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Community Financial System, Inc. CBU

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Market datapartial · fetched 2026-10-23T03:16:17.230Z

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 · 2026-10-22T23:00:00.003423717Z

FundamentalsAlpha Vantage · unavailable

Share price$62.37
1D+2.7%
AH$60.56$61.12$61.69$62.25$62.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBU
Sold putSold callAH

Community Financial System, Inc. options

Live interpolated CBU call and put midpoint premiums by absolute delta.Community Financial System, Inc.$0.93$2.40$3.87$5.34$6.81$51.36$55.82$60.28$64.74$69.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBU spot · $62.37CBU PRICE$1.09$1.13$1.46$1.80$2.14$2.48$2.82$3.16$3.50$4.60$5.83$2.45$2.45$2.45$2.45$2.81$3.26$3.71$4.15$4.60$5.05$5.49$5.94$6.38
PutsExpensive2.46×
CallsExpensive1.22×
SkewBearish+23.93 pp
Implied moveBearish±$5.85
TiltBearish26.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.65108.7%22.7%
25Δ54.9583.2%15.8%
30Δ66.4135.1%8.2%57.2769.2%12.1%
35Δ64.4525.4%5.1%59.5755.3%8.4%
40Δ63.8326.0%4.7%60.7150.8%7.2%
45Δ63.2026.5%4.2%61.5948.5%6.5%
50Δ62.5827.1%3.8%62.4646.2%5.8%
55Δ61.9627.7%3.3%63.3443.9%5.1%
60Δ61.3428.2%2.9%64.2141.5%4.4%
65Δ60.7228.8%2.4%65.0939.2%3.7%
70Δ60.0929.3%2.0%65.9636.9%3.0%
75Δ58.8131.9%1.7%66.8434.6%2.4%
80Δ57.4134.8%1.4%67.7232.3%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.65
IV
108.7%
B/E move
22.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.95
IV
83.2%
B/E move
15.8%

30Δ

Calls
Pseudo strike
66.41
IV
35.1%
B/E move
8.2%
Puts
Pseudo strike
57.27
IV
69.2%
B/E move
12.1%

35Δ

Calls
Pseudo strike
64.45
IV
25.4%
B/E move
5.1%
Puts
Pseudo strike
59.57
IV
55.3%
B/E move
8.4%

40Δ

Calls
Pseudo strike
63.83
IV
26.0%
B/E move
4.7%
Puts
Pseudo strike
60.71
IV
50.8%
B/E move
7.2%

45Δ

Calls
Pseudo strike
63.20
IV
26.5%
B/E move
4.2%
Puts
Pseudo strike
61.59
IV
48.5%
B/E move
6.5%

50Δ

Calls
Pseudo strike
62.58
IV
27.1%
B/E move
3.8%
Puts
Pseudo strike
62.46
IV
46.2%
B/E move
5.8%

55Δ

Calls
Pseudo strike
61.96
IV
27.7%
B/E move
3.3%
Puts
Pseudo strike
63.34
IV
43.9%
B/E move
5.1%

60Δ

Calls
Pseudo strike
61.34
IV
28.2%
B/E move
2.9%
Puts
Pseudo strike
64.21
IV
41.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
60.72
IV
28.8%
B/E move
2.4%
Puts
Pseudo strike
65.09
IV
39.2%
B/E move
3.7%

70Δ

Calls
Pseudo strike
60.09
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
65.96
IV
36.9%
B/E move
3.0%

75Δ

Calls
Pseudo strike
58.81
IV
31.9%
B/E move
1.7%
Puts
Pseudo strike
66.84
IV
34.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
57.41
IV
34.8%
B/E move
1.4%
Puts
Pseudo strike
67.72
IV
32.3%
B/E move
1.7%

Options history

CBU31.4231.4731.532026-10-20: 31.45%2026-10-21: 31.50%Oct 20Oct 21
Table
DateIV
31.45%
31.50%