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Capital Bancorp, Inc. Common Stock CBNK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T14:54:41.018Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T14:35:10.316425746Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:51:08.997683+00:00

Share price$42.36
1D-0.3%
$42.33$42.37$42.41$42.45$42.495:30 AM6:30 AM9:00 AM1:00 PMCBNK
Sold putSold call

Capital Bancorp, Inc. Common Stock options

Live interpolated CBNK call and put midpoint premiums by absolute delta.Capital Bancorp, Inc. Common Stock$2.56$3.89$5.22$6.54$7.87$32.24$37.61$42.98$48.35$53.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CBNK spot · $42.35CBNK PRICE$3.14$3.81$4.47$5.14$5.81$6.48$7.15$2.70$3.30$3.90$4.50$5.10$5.69$6.29$6.89$7.49
Puts——
Calls——
Skew——
Implied moveBearish±$7.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ40.4835.5%10.8%
40Δ41.6234.5%9.5%
45Δ42.7633.6%8.2%
50Δ43.8829.2%11.0%43.9032.6%7.0%
55Δ42.7529.0%9.9%45.0431.7%5.7%
60Δ41.6228.8%8.8%46.1830.7%4.4%
65Δ40.5028.6%7.8%47.3229.8%3.1%
70Δ39.3728.4%6.7%48.4628.8%1.9%
75Δ38.2428.2%5.6%49.6027.9%0.6%
80Δ37.1228.0%4.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.48
IV
35.5%
B/E move
10.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.62
IV
34.5%
B/E move
9.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.76
IV
33.6%
B/E move
8.2%

50Δ

Calls
Pseudo strike
43.88
IV
29.2%
B/E move
11.0%
Puts
Pseudo strike
43.90
IV
32.6%
B/E move
7.0%

55Δ

Calls
Pseudo strike
42.75
IV
29.0%
B/E move
9.9%
Puts
Pseudo strike
45.04
IV
31.7%
B/E move
5.7%

60Δ

Calls
Pseudo strike
41.62
IV
28.8%
B/E move
8.8%
Puts
Pseudo strike
46.18
IV
30.7%
B/E move
4.4%

65Δ

Calls
Pseudo strike
40.50
IV
28.6%
B/E move
7.8%
Puts
Pseudo strike
47.32
IV
29.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
39.37
IV
28.4%
B/E move
6.7%
Puts
Pseudo strike
48.46
IV
28.8%
B/E move
1.9%

75Δ

Calls
Pseudo strike
38.24
IV
28.2%
B/E move
5.6%
Puts
Pseudo strike
49.60
IV
27.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
37.12
IV
28.0%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.33%
Daily close
CBNK27.8%67.6%107.4%2026-08-13: 62.34%2026-08-25: 47.68%2026-08-28: 48.28%2026-09-02: 52.37%2026-09-04: 56.20%2026-09-10: 66.14%2026-09-15: 90.73%2026-09-16: 101.94%2026-09-18: 45.51%2026-09-22: 49.73%2026-09-24: 50.91%2026-09-25: 52.86%2026-09-28: 54.40%2026-09-30: 37.51%2026-10-01: 39.59%2026-10-02: 40.58%2026-10-07: 47.91%2026-10-08: 44.86%2026-10-09: 54.65%2026-10-16: 33.29%2026-10-19: 34.25%2026-10-20: 40.90%2026-10-21: 41.70%2026-10-22: 42.60%2026-10-23: 42.10%2026-10-27: 42.91%2026-10-28: 40.33%Aug 13Sep 30Oct 28
27 observations2026-08-13 — 2026-10-28
Table
DateIV (%)
62.34%
47.68%
48.28%
52.37%
56.20%
66.14%
90.73%
101.94%
45.51%
49.73%
50.91%
52.86%
54.40%
37.51%
39.59%
40.58%
47.91%
44.86%
54.65%
33.29%
34.25%
40.90%
41.70%
42.60%
42.10%
42.91%
40.33%