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Coastal Financial Corporation Common Stock CCB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T03:52:27.448Z

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 · 2026-11-10T21:00:01.610256683Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T03:48:46.936569+00:00

Share price$42.91
1D-1.5%
AH$41.81$42.29$42.77$43.26$43.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCB
Sold putSold callAH

Coastal Financial Corporation Common Stock options

Live interpolated CCB call and put midpoint premiums by absolute delta.Coastal Financial Corporation Common Stock$0.39$3.01$5.64$8.26$10.88$36.53$39.87$43.20$46.53$49.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCB spot · $42.91CCB PRICE$0.67$0.89$1.10$1.32$1.56$1.93$2.31$2.69$3.06$3.44$3.81$4.67$6.01$0.77$0.93$1.12$1.33$1.54$1.75$1.96$2.17$2.38$2.58$3.45$6.79$10.13
PutsExpensive1.51×
CallsExpensive1.30×
SkewBullish-8.27 pp
Implied moveBullish±$4.27
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.0670.6%13.6%37.6996.2%13.9%
25Δ47.2673.7%12.2%39.3285.0%10.5%
30Δ46.4776.7%10.9%40.3578.4%8.6%
35Δ45.6779.7%9.5%40.9575.1%7.7%
40Δ44.8882.2%8.2%41.5471.7%6.8%
45Δ44.1382.0%7.4%42.1468.3%5.9%
50Δ43.3881.9%6.5%42.7465.0%5.0%
55Δ42.6381.7%5.6%43.3361.6%4.1%
60Δ41.8881.6%4.7%43.9358.3%3.2%
65Δ41.1381.4%3.9%44.5354.9%2.3%
70Δ40.3881.2%3.0%45.7256.5%1.5%
75Δ39.2485.5%2.3%49.1376.8%1.3%
80Δ37.7194.1%1.9%52.5597.1%1.1%

20Δ

Calls
Pseudo strike
48.06
IV
70.6%
B/E move
13.6%
Puts
Pseudo strike
37.69
IV
96.2%
B/E move
13.9%

25Δ

Calls
Pseudo strike
47.26
IV
73.7%
B/E move
12.2%
Puts
Pseudo strike
39.32
IV
85.0%
B/E move
10.5%

30Δ

Calls
Pseudo strike
46.47
IV
76.7%
B/E move
10.9%
Puts
Pseudo strike
40.35
IV
78.4%
B/E move
8.6%

35Δ

Calls
Pseudo strike
45.67
IV
79.7%
B/E move
9.5%
Puts
Pseudo strike
40.95
IV
75.1%
B/E move
7.7%

40Δ

Calls
Pseudo strike
44.88
IV
82.2%
B/E move
8.2%
Puts
Pseudo strike
41.54
IV
71.7%
B/E move
6.8%

45Δ

Calls
Pseudo strike
44.13
IV
82.0%
B/E move
7.4%
Puts
Pseudo strike
42.14
IV
68.3%
B/E move
5.9%

50Δ

Calls
Pseudo strike
43.38
IV
81.9%
B/E move
6.5%
Puts
Pseudo strike
42.74
IV
65.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
42.63
IV
81.7%
B/E move
5.6%
Puts
Pseudo strike
43.33
IV
61.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
41.88
IV
81.6%
B/E move
4.7%
Puts
Pseudo strike
43.93
IV
58.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
41.13
IV
81.4%
B/E move
3.9%
Puts
Pseudo strike
44.53
IV
54.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
40.38
IV
81.2%
B/E move
3.0%
Puts
Pseudo strike
45.72
IV
56.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
39.24
IV
85.5%
B/E move
2.3%
Puts
Pseudo strike
49.13
IV
76.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
37.71
IV
94.1%
B/E move
1.9%
Puts
Pseudo strike
52.55
IV
97.1%
B/E move
1.1%

Options history

IV · four-Friday blend54.06%
Daily EOD
CCB53.3%58.6%63.9%2026-10-19: 62.33%2026-10-20: 63.16%2026-10-21: 61.86%2026-10-22: 60.03%2026-10-23: 61.30%2026-10-26: 63.07%2026-10-27: 61.95%2026-10-28: 58.99%2026-10-29: 55.07%2026-10-30: 54.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.33%
63.16%
61.86%
60.03%
61.30%
63.07%
61.95%
58.99%
55.07%
54.06%