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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 2026-10-22T17:08:08.109Z

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 · 2026-10-22T17:05:24.608828Z

FundamentalsAlpha Vantage · unavailable

Share price$96.11
1D-1.7%
$95.29$95.99$96.68$97.37$98.065:30 AM6:30 AM9:00 AM1:00 PMCIB
Sold putSold call

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)$0.91$3.52$6.13$8.75$11.36$83.28$89.87$96.45$103.04$109.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CIB spot · $96.11CIB PRICE$1.19$1.45$1.87$2.30$2.76$3.32$3.89$4.49$5.46$6.82$7.93$9.16$10.61$1.32$1.72$2.05$2.53$3.16$3.78$4.39$5.16$6.04$6.98$7.93$8.89$10.09
PutsExpensive1.22×
CallsExpensive1.33×
SkewBullish-2.52 pp
Implied moveBearish±$8.28
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.4842.1%13.1%87.9741.3%9.8%
25Δ104.1037.0%9.8%89.8740.2%8.3%
30Δ102.5937.2%8.7%91.6537.6%6.8%
35Δ101.0837.5%7.6%93.1436.9%5.7%
40Δ99.6237.8%6.5%94.3938.0%5.1%
45Δ98.3038.2%5.7%95.6638.3%4.4%
50Δ96.9838.3%5.0%96.9537.8%3.7%
55Δ95.6838.0%4.2%98.2937.8%3.1%
60Δ94.2239.9%3.7%99.6738.3%2.6%
65Δ92.6044.1%3.4%101.0737.7%2.1%
70Δ90.9444.7%2.9%102.4736.9%1.6%
75Δ89.1845.0%2.3%103.8836.0%1.2%
80Δ87.2445.5%1.8%105.5035.5%0.7%

20Δ

Calls
Pseudo strike
107.48
IV
42.1%
B/E move
13.1%
Puts
Pseudo strike
87.97
IV
41.3%
B/E move
9.8%

25Δ

Calls
Pseudo strike
104.10
IV
37.0%
B/E move
9.8%
Puts
Pseudo strike
89.87
IV
40.2%
B/E move
8.3%

30Δ

Calls
Pseudo strike
102.59
IV
37.2%
B/E move
8.7%
Puts
Pseudo strike
91.65
IV
37.6%
B/E move
6.8%

35Δ

Calls
Pseudo strike
101.08
IV
37.5%
B/E move
7.6%
Puts
Pseudo strike
93.14
IV
36.9%
B/E move
5.7%

40Δ

Calls
Pseudo strike
99.62
IV
37.8%
B/E move
6.5%
Puts
Pseudo strike
94.39
IV
38.0%
B/E move
5.1%

45Δ

Calls
Pseudo strike
98.30
IV
38.2%
B/E move
5.7%
Puts
Pseudo strike
95.66
IV
38.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
96.98
IV
38.3%
B/E move
5.0%
Puts
Pseudo strike
96.95
IV
37.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
95.68
IV
38.0%
B/E move
4.2%
Puts
Pseudo strike
98.29
IV
37.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
94.22
IV
39.9%
B/E move
3.7%
Puts
Pseudo strike
99.67
IV
38.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
92.60
IV
44.1%
B/E move
3.4%
Puts
Pseudo strike
101.07
IV
37.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
90.94
IV
44.7%
B/E move
2.9%
Puts
Pseudo strike
102.47
IV
36.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
89.18
IV
45.0%
B/E move
2.3%
Puts
Pseudo strike
103.88
IV
36.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
87.24
IV
45.5%
B/E move
1.8%
Puts
Pseudo strike
105.50
IV
35.5%
B/E move
0.7%

Options history

CIB34.3835.2136.042026-10-20: 34.49%2026-10-21: 35.93%Oct 20Oct 21
Table
DateIV
34.49%
35.93%