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Civista Bancshares Inc CIVB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T01:11:18.242Z

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 · 2026-10-22T20:00:08.047544644Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:11:17.948015+00:00

Share price$28.15
1D+2.4%
AH$27.23$27.49$27.76$28.02$28.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCIVB
Sold putSold callAH

Civista Bancshares Inc options

Live interpolated CIVB call and put midpoint premiums by absolute delta.Civista Bancshares Inc$1.69$3.66$5.63$7.61$9.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECIVB PRICE$1.90$1.90$1.90$1.92$1.98$2.06$2.20$2.33$2.46$2.60$2.73$2.86$4.03$5.56$7.10$9.01
PutsExpensive3.47×
CallsExpensive4.19×
SkewBullish-31.52 pp
Implied move——
TiltBearish78.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.09171.7%31.9%
25Δ23.35138.5%24.1%
30Δ39.34156.8%46.5%25.07115.1%18.3%
35Δ34.47123.2%29.2%25.86106.0%15.9%
40Δ32.07101.5%20.7%26.6596.9%13.6%
45Δ27.4387.8%11.3%
50Δ28.2278.7%9.0%
55Δ29.0069.6%6.7%
60Δ29.7960.5%4.3%
65Δ31.2065.6%3.5%
70Δ32.8375.8%3.1%
75Δ34.4686.0%2.8%
80Δ36.5591.4%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.09
IV
171.7%
B/E move
31.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.35
IV
138.5%
B/E move
24.1%

30Δ

Calls
Pseudo strike
39.34
IV
156.8%
B/E move
46.5%
Puts
Pseudo strike
25.07
IV
115.1%
B/E move
18.3%

35Δ

Calls
Pseudo strike
34.47
IV
123.2%
B/E move
29.2%
Puts
Pseudo strike
25.86
IV
106.0%
B/E move
15.9%

40Δ

Calls
Pseudo strike
32.07
IV
101.5%
B/E move
20.7%
Puts
Pseudo strike
26.65
IV
96.9%
B/E move
13.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.43
IV
87.8%
B/E move
11.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.22
IV
78.7%
B/E move
9.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.00
IV
69.6%
B/E move
6.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.79
IV
60.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.20
IV
65.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.83
IV
75.8%
B/E move
3.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.46
IV
86.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.55
IV
91.4%
B/E move
2.2%

Options history

CIVB57.4557.5057.562026-10-20: 57.50%Oct 20Oct 20
Table
DateIV
57.50%