Share price$96.64
1D-1.2%
Sold putSold callAH
Grupo Cibest S.A. American Depositary Shares (each representing four (4) Preferred Shares) CIB
i
Market datapartial · fetched 2026-10-22T21:30:49.712Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.003568706Z
FundamentalsAlpha Vantage · unavailable
Grupo Cibest S.A. American Depositary Shares (each representing four (4) Preferred Shares) options
PutsExpensive1.31×
CallsExpensive1.33×
SkewBullish-0.45 pp
Implied moveBalanced±$8.87
TiltBearish6.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 108.31 | 42.9% | 13.3% | 88.15 | 43.1% | 10.2% |
| 25Δ | 104.55 | 36.6% | 9.7% | 89.67 | 45.3% | 9.3% |
| 30Δ | 103.08 | 36.9% | 8.6% | 92.00 | 39.1% | 7.0% |
| 35Δ | 101.62 | 37.3% | 7.5% | 93.54 | 38.5% | 6.0% |
| 40Δ | 100.15 | 37.6% | 6.5% | 94.82 | 39.8% | 5.3% |
| 45Δ | 98.88 | 40.2% | 6.0% | 96.17 | 39.4% | 4.5% |
| 50Δ | 97.64 | 43.0% | 5.5% | 97.52 | 38.7% | 3.8% |
| 55Δ | 96.21 | 42.4% | 4.7% | 98.90 | 38.9% | 3.2% |
| 60Δ | 94.76 | 41.5% | 3.9% | 100.30 | 38.9% | 2.6% |
| 65Δ | 93.33 | 41.1% | 3.2% | 101.77 | 38.4% | 2.1% |
| 70Δ | 91.87 | 40.7% | 2.6% | 103.24 | 37.9% | 1.7% |
| 75Δ | 90.35 | 40.4% | 2.1% | 104.71 | 37.4% | 1.2% |
| 80Δ | 88.70 | 39.9% | 1.6% | 107.25 | 39.0% | 0.8% |
20Δ
- Pseudo strike
- 108.31
- IV
- 42.9%
- B/E move
- 13.3%
- Pseudo strike
- 88.15
- IV
- 43.1%
- B/E move
- 10.2%
25Δ
- Pseudo strike
- 104.55
- IV
- 36.6%
- B/E move
- 9.7%
- Pseudo strike
- 89.67
- IV
- 45.3%
- B/E move
- 9.3%
30Δ
- Pseudo strike
- 103.08
- IV
- 36.9%
- B/E move
- 8.6%
- Pseudo strike
- 92.00
- IV
- 39.1%
- B/E move
- 7.0%
35Δ
- Pseudo strike
- 101.62
- IV
- 37.3%
- B/E move
- 7.5%
- Pseudo strike
- 93.54
- IV
- 38.5%
- B/E move
- 6.0%
40Δ
- Pseudo strike
- 100.15
- IV
- 37.6%
- B/E move
- 6.5%
- Pseudo strike
- 94.82
- IV
- 39.8%
- B/E move
- 5.3%
45Δ
- Pseudo strike
- 98.88
- IV
- 40.2%
- B/E move
- 6.0%
- Pseudo strike
- 96.17
- IV
- 39.4%
- B/E move
- 4.5%
50Δ
- Pseudo strike
- 97.64
- IV
- 43.0%
- B/E move
- 5.5%
- Pseudo strike
- 97.52
- IV
- 38.7%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 96.21
- IV
- 42.4%
- B/E move
- 4.7%
- Pseudo strike
- 98.90
- IV
- 38.9%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 94.76
- IV
- 41.5%
- B/E move
- 3.9%
- Pseudo strike
- 100.30
- IV
- 38.9%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 93.33
- IV
- 41.1%
- B/E move
- 3.2%
- Pseudo strike
- 101.77
- IV
- 38.4%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 91.87
- IV
- 40.7%
- B/E move
- 2.6%
- Pseudo strike
- 103.24
- IV
- 37.9%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 90.35
- IV
- 40.4%
- B/E move
- 2.1%
- Pseudo strike
- 104.71
- IV
- 37.4%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 88.70
- IV
- 39.9%
- B/E move
- 1.6%
- Pseudo strike
- 107.25
- IV
- 39.0%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 34.49% | |
| 35.93% |