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Columbia Financial Inc CLBK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T06:52:53.537Z

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 · 2026-10-22T20:00:07.756776501Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:52.879539+00:00

Share price$10.86
1D+1.5%
AH$10.69$10.74$10.79$10.83$10.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLBK
Sold putSold callAH

Columbia Financial Inc options

Live interpolated CLBK call and put midpoint premiums by absolute delta.Columbia Financial Inc$0.04$1.13$2.21$3.30$4.38$7.99$9.89$11.79$13.69$15.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLBK spot · $10.86CLBK PRICE$0.53$0.53$0.73$0.96$1.19$1.43$1.66$1.89$2.12$2.35$2.58$2.81$3.04$0.16$0.37$0.57$0.78$0.98$1.19$1.39$1.60$1.80$2.01$2.52$3.30$4.07
PutsExpensive1.44×
CallsExpensive2.64×
SkewBullish-61.32 pp
Implied moveBullish±$3.05
TiltBullish2.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.13196.3%90.2%10.0538.5%9.0%
25Δ15.36139.7%46.3%10.3143.7%8.5%
30Δ14.48133.3%40.1%10.5748.8%8.0%
35Δ13.91131.6%37.0%10.8354.0%7.5%
40Δ13.34129.9%33.8%11.0859.2%7.0%
45Δ12.77128.3%30.7%11.3464.3%6.5%
50Δ12.19126.6%27.5%11.6069.5%6.0%
55Δ11.62124.9%24.4%11.8674.7%5.5%
60Δ11.05123.3%21.3%12.1279.9%5.0%
65Δ10.48121.6%18.1%12.3885.0%4.5%
70Δ9.91119.9%15.0%12.9691.3%3.9%
75Δ9.33118.2%11.8%13.8198.5%3.1%
80Δ8.76116.6%8.7%14.67105.7%2.4%

20Δ

Calls
Pseudo strike
20.13
IV
196.3%
B/E move
90.2%
Puts
Pseudo strike
10.05
IV
38.5%
B/E move
9.0%

25Δ

Calls
Pseudo strike
15.36
IV
139.7%
B/E move
46.3%
Puts
Pseudo strike
10.31
IV
43.7%
B/E move
8.5%

30Δ

Calls
Pseudo strike
14.48
IV
133.3%
B/E move
40.1%
Puts
Pseudo strike
10.57
IV
48.8%
B/E move
8.0%

35Δ

Calls
Pseudo strike
13.91
IV
131.6%
B/E move
37.0%
Puts
Pseudo strike
10.83
IV
54.0%
B/E move
7.5%

40Δ

Calls
Pseudo strike
13.34
IV
129.9%
B/E move
33.8%
Puts
Pseudo strike
11.08
IV
59.2%
B/E move
7.0%

45Δ

Calls
Pseudo strike
12.77
IV
128.3%
B/E move
30.7%
Puts
Pseudo strike
11.34
IV
64.3%
B/E move
6.5%

50Δ

Calls
Pseudo strike
12.19
IV
126.6%
B/E move
27.5%
Puts
Pseudo strike
11.60
IV
69.5%
B/E move
6.0%

55Δ

Calls
Pseudo strike
11.62
IV
124.9%
B/E move
24.4%
Puts
Pseudo strike
11.86
IV
74.7%
B/E move
5.5%

60Δ

Calls
Pseudo strike
11.05
IV
123.3%
B/E move
21.3%
Puts
Pseudo strike
12.12
IV
79.9%
B/E move
5.0%

65Δ

Calls
Pseudo strike
10.48
IV
121.6%
B/E move
18.1%
Puts
Pseudo strike
12.38
IV
85.0%
B/E move
4.5%

70Δ

Calls
Pseudo strike
9.91
IV
119.9%
B/E move
15.0%
Puts
Pseudo strike
12.96
IV
91.3%
B/E move
3.9%

75Δ

Calls
Pseudo strike
9.33
IV
118.2%
B/E move
11.8%
Puts
Pseudo strike
13.81
IV
98.5%
B/E move
3.1%

80Δ

Calls
Pseudo strike
8.76
IV
116.6%
B/E move
8.7%
Puts
Pseudo strike
14.67
IV
105.7%
B/E move
2.4%

Options history

No recorded observations