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Civista Bancshares, Inc. Common Stock CIVB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:00:10.988Z

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 · 2026-11-11T21:00:09.315065106Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:00:10.539978+00:00

Share price$29.04
1D+0.5%
AH$28.79$28.86$28.92$28.99$29.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIVB
Sold putSold callAH

Civista Bancshares, Inc. Common Stock options

Live interpolated CIVB call and put midpoint premiums by absolute delta.Civista Bancshares, Inc. Common Stock$1.81$2.65$3.49$4.33$5.16$21.27$23.88$26.50$29.11$31.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CIVB spot · $29.04CIVB PRICE$1.90$1.90$1.92$1.94$2.04$2.27$2.49$2.71$2.93$3.15$3.37$1.90$1.90$1.97$2.08$2.19$2.30$2.41$2.60$3.06$3.53$3.99$4.46$4.92
PutsExpensive4.67×
Calls——
Skew——
Implied moveBearish±$4.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.87300.3%31.2%
25Δ24.22236.3%23.1%
30Δ39.74273.1%43.4%25.59203.0%18.7%
35Δ34.91213.4%26.8%26.51183.6%15.9%
40Δ33.00181.5%20.3%27.43164.2%13.1%
45Δ31.10149.5%13.8%28.35144.8%10.3%
50Δ29.78127.8%9.6%29.27125.4%7.5%
55Δ29.27119.9%8.6%30.14109.2%5.2%
60Δ28.75112.0%7.6%30.79105.3%4.5%
65Δ28.24104.1%6.6%31.45101.4%3.9%
70Δ27.7296.2%5.6%32.1097.5%3.2%
75Δ27.2188.3%4.5%32.7693.5%2.5%
80Δ26.7080.4%3.5%33.4189.6%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.87
IV
300.3%
B/E move
31.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.22
IV
236.3%
B/E move
23.1%

30Δ

Calls
Pseudo strike
39.74
IV
273.1%
B/E move
43.4%
Puts
Pseudo strike
25.59
IV
203.0%
B/E move
18.7%

35Δ

Calls
Pseudo strike
34.91
IV
213.4%
B/E move
26.8%
Puts
Pseudo strike
26.51
IV
183.6%
B/E move
15.9%

40Δ

Calls
Pseudo strike
33.00
IV
181.5%
B/E move
20.3%
Puts
Pseudo strike
27.43
IV
164.2%
B/E move
13.1%

45Δ

Calls
Pseudo strike
31.10
IV
149.5%
B/E move
13.8%
Puts
Pseudo strike
28.35
IV
144.8%
B/E move
10.3%

50Δ

Calls
Pseudo strike
29.78
IV
127.8%
B/E move
9.6%
Puts
Pseudo strike
29.27
IV
125.4%
B/E move
7.5%

55Δ

Calls
Pseudo strike
29.27
IV
119.9%
B/E move
8.6%
Puts
Pseudo strike
30.14
IV
109.2%
B/E move
5.2%

60Δ

Calls
Pseudo strike
28.75
IV
112.0%
B/E move
7.6%
Puts
Pseudo strike
30.79
IV
105.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
28.24
IV
104.1%
B/E move
6.6%
Puts
Pseudo strike
31.45
IV
101.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
27.72
IV
96.2%
B/E move
5.6%
Puts
Pseudo strike
32.10
IV
97.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
27.21
IV
88.3%
B/E move
4.5%
Puts
Pseudo strike
32.76
IV
93.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
26.70
IV
80.4%
B/E move
3.5%
Puts
Pseudo strike
33.41
IV
89.6%
B/E move
1.9%

Options history

IV · four-Friday blend52.37%
Daily EOD
CIVB46.4%52.4%58.3%2026-10-20: 57.50%2026-10-23: 47.23%2026-10-26: 55.40%2026-10-27: 52.37%Oct 20Oct 23Oct 27
4 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
57.50%
47.23%
55.40%
52.37%