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Columbia Financial, Inc. Common Stock CLBK

i

Market datapartial · fetched 2026-11-13T18:10:04.289Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-13T18:09:23.845577953Z

FundamentalsAlpha Vantage · unavailable

Share price$11.21
1D-0.5%
$11.09$11.13$11.18$11.23$11.285:30 AM6:30 AM9:00 AM1:00 PMCLBK
Sold putSold call

Columbia Financial, Inc. Common Stock options

Live interpolated CLBK call and put midpoint premiums by absolute delta.Columbia Financial, Inc. Common Stock$0.11$0.40$0.70$0.99$1.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECLBK PRICE$0.14$0.23$0.32$0.40$0.49$0.58$0.67$0.76$0.85$0.94$1.02$1.11$1.20
Puts——
CallsCheap0.59×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.4726.6%12.5%
25Δ12.2926.5%11.7%
30Δ12.1126.4%10.9%
35Δ11.9326.3%10.0%
40Δ11.7526.3%9.2%
45Δ11.5726.2%8.4%
50Δ11.3926.1%7.6%
55Δ11.2126.0%6.7%
60Δ11.0326.0%5.9%
65Δ10.8525.9%5.1%
70Δ10.6625.8%4.3%
75Δ10.4825.7%3.5%
80Δ10.3025.7%2.6%

20Δ

Calls
Pseudo strike
12.47
IV
26.6%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.29
IV
26.5%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.11
IV
26.4%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.93
IV
26.3%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.75
IV
26.3%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.57
IV
26.2%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.39
IV
26.1%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.21
IV
26.0%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
11.03
IV
26.0%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.85
IV
25.9%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.66
IV
25.8%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.48
IV
25.7%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.30
IV
25.7%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations