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Grupo Cibest S.A. American Depositary Shares (each representing four (4) Preferred Shares) CIB

i

Market datapartial · fetched 2026-11-11T13:57:11.057Z

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 · 2026-11-11T00:00:00.002601527Z

FundamentalsAlpha Vantage · unavailable

Share price$91.15
1D+0.9%
AH$87$88$90$91$935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIB
Sold putSold callAH

Grupo Cibest S.A. American Depositary Shares (each representing four (4) Preferred Shares) options

Live interpolated CIB call and put midpoint premiums by absolute delta.Grupo Cibest S.A. American Depositary Shares (each representing four (4) Preferred Shares)$0.43$2.22$4.01$5.79$7.58$81.16$85.57$89.98$94.39$98.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIB spot · $91.15CIB PRICE$0.62$0.79$1.02$1.25$1.49$1.80$2.17$2.54$2.91$3.60$4.30$5.30$7.07$0.77$0.99$1.27$1.56$1.86$2.28$2.72$3.16$3.55$3.93$4.31$4.77$5.55
PutsCheap0.75×
CallsExpensive1.14×
SkewBearish+1.98 pp
Implied moveBearish±$4.89
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.4739.3%6.5%85.9546.3%6.6%
25Δ95.2238.2%5.3%87.1844.8%5.4%
30Δ94.3637.9%4.6%88.1444.2%4.7%
35Δ93.5837.6%4.0%89.0143.9%4.1%
40Δ92.7937.4%3.4%89.8743.6%3.4%
45Δ92.0737.7%3.0%90.6844.0%3.0%
50Δ91.3838.2%2.6%91.4944.5%2.6%
55Δ90.6838.8%2.3%92.2945.0%2.2%
60Δ89.9939.3%1.9%93.0343.7%1.8%
65Δ89.0741.3%1.7%93.7441.8%1.5%
70Δ88.1643.3%1.4%94.4539.9%1.1%
75Δ86.9647.2%1.2%95.2138.2%0.8%
80Δ85.0955.6%1.1%96.1837.7%0.6%

20Δ

Calls
Pseudo strike
96.47
IV
39.3%
B/E move
6.5%
Puts
Pseudo strike
85.95
IV
46.3%
B/E move
6.6%

25Δ

Calls
Pseudo strike
95.22
IV
38.2%
B/E move
5.3%
Puts
Pseudo strike
87.18
IV
44.8%
B/E move
5.4%

30Δ

Calls
Pseudo strike
94.36
IV
37.9%
B/E move
4.6%
Puts
Pseudo strike
88.14
IV
44.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
93.58
IV
37.6%
B/E move
4.0%
Puts
Pseudo strike
89.01
IV
43.9%
B/E move
4.1%

40Δ

Calls
Pseudo strike
92.79
IV
37.4%
B/E move
3.4%
Puts
Pseudo strike
89.87
IV
43.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
92.07
IV
37.7%
B/E move
3.0%
Puts
Pseudo strike
90.68
IV
44.0%
B/E move
3.0%

50Δ

Calls
Pseudo strike
91.38
IV
38.2%
B/E move
2.6%
Puts
Pseudo strike
91.49
IV
44.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
90.68
IV
38.8%
B/E move
2.3%
Puts
Pseudo strike
92.29
IV
45.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
89.99
IV
39.3%
B/E move
1.9%
Puts
Pseudo strike
93.03
IV
43.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
89.07
IV
41.3%
B/E move
1.7%
Puts
Pseudo strike
93.74
IV
41.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
88.16
IV
43.3%
B/E move
1.4%
Puts
Pseudo strike
94.45
IV
39.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
86.96
IV
47.2%
B/E move
1.2%
Puts
Pseudo strike
95.21
IV
38.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
85.09
IV
55.6%
B/E move
1.1%
Puts
Pseudo strike
96.18
IV
37.7%
B/E move
0.6%

Options history

IV · four-Friday blend35.43%
Daily EOD
CIB33.4%34.8%36.2%2026-10-19: 35.30%2026-10-20: 34.49%2026-10-21: 35.93%2026-10-22: 35.10%2026-10-23: 35.43%2026-10-26: 34.73%2026-10-27: 36.05%2026-10-28: 34.09%2026-10-29: 33.59%2026-10-30: 35.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.30%
34.49%
35.93%
35.10%
35.43%
34.73%
36.05%
34.09%
33.59%
35.43%