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Colony Bankcorp Inc. CBAN

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Market datapartial · fetched 2026-10-22T14:05:45.708Z

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 · 2026-10-22T14:03:44.149395685Z

FundamentalsAlpha Vantage · unavailable

Share price$20.13
1D+0.6%
$19.97$20.01$20.05$20.09$20.145:30 AM6:30 AM9:00 AM1:00 PMCBAN
Sold putSold call

Colony Bankcorp Inc. options

Live interpolated CBAN call and put midpoint premiums by absolute delta.Colony Bankcorp Inc.$0.30$1.00$1.69$2.39$3.09$14.86$17.40$19.95$22.49$25.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBAN spot · $20.13CBAN PRICE$0.38$0.42$0.67$0.93$1.19$1.44$1.70$1.96$2.16$2.34$2.52$2.71$2.89$0.48$0.81$1.15$1.49$1.83$2.09$2.19$2.29$2.39$2.49$2.59$2.69
PutsExpensive2.84×
CallsExpensive2.63×
SkewBearish+6.30 pp
Implied moveBearish±$3.89
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.1966.0%22.1%17.5067.9%15.4%
25Δ22.4350.4%13.6%18.0473.8%14.4%
30Δ22.0556.0%12.9%18.5879.6%13.4%
35Δ21.6661.7%12.2%19.1285.5%12.4%
40Δ21.2767.4%11.6%19.6691.4%11.4%
45Δ20.8873.0%10.9%20.1492.7%10.3%
50Δ20.4978.7%10.3%20.5385.8%8.9%
55Δ20.1084.4%9.6%20.9278.9%7.4%
60Δ19.6682.1%8.4%21.3172.0%6.0%
65Δ19.1976.8%7.0%21.7065.1%4.6%
70Δ18.7271.6%5.6%22.0958.2%3.1%
75Δ18.2566.4%4.2%22.4851.3%1.7%
80Δ17.7961.1%2.7%

20Δ

Calls
Pseudo strike
24.19
IV
66.0%
B/E move
22.1%
Puts
Pseudo strike
17.50
IV
67.9%
B/E move
15.4%

25Δ

Calls
Pseudo strike
22.43
IV
50.4%
B/E move
13.6%
Puts
Pseudo strike
18.04
IV
73.8%
B/E move
14.4%

30Δ

Calls
Pseudo strike
22.05
IV
56.0%
B/E move
12.9%
Puts
Pseudo strike
18.58
IV
79.6%
B/E move
13.4%

35Δ

Calls
Pseudo strike
21.66
IV
61.7%
B/E move
12.2%
Puts
Pseudo strike
19.12
IV
85.5%
B/E move
12.4%

40Δ

Calls
Pseudo strike
21.27
IV
67.4%
B/E move
11.6%
Puts
Pseudo strike
19.66
IV
91.4%
B/E move
11.4%

45Δ

Calls
Pseudo strike
20.88
IV
73.0%
B/E move
10.9%
Puts
Pseudo strike
20.14
IV
92.7%
B/E move
10.3%

50Δ

Calls
Pseudo strike
20.49
IV
78.7%
B/E move
10.3%
Puts
Pseudo strike
20.53
IV
85.8%
B/E move
8.9%

55Δ

Calls
Pseudo strike
20.10
IV
84.4%
B/E move
9.6%
Puts
Pseudo strike
20.92
IV
78.9%
B/E move
7.4%

60Δ

Calls
Pseudo strike
19.66
IV
82.1%
B/E move
8.4%
Puts
Pseudo strike
21.31
IV
72.0%
B/E move
6.0%

65Δ

Calls
Pseudo strike
19.19
IV
76.8%
B/E move
7.0%
Puts
Pseudo strike
21.70
IV
65.1%
B/E move
4.6%

70Δ

Calls
Pseudo strike
18.72
IV
71.6%
B/E move
5.6%
Puts
Pseudo strike
22.09
IV
58.2%
B/E move
3.1%

75Δ

Calls
Pseudo strike
18.25
IV
66.4%
B/E move
4.2%
Puts
Pseudo strike
22.48
IV
51.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
17.79
IV
61.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

CBAN42.6250.7758.932026-10-20: 43.74%2026-10-21: 57.80%Oct 20Oct 21
Table
DateIV
43.74%
57.80%