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Capital Bancorp, Inc. Common Stock CBNK

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Market datapartial · fetched 2026-10-22T13:27:11.662Z

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 · 2026-10-21T20:00:00.227274106Z

FundamentalsAlpha Vantage · unavailable

Share price$40.34
1D-0.7%
AH$39.96$40.13$40.31$40.49$40.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBNK
Sold putSold callAH

Capital Bancorp, Inc. Common Stock options

Live interpolated CBNK call and put midpoint premiums by absolute delta.Capital Bancorp, Inc. Common Stock$2.30$3.72$5.14$6.56$7.98$30.35$35.23$40.12$45.01$49.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBNK spot · $40.34CBNK PRICE$2.45$2.45$2.45$2.45$2.45$3.26$4.34$5.42$6.50$7.57$2.45$2.45$2.45$2.45$2.45$2.52$2.81$3.10$3.39$3.68$3.97$4.26$4.55
PutsExpensive2.62×
CallsExpensive1.34×
SkewBearish+3.82 pp
Implied moveBearish±$5.26
TiltBalanced1.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.69155.6%30.0%
25Δ33.89122.5%22.1%
30Δ35.95101.1%16.9%
35Δ48.02108.1%25.1%37.4286.0%13.3%
40Δ44.6587.4%16.8%38.8870.8%9.7%
45Δ43.2275.5%13.2%40.1558.6%6.7%
50Δ41.7863.5%9.7%40.7655.7%5.9%
55Δ40.3551.5%6.1%41.3752.7%5.1%
60Δ39.0150.9%4.8%41.9849.8%4.3%
65Δ37.6954.0%4.2%42.5946.8%3.5%
70Δ36.3857.0%3.6%43.2043.8%2.7%
75Δ35.0660.1%3.0%43.8240.9%2.0%
80Δ33.7563.2%2.4%44.4337.9%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.69
IV
155.6%
B/E move
30.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.89
IV
122.5%
B/E move
22.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.95
IV
101.1%
B/E move
16.9%

35Δ

Calls
Pseudo strike
48.02
IV
108.1%
B/E move
25.1%
Puts
Pseudo strike
37.42
IV
86.0%
B/E move
13.3%

40Δ

Calls
Pseudo strike
44.65
IV
87.4%
B/E move
16.8%
Puts
Pseudo strike
38.88
IV
70.8%
B/E move
9.7%

45Δ

Calls
Pseudo strike
43.22
IV
75.5%
B/E move
13.2%
Puts
Pseudo strike
40.15
IV
58.6%
B/E move
6.7%

50Δ

Calls
Pseudo strike
41.78
IV
63.5%
B/E move
9.7%
Puts
Pseudo strike
40.76
IV
55.7%
B/E move
5.9%

55Δ

Calls
Pseudo strike
40.35
IV
51.5%
B/E move
6.1%
Puts
Pseudo strike
41.37
IV
52.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
39.01
IV
50.9%
B/E move
4.8%
Puts
Pseudo strike
41.98
IV
49.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
37.69
IV
54.0%
B/E move
4.2%
Puts
Pseudo strike
42.59
IV
46.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
36.38
IV
57.0%
B/E move
3.6%
Puts
Pseudo strike
43.20
IV
43.8%
B/E move
2.7%

75Δ

Calls
Pseudo strike
35.06
IV
60.1%
B/E move
3.0%
Puts
Pseudo strike
43.82
IV
40.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
33.75
IV
63.2%
B/E move
2.4%
Puts
Pseudo strike
44.43
IV
37.9%
B/E move
1.2%

Options history

No recorded observations