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Columbia Banking System, Inc. Common Stock COLB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T18:10:51.249Z

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 · 2026-11-13T18:10:13.311259623Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:09:59.959231+00:00

Share price$30.58
1D-0.3%
$30.37$30.48$30.59$30.69$30.805:30 AM6:30 AM9:00 AM1:00 PMCOLB
Sold putSold call

Columbia Banking System, Inc. Common Stock options

Live interpolated COLB call and put midpoint premiums by absolute delta.Columbia Banking System, Inc. Common Stock$0.28$1.46$2.65$3.84$5.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECOLB PRICE$2.00$2.67$3.34$4.01$4.68$0.41$0.50$0.59$0.68$0.82$1.22$1.62$2.01$2.41$2.81$3.21$3.60$4.00
PutsExpensive1.66×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.8892.8%13.4%
25Δ27.6984.4%11.0%
30Δ28.5176.0%8.7%
35Δ29.3367.5%6.3%
40Δ30.0961.0%4.3%
45Δ30.6163.1%3.9%
50Δ31.1365.1%3.5%
55Δ31.6467.1%3.1%
60Δ29.7991.8%4.0%32.1669.2%2.7%
65Δ28.9797.9%3.5%32.6771.2%2.3%
70Δ28.14104.1%3.0%33.1973.3%1.9%
75Δ27.32110.2%2.5%33.7175.3%1.5%
80Δ26.50116.4%2.0%34.2277.3%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.88
IV
92.8%
B/E move
13.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.69
IV
84.4%
B/E move
11.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.51
IV
76.0%
B/E move
8.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.33
IV
67.5%
B/E move
6.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.09
IV
61.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.61
IV
63.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.13
IV
65.1%
B/E move
3.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.64
IV
67.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
29.79
IV
91.8%
B/E move
4.0%
Puts
Pseudo strike
32.16
IV
69.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
28.97
IV
97.9%
B/E move
3.5%
Puts
Pseudo strike
32.67
IV
71.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
28.14
IV
104.1%
B/E move
3.0%
Puts
Pseudo strike
33.19
IV
73.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
27.32
IV
110.2%
B/E move
2.5%
Puts
Pseudo strike
33.71
IV
75.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
26.50
IV
116.4%
B/E move
2.0%
Puts
Pseudo strike
34.22
IV
77.3%
B/E move
1.2%

Options history

IV · four-Friday blend29.14%
Daily EOD
COLB28.9%30.7%32.6%2026-10-21: 32.34%2026-10-22: 29.14%Oct 21Oct 22
2 observations2026-10-21 — 2026-10-22
Table
DateIV (%)
32.34%
29.14%