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CUSTOMERS BANCORP INC CUBI

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Market datapartial · fetched 2026-11-11T14:51:49.148Z

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 · 2026-11-11T14:51:04.428776051Z

FundamentalsAlpha Vantage · unavailable

Share price$84.86
1D-0.0%
$84.31$84.46$84.60$84.75$84.905:30 AM6:30 AM9:00 AM1:00 PMCUBI
Sold putSold call

CUSTOMERS BANCORP INC options

Live interpolated CUBI call and put midpoint premiums by absolute delta.CUSTOMERS BANCORP INC$0.49$1.65$2.81$3.97$5.13$78.47$82.04$85.60$89.17$92.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CUBI spot · $84.86CUBI PRICE$1.09$1.17$1.32$1.50$1.69$1.89$2.09$2.52$3.00$3.48$3.93$4.37$4.80$0.61$0.74$0.92$1.23$1.54$1.84$2.16$2.55$2.95$3.34$3.75$4.19$4.62
PutsFair1.04×
CallsFair1.02×
SkewBullish-10.98 pp
Implied moveBalanced±$4.25
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.6679.3%14.0%80.5840.1%5.8%
25Δ91.2961.6%9.0%81.7236.5%4.6%
30Δ89.2953.9%6.8%82.6934.5%3.6%
35Δ87.8949.3%5.3%83.2935.6%3.3%
40Δ86.8846.2%4.4%83.8936.8%2.9%
45Δ86.0143.6%3.6%84.4938.0%2.6%
50Δ85.1441.0%2.8%85.1038.9%2.3%
55Δ84.3841.4%2.4%85.7738.6%1.9%
60Δ83.6342.4%2.1%86.4338.4%1.6%
65Δ82.8943.4%1.8%87.1038.1%1.3%
70Δ82.1743.0%1.5%87.7537.3%1.0%
75Δ81.4841.0%1.2%88.3935.5%0.8%
80Δ80.8039.0%0.9%89.0233.8%0.5%

20Δ

Calls
Pseudo strike
95.66
IV
79.3%
B/E move
14.0%
Puts
Pseudo strike
80.58
IV
40.1%
B/E move
5.8%

25Δ

Calls
Pseudo strike
91.29
IV
61.6%
B/E move
9.0%
Puts
Pseudo strike
81.72
IV
36.5%
B/E move
4.6%

30Δ

Calls
Pseudo strike
89.29
IV
53.9%
B/E move
6.8%
Puts
Pseudo strike
82.69
IV
34.5%
B/E move
3.6%

35Δ

Calls
Pseudo strike
87.89
IV
49.3%
B/E move
5.3%
Puts
Pseudo strike
83.29
IV
35.6%
B/E move
3.3%

40Δ

Calls
Pseudo strike
86.88
IV
46.2%
B/E move
4.4%
Puts
Pseudo strike
83.89
IV
36.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
86.01
IV
43.6%
B/E move
3.6%
Puts
Pseudo strike
84.49
IV
38.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
85.14
IV
41.0%
B/E move
2.8%
Puts
Pseudo strike
85.10
IV
38.9%
B/E move
2.3%

55Δ

Calls
Pseudo strike
84.38
IV
41.4%
B/E move
2.4%
Puts
Pseudo strike
85.77
IV
38.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
83.63
IV
42.4%
B/E move
2.1%
Puts
Pseudo strike
86.43
IV
38.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
82.89
IV
43.4%
B/E move
1.8%
Puts
Pseudo strike
87.10
IV
38.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
82.17
IV
43.0%
B/E move
1.5%
Puts
Pseudo strike
87.75
IV
37.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
81.48
IV
41.0%
B/E move
1.2%
Puts
Pseudo strike
88.39
IV
35.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
80.80
IV
39.0%
B/E move
0.9%
Puts
Pseudo strike
89.02
IV
33.8%
B/E move
0.5%

Options history

IV · four-Friday blend34.55%
Daily EOD
CUBI33.1%36.4%39.6%2026-10-19: 37.55%2026-10-20: 37.82%2026-10-21: 37.66%2026-10-22: 39.12%2026-10-23: 34.44%2026-10-26: 34.42%2026-10-27: 34.49%2026-10-28: 33.79%2026-10-29: 33.58%2026-10-30: 34.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.55%
37.82%
37.66%
39.12%
34.44%
34.42%
34.49%
33.79%
33.58%
34.55%