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Colony Bankcorp Inc. CBAN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T21:34:34.934Z

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 · 2026-10-22T20:10:00.002179392Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:26:10.795351+00:00

Share price$20.25
1D+1.3%
AH$19.96$20.05$20.13$20.22$20.315:30 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.$0.14$2.29$4.43$6.58$8.73$14.54$17.15$19.77$22.38$25.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBAN spot · $20.25CBAN PRICE$0.38$0.39$0.64$0.89$1.14$1.39$1.64$1.88$2.09$2.26$2.43$2.59$2.76$0.51$0.85$1.20$1.55$1.90$2.11$2.22$2.33$2.44$2.55$2.66$8.11
PutsExpensive3.14×
CallsExpensive2.46×
SkewBearish+16.97 pp
Implied moveBearish±$3.86
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.3065.8%21.9%17.5570.4%15.8%
25Δ22.4748.3%12.9%18.1076.6%14.8%
30Δ22.0953.4%12.3%18.6582.8%13.8%
35Δ21.7158.6%11.6%19.2089.1%12.8%
40Δ21.3263.7%10.9%19.7595.3%11.8%
45Δ20.9468.8%10.3%20.2494.1%10.5%
50Δ20.5673.9%9.6%20.6686.9%8.9%
55Δ20.1879.1%8.9%21.0979.7%7.4%
60Δ19.7778.6%8.0%21.5172.5%5.8%
65Δ19.3573.3%6.7%21.9465.3%4.3%
70Δ18.9368.0%5.5%22.3658.1%2.7%
75Δ18.5262.7%4.2%27.63119.0%3.6%
80Δ18.1057.4%3.0%

20Δ

Calls
Pseudo strike
24.30
IV
65.8%
B/E move
21.9%
Puts
Pseudo strike
17.55
IV
70.4%
B/E move
15.8%

25Δ

Calls
Pseudo strike
22.47
IV
48.3%
B/E move
12.9%
Puts
Pseudo strike
18.10
IV
76.6%
B/E move
14.8%

30Δ

Calls
Pseudo strike
22.09
IV
53.4%
B/E move
12.3%
Puts
Pseudo strike
18.65
IV
82.8%
B/E move
13.8%

35Δ

Calls
Pseudo strike
21.71
IV
58.6%
B/E move
11.6%
Puts
Pseudo strike
19.20
IV
89.1%
B/E move
12.8%

40Δ

Calls
Pseudo strike
21.32
IV
63.7%
B/E move
10.9%
Puts
Pseudo strike
19.75
IV
95.3%
B/E move
11.8%

45Δ

Calls
Pseudo strike
20.94
IV
68.8%
B/E move
10.3%
Puts
Pseudo strike
20.24
IV
94.1%
B/E move
10.5%

50Δ

Calls
Pseudo strike
20.56
IV
73.9%
B/E move
9.6%
Puts
Pseudo strike
20.66
IV
86.9%
B/E move
8.9%

55Δ

Calls
Pseudo strike
20.18
IV
79.1%
B/E move
8.9%
Puts
Pseudo strike
21.09
IV
79.7%
B/E move
7.4%

60Δ

Calls
Pseudo strike
19.77
IV
78.6%
B/E move
8.0%
Puts
Pseudo strike
21.51
IV
72.5%
B/E move
5.8%

65Δ

Calls
Pseudo strike
19.35
IV
73.3%
B/E move
6.7%
Puts
Pseudo strike
21.94
IV
65.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
18.93
IV
68.0%
B/E move
5.5%
Puts
Pseudo strike
22.36
IV
58.1%
B/E move
2.7%

75Δ

Calls
Pseudo strike
18.52
IV
62.7%
B/E move
4.2%
Puts
Pseudo strike
27.63
IV
119.0%
B/E move
3.6%

80Δ

Calls
Pseudo strike
18.10
IV
57.4%
B/E move
3.0%
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%