IntraAlpha
Create free account Start free

Central Bancompany, Inc. Class A Common Stock CBC

i

Market datapartial · fetched 2026-11-11T03:48:48.941Z

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 · 2026-11-10T21:00:05.488764833Z

FundamentalsAlpha Vantage · unavailable

Share price$38.57
1D+0.2%
AH$38.15$38.27$38.39$38.52$38.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBC
Sold putSold callAH

Central Bancompany, Inc. Class A Common Stock options

Live interpolated CBC call and put midpoint premiums by absolute delta.Central Bancompany, Inc. Class A Common Stock$1.53$1.95$2.37$2.78$3.20$35.41$36.72$38.04$39.35$40.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CBC spot · $38.57CBC PRICE$1.58$1.79$2.01$2.22$2.43$2.65$2.86$3.08$1.70$1.70$1.71$1.74$1.77$1.80$1.84$1.87$1.90$1.93
Puts——
Calls——
Skew——
Implied moveBalanced±$3.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.60208.6%25.1%
25Δ33.11165.8%18.6%
30Δ35.16130.6%13.3%
35Δ35.80119.0%11.7%
40Δ36.45107.4%10.1%
45Δ39.7278.6%7.1%37.0995.8%8.5%
50Δ39.2374.6%6.4%37.7384.2%6.9%
55Δ38.7570.6%5.7%38.3872.6%5.3%
60Δ38.2766.5%5.0%39.0261.0%3.8%
65Δ37.7962.5%4.3%39.6649.4%2.2%
70Δ37.3058.5%3.6%
75Δ36.8254.4%2.9%
80Δ36.3450.4%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.60
IV
208.6%
B/E move
25.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.11
IV
165.8%
B/E move
18.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.16
IV
130.6%
B/E move
13.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.80
IV
119.0%
B/E move
11.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.45
IV
107.4%
B/E move
10.1%

45Δ

Calls
Pseudo strike
39.72
IV
78.6%
B/E move
7.1%
Puts
Pseudo strike
37.09
IV
95.8%
B/E move
8.5%

50Δ

Calls
Pseudo strike
39.23
IV
74.6%
B/E move
6.4%
Puts
Pseudo strike
37.73
IV
84.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
38.75
IV
70.6%
B/E move
5.7%
Puts
Pseudo strike
38.38
IV
72.6%
B/E move
5.3%

60Δ

Calls
Pseudo strike
38.27
IV
66.5%
B/E move
5.0%
Puts
Pseudo strike
39.02
IV
61.0%
B/E move
3.8%

65Δ

Calls
Pseudo strike
37.79
IV
62.5%
B/E move
4.3%
Puts
Pseudo strike
39.66
IV
49.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
37.30
IV
58.5%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.82
IV
54.4%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.34
IV
50.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.69%
Daily close
CBC38.3%41.8%45.2%2026-08-25: 42.93%2026-10-16: 38.79%2026-10-19: 44.77%2026-10-21: 43.70%2026-10-26: 41.67%2026-10-27: 38.99%2026-10-28: 41.34%2026-10-29: 40.03%2026-10-30: 41.69%Aug 25Oct 26Oct 30
9 observations2026-08-25 — 2026-10-30
Table
DateIV (%)
42.93%
38.79%
44.77%
43.70%
41.67%
38.99%
41.34%
40.03%
41.69%