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Capital Bancorp, Inc. Common Stock CBNK

i

Market datapartial · fetched 2026-10-22T23:29:23.443Z

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 · 2026-10-22T20:00:00.334557252Z

FundamentalsAlpha Vantage · unavailable

Share price$41.19
1D+2.0%
AH$40.29$40.57$40.85$41.13$41.415:30 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$2.36$3.21$4.05$4.90$5.75$30.93$36.07$41.21$46.35$51.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBNK spot · $41.19CBNK PRICE$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.45$2.48$2.72$2.96$3.20$3.44$3.69$3.93$4.17$5.50
PutsExpensive2.68×
CallsExpensive1.42×
SkewBullish-0.37 pp
Implied moveBearish±$5.41
TiltBearish48.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.35155.1%29.8%
25Δ34.87118.9%21.3%
30Δ36.69100.7%16.9%
35Δ48.74106.1%24.3%38.4483.2%12.6%
40Δ45.2384.8%15.8%40.0867.2%8.7%
45Δ44.0274.4%12.8%40.7563.3%7.7%
50Δ42.9864.8%10.3%41.4259.4%6.6%
55Δ41.9355.2%7.8%42.0955.5%5.6%
60Δ40.8945.6%5.2%42.7651.6%4.5%
65Δ43.4347.8%3.5%
70Δ44.1043.9%2.5%
75Δ44.7740.0%1.4%
80Δ46.3342.2%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.35
IV
155.1%
B/E move
29.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.87
IV
118.9%
B/E move
21.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.69
IV
100.7%
B/E move
16.9%

35Δ

Calls
Pseudo strike
48.74
IV
106.1%
B/E move
24.3%
Puts
Pseudo strike
38.44
IV
83.2%
B/E move
12.6%

40Δ

Calls
Pseudo strike
45.23
IV
84.8%
B/E move
15.8%
Puts
Pseudo strike
40.08
IV
67.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
44.02
IV
74.4%
B/E move
12.8%
Puts
Pseudo strike
40.75
IV
63.3%
B/E move
7.7%

50Δ

Calls
Pseudo strike
42.98
IV
64.8%
B/E move
10.3%
Puts
Pseudo strike
41.42
IV
59.4%
B/E move
6.6%

55Δ

Calls
Pseudo strike
41.93
IV
55.2%
B/E move
7.8%
Puts
Pseudo strike
42.09
IV
55.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
40.89
IV
45.6%
B/E move
5.2%
Puts
Pseudo strike
42.76
IV
51.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.43
IV
47.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.10
IV
43.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.77
IV
40.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.33
IV
42.2%
B/E move
0.9%

Options history

CBNK40.8441.2241.602026-10-20: 40.90%2026-10-21: 41.55%Oct 20Oct 21
Table
DateIV
40.90%
41.55%