.7%
80Δ17.65120.6%2.4%

20Δ

Calls
Pseudo strike
24.37
IV
118.9%
B/E move
21.3%
Puts
Pseudo strike
17.80
IV
109.7%
B/E move
14.6%

25Δ

Calls
Pseudo strike
22.50
IV
85.0%
B/E move
12.2%
Puts
Pseudo strike
18.38
IV
96.0%
B/E move
12.0%

30Δ

Calls
Pseudo strike
22.13
IV
84.0%
B/E move
11.0%
Puts
Pseudo strike
18.95
IV
82.3%
B/E move
9.3%

35Δ

Calls
Pseudo strike
21.76
IV
83.1%
B/E move
9.8%
Puts
Pseudo strike
19.52
IV
68.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
21.40
IV
82.2%
B/E move
8.6%
Puts
Pseudo strike
20.06
IV
58.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
21.03
IV
81.3%
B/E move
7.4%
Puts
Pseudo strike
20.44
IV
63.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
20.66
IV
80.4%
B/E move
6.2%
Puts
Pseudo strike
20.81
IV
68.5%
B/E move
3.7%

55Δ

Calls
Pseudo strike
20.30
IV
79.4%
B/E move
4.9%
Puts
Pseudo strike
21.18
IV
73.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
19.89
IV
80.6%
B/E move
3.9%
Puts
Pseudo strike
21.56
IV
78.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
19.33
IV
90.6%
B/E move
3.5%
Puts
Pseudo strike
21.93
IV
84.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
18.77
IV
100.6%
B/E move
3.1%
Puts
Pseudo strike
22.30
IV
89.4%
B/E move
2.3%

75Δ

Calls
Pseudo strike
18.21
IV
110.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.65
IV
120.6%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend58.07%
Daily close
CBAN28.4%77.0%125.5%2026-08-13: 71.03%2026-08-14: 72.98%2026-08-17: 77.02%2026-08-18: 78.06%2026-08-21: 47.64%2026-08-24: 51.05%2026-08-25: 66.02%2026-08-26: 56.47%2026-08-27: 52.90%2026-08-28: 54.02%2026-09-01: 63.54%2026-09-03: 62.19%2026-09-04: 54.05%2026-09-10: 76.39%2026-09-11: 56.44%2026-09-14: 79.48%2026-09-15: 99.57%2026-09-16: 100.46%2026-09-17: 118.81%2026-09-18: 65.16%2026-09-21: 52.83%2026-09-22: 51.83%2026-09-23: 66.40%2026-09-24: 61.85%2026-09-25: 38.91%2026-09-28: 48.29%2026-09-29: 71.31%2026-09-30: 45.43%2026-10-01: 72.64%2026-10-02: 59.66%2026-10-05: 64.59%2026-10-06: 65.13%2026-10-07: 55.99%2026-10-08: 75.31%2026-10-09: 82.58%2026-10-12: 73.29%2026-10-13: 97.88%2026-10-14: 72.20%2026-10-15: 66.15%2026-10-16: 48.00%2026-10-19: 51.45%2026-10-20: 43.71%2026-10-21: 57.67%2026-10-22: 54.61%2026-10-23: 69.57%2026-10-26: 64.77%2026-10-27: 72.75%2026-10-28: 54.21%2026-10-29: 35.10%2026-10-30: 58.07%Aug 13Sep 25Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
71.03%
72.98%
77.02%
78.06%
47.64%
51.05%
66.02%
56.47%
52.90%
54.02%
63.54%
62.19%
54.05%
76.39%
56.44%
79.48%
99.57%
100.46%
118.81%
65.16%
52.83%
51.83%
66.40%
61.85%
38.91%
48.29%
71.31%
45.43%
72.64%
59.66%
64.59%
65.13%
55.99%
75.31%
82.58%
73.29%
97.88%
72.20%
66.15%
48.00%
51.45%
43.71%
57.67%
54.61%
69.57%
64.77%
72.75%
54.21%
35.10%
58.07%