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Columbia Banking System Inc COLB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T06:52:58.515Z

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 · 2026-10-22T20:20:44.730719623Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:58.135591+00:00

Share price$29.90
1D+2.7%
AH$29.03$29.29$29.56$29.83$30.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOLB
Sold putSold callAH

Columbia Banking System Inc options

Live interpolated COLB call and put midpoint premiums by absolute delta.Columbia Banking System Inc$0.05$2.51$4.96$7.41$9.86$22.90$25.83$28.75$31.67$34.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COLB spot · $29.90COLB PRICE$0.32$0.40$0.47$0.55$0.63$0.70$0.78$1.53$2.48$3.43$4.38$5.33$6.28$0.96$0.96$0.95$0.94$0.94$0.93$1.19$2.15$3.10$4.06$5.02$6.24$9.16
PutsExpensive2.98×
CallsExpensive1.63×
SkewBearish+27.54 pp
Implied moveBearish±$1.97
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8638.7%14.3%22.09128.1%29.3%
25Δ33.2436.4%12.5%23.47110.6%24.7%
30Δ32.6234.1%10.7%24.8593.1%20.1%
35Δ32.0031.8%8.9%26.2475.6%15.4%
40Δ31.3829.5%7.0%27.6258.1%10.8%
45Δ30.7627.2%5.2%29.0040.6%6.1%
50Δ30.1424.9%3.4%30.2730.3%2.7%
55Δ29.2331.6%2.9%31.2439.2%2.7%
60Δ28.2441.1%2.7%32.2148.2%2.6%
65Δ27.2450.6%2.6%33.1857.1%2.6%
70Δ26.2560.0%2.4%34.1666.1%2.6%
75Δ25.2569.5%2.3%35.4175.7%2.5%
80Δ24.2679.0%2.1%38.4489.8%2.0%

20Δ

Calls
Pseudo strike
33.86
IV
38.7%
B/E move
14.3%
Puts
Pseudo strike
22.09
IV
128.1%
B/E move
29.3%

25Δ

Calls
Pseudo strike
33.24
IV
36.4%
B/E move
12.5%
Puts
Pseudo strike
23.47
IV
110.6%
B/E move
24.7%

30Δ

Calls
Pseudo strike
32.62
IV
34.1%
B/E move
10.7%
Puts
Pseudo strike
24.85
IV
93.1%
B/E move
20.1%

35Δ

Calls
Pseudo strike
32.00
IV
31.8%
B/E move
8.9%
Puts
Pseudo strike
26.24
IV
75.6%
B/E move
15.4%

40Δ

Calls
Pseudo strike
31.38
IV
29.5%
B/E move
7.0%
Puts
Pseudo strike
27.62
IV
58.1%
B/E move
10.8%

45Δ

Calls
Pseudo strike
30.76
IV
27.2%
B/E move
5.2%
Puts
Pseudo strike
29.00
IV
40.6%
B/E move
6.1%

50Δ

Calls
Pseudo strike
30.14
IV
24.9%
B/E move
3.4%
Puts
Pseudo strike
30.27
IV
30.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
29.23
IV
31.6%
B/E move
2.9%
Puts
Pseudo strike
31.24
IV
39.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
28.24
IV
41.1%
B/E move
2.7%
Puts
Pseudo strike
32.21
IV
48.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
27.24
IV
50.6%
B/E move
2.6%
Puts
Pseudo strike
33.18
IV
57.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
26.25
IV
60.0%
B/E move
2.4%
Puts
Pseudo strike
34.16
IV
66.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
25.25
IV
69.5%
B/E move
2.3%
Puts
Pseudo strike
35.41
IV
75.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
24.26
IV
79.0%
B/E move
2.1%
Puts
Pseudo strike
38.44
IV
89.8%
B/E move
2.0%

Options history

COLB32.3132.3432.382026-10-21: 32.34%Oct 21Oct 21
Table
DateIV
32.34%