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Customers Bancorp, Inc. CUBI

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T08:06:28.315Z

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 · 2026-10-21T23:00:00.001991575Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:58:51.608288+00:00

Share price$76.31
1D+0.1%
AH$75.66$75.89$76.11$76.34$76.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCUBI
Sold putSold callAH

Customers Bancorp, Inc. options

Live interpolated CUBI call and put midpoint premiums by absolute delta.Customers Bancorp, Inc.$1.00$3.55$6.10$8.65$11.20$64.10$70.10$76.09$82.08$88.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CUBI spot · $76.31CUBI PRICE$1.27$1.50$1.76$2.01$2.34$2.73$3.22$3.83$4.47$5.25$6.03$6.85$7.72$1.49$1.76$2.15$2.57$3.00$3.43$3.86$4.53$5.35$6.28$7.27$8.63$10.46
PutsExpensive1.53×
CallsExpensive1.56×
SkewBearish+2.03 pp
Implied moveBearish±$7.08
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.9156.7%18.2%67.6857.0%13.3%
25Δ85.4150.2%13.9%70.1751.1%10.4%
30Δ82.6546.0%10.6%71.8548.8%8.7%
35Δ80.8142.5%8.5%73.3446.9%7.3%
40Δ79.3540.5%7.0%74.7045.4%6.1%
45Δ78.1639.8%6.0%75.8943.6%5.0%
50Δ77.0139.8%5.1%77.0541.7%4.1%
55Δ75.9240.8%4.5%78.2541.4%3.4%
60Δ74.8141.6%3.9%79.4842.2%2.9%
65Δ73.6042.3%3.3%80.8042.7%2.3%
70Δ72.3842.8%2.8%82.1842.9%1.8%
75Δ71.1441.9%2.2%83.8843.7%1.4%
80Δ69.8641.3%1.7%86.0245.4%1.0%

20Δ

Calls
Pseudo strike
88.91
IV
56.7%
B/E move
18.2%
Puts
Pseudo strike
67.68
IV
57.0%
B/E move
13.3%

25Δ

Calls
Pseudo strike
85.41
IV
50.2%
B/E move
13.9%
Puts
Pseudo strike
70.17
IV
51.1%
B/E move
10.4%

30Δ

Calls
Pseudo strike
82.65
IV
46.0%
B/E move
10.6%
Puts
Pseudo strike
71.85
IV
48.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
80.81
IV
42.5%
B/E move
8.5%
Puts
Pseudo strike
73.34
IV
46.9%
B/E move
7.3%

40Δ

Calls
Pseudo strike
79.35
IV
40.5%
B/E move
7.0%
Puts
Pseudo strike
74.70
IV
45.4%
B/E move
6.1%

45Δ

Calls
Pseudo strike
78.16
IV
39.8%
B/E move
6.0%
Puts
Pseudo strike
75.89
IV
43.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
77.01
IV
39.8%
B/E move
5.1%
Puts
Pseudo strike
77.05
IV
41.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
75.92
IV
40.8%
B/E move
4.5%
Puts
Pseudo strike
78.25
IV
41.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
74.81
IV
41.6%
B/E move
3.9%
Puts
Pseudo strike
79.48
IV
42.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
73.60
IV
42.3%
B/E move
3.3%
Puts
Pseudo strike
80.80
IV
42.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
72.38
IV
42.8%
B/E move
2.8%
Puts
Pseudo strike
82.18
IV
42.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
71.14
IV
41.9%
B/E move
2.2%
Puts
Pseudo strike
83.88
IV
43.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
69.86
IV
41.3%
B/E move
1.7%
Puts
Pseudo strike
86.02
IV
45.4%
B/E move
1.0%

Options history

No recorded observations