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Central Pacific Financial Corporation CPF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T14:00:51.701Z

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 · 2026-11-11T00:00:00.003371363Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:57:10.410674+00:00

Share price$39.11
1D-0.0%
AH$38.54$38.73$38.93$39.12$39.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPF
Sold putSold callAH

Central Pacific Financial Corporation options

Live interpolated CPF call and put midpoint premiums by absolute delta.Central Pacific Financial Corporation$0.73$2.08$3.42$4.77$6.12$30.02$33.31$36.61$39.90$43.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive CPF spot · $39.11CPF PRICE$0.88$0.99$1.21$1.53$1.85$2.17$2.49$2.81$3.13$3.45$2.30$2.30$2.30$2.33$2.36$2.39$2.42$2.55$3.19$3.82$4.46$5.09$5.73
PutsExpensive4.08×
Calls——
Skew——
Implied moveBearish±$3.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.98265.5%29.2%
25Δ32.70215.0%22.3%
30Δ35.15169.4%16.0%
35Δ41.4965.8%8.3%36.15150.8%13.5%
40Δ40.5059.9%6.1%37.16132.2%11.0%
45Δ39.7556.6%4.7%38.16113.6%8.6%
50Δ39.2556.0%4.3%39.1695.0%6.1%
55Δ38.7555.4%3.8%40.1479.6%3.9%
60Δ38.2554.8%3.4%40.9780.3%3.4%
65Δ37.7554.2%2.9%41.8180.9%2.9%
70Δ37.2553.5%2.4%42.6481.5%2.4%
75Δ36.7652.9%2.0%43.4882.2%1.9%
80Δ36.2652.3%1.5%44.3182.8%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.98
IV
265.5%
B/E move
29.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.70
IV
215.0%
B/E move
22.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.15
IV
169.4%
B/E move
16.0%

35Δ

Calls
Pseudo strike
41.49
IV
65.8%
B/E move
8.3%
Puts
Pseudo strike
36.15
IV
150.8%
B/E move
13.5%

40Δ

Calls
Pseudo strike
40.50
IV
59.9%
B/E move
6.1%
Puts
Pseudo strike
37.16
IV
132.2%
B/E move
11.0%

45Δ

Calls
Pseudo strike
39.75
IV
56.6%
B/E move
4.7%
Puts
Pseudo strike
38.16
IV
113.6%
B/E move
8.6%

50Δ

Calls
Pseudo strike
39.25
IV
56.0%
B/E move
4.3%
Puts
Pseudo strike
39.16
IV
95.0%
B/E move
6.1%

55Δ

Calls
Pseudo strike
38.75
IV
55.4%
B/E move
3.8%
Puts
Pseudo strike
40.14
IV
79.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
38.25
IV
54.8%
B/E move
3.4%
Puts
Pseudo strike
40.97
IV
80.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
37.75
IV
54.2%
B/E move
2.9%
Puts
Pseudo strike
41.81
IV
80.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
37.25
IV
53.5%
B/E move
2.4%
Puts
Pseudo strike
42.64
IV
81.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
36.76
IV
52.9%
B/E move
2.0%
Puts
Pseudo strike
43.48
IV
82.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
36.26
IV
52.3%
B/E move
1.5%
Puts
Pseudo strike
44.31
IV
82.8%
B/E move
1.3%

Options history

IV · four-Friday blend41.37%
Daily EOD
CPF38.3%43.0%47.7%2026-10-20: 39.29%2026-10-21: 46.56%2026-10-23: 47.08%2026-10-26: 46.28%2026-10-27: 39.53%2026-10-28: 38.94%2026-10-30: 41.37%Oct 20Oct 26Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
39.29%
46.56%
47.08%
46.28%
39.53%
38.94%
41.37%