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

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Market datapartial · fetched 2026-10-22T05:15:00.721Z

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 · 2026-10-21T23:00:00.003260884Z

FundamentalsAlpha Vantage · unavailable

Share price$97.60
1D+1.4%
AH$96.09$96.80$97.51$98.22$98.935:30 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)$0.96$3.79$6.63$9.46$12.29$83.25$90.57$97.89$105.20$112.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIB spot · $97.60CIB PRICE$1.27$1.70$2.12$2.62$3.13$3.63$4.10$4.75$5.90$6.99$8.10$9.92$11.48$1.60$2.16$2.59$2.87$3.43$4.25$4.96$5.65$6.47$7.29$8.12$9.13$10.49
PutsExpensive1.36×
CallsExpensive1.42×
SkewBullish-2.07 pp
Implied moveBearish±$9.07
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.4143.3%13.4%88.0948.3%11.4%
25Δ107.2743.2%11.6%90.0449.0%10.0%
30Δ105.1343.1%9.9%92.2146.1%8.2%
35Δ103.4242.6%8.7%94.1541.6%6.5%
40Δ101.7442.2%7.4%95.7740.4%5.4%
45Δ100.0541.7%6.2%97.1642.1%4.8%
50Δ98.5840.0%5.2%98.5741.8%4.1%
55Δ97.1039.6%4.4%99.9940.9%3.3%
60Δ95.5942.8%4.0%101.3739.8%2.8%
65Δ94.0044.4%3.5%102.7438.7%2.2%
70Δ92.3145.1%2.9%104.1137.6%1.6%
75Δ90.1048.6%2.5%105.6136.6%1.1%
80Δ88.0148.8%1.9%107.3335.6%0.8%

20Δ

Calls
Pseudo strike
109.41
IV
43.3%
B/E move
13.4%
Puts
Pseudo strike
88.09
IV
48.3%
B/E move
11.4%

25Δ

Calls
Pseudo strike
107.27
IV
43.2%
B/E move
11.6%
Puts
Pseudo strike
90.04
IV
49.0%
B/E move
10.0%

30Δ

Calls
Pseudo strike
105.13
IV
43.1%
B/E move
9.9%
Puts
Pseudo strike
92.21
IV
46.1%
B/E move
8.2%

35Δ

Calls
Pseudo strike
103.42
IV
42.6%
B/E move
8.7%
Puts
Pseudo strike
94.15
IV
41.6%
B/E move
6.5%

40Δ

Calls
Pseudo strike
101.74
IV
42.2%
B/E move
7.4%
Puts
Pseudo strike
95.77
IV
40.4%
B/E move
5.4%

45Δ

Calls
Pseudo strike
100.05
IV
41.7%
B/E move
6.2%
Puts
Pseudo strike
97.16
IV
42.1%
B/E move
4.8%

50Δ

Calls
Pseudo strike
98.58
IV
40.0%
B/E move
5.2%
Puts
Pseudo strike
98.57
IV
41.8%
B/E move
4.1%

55Δ

Calls
Pseudo strike
97.10
IV
39.6%
B/E move
4.4%
Puts
Pseudo strike
99.99
IV
40.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
95.59
IV
42.8%
B/E move
4.0%
Puts
Pseudo strike
101.37
IV
39.8%
B/E move
2.8%

65Δ

Calls
Pseudo strike
94.00
IV
44.4%
B/E move
3.5%
Puts
Pseudo strike
102.74
IV
38.7%
B/E move
2.2%

70Δ

Calls
Pseudo strike
92.31
IV
45.1%
B/E move
2.9%
Puts
Pseudo strike
104.11
IV
37.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
90.10
IV
48.6%
B/E move
2.5%
Puts
Pseudo strike
105.61
IV
36.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
88.01
IV
48.8%
B/E move
1.9%
Puts
Pseudo strike
107.33
IV
35.6%
B/E move
0.8%

Options history

No recorded observations