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CVB Financial Corporation Common Stock CVBF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T14:48:48.830Z

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 · 2026-11-11T14:48:32.206747616Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:38:57.983971+00:00

Share price$22.72
1D-0.1%
$22.68$22.70$22.72$22.73$22.755:30 AM6:30 AM9:00 AM1:00 PMCVBF
Sold putSold call

CVB Financial Corporation Common Stock options

Live interpolated CVBF call and put midpoint premiums by absolute delta.CVB Financial Corporation Common Stock$0.26$0.48$0.70$0.92$1.14$-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 P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECVBF PRICE$0.29$0.34$0.39$0.45$0.50$0.55$1.07$1.07
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.88225.7%26.1%
25Δ19.52175.7%18.8%
30Δ23.9237.2%6.5%
35Δ23.6836.4%5.7%
40Δ23.4435.6%4.9%
45Δ23.1934.8%4.1%
50Δ22.9534.0%3.2%
55Δ22.7133.2%2.4%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.88
IV
225.7%
B/E move
26.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.52
IV
175.7%
B/E move
18.8%

30Δ

Calls
Pseudo strike
23.92
IV
37.2%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
23.68
IV
36.4%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
23.44
IV
35.6%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
23.19
IV
34.8%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
22.95
IV
34.0%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
22.71
IV
33.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.20%
Daily EOD
CVBF33.7%38.8%43.9%2026-10-19: 38.87%2026-10-20: 35.32%2026-10-21: 34.36%2026-10-22: 37.50%2026-10-23: 38.99%2026-10-26: 43.16%2026-10-28: 37.20%Oct 19Oct 22Oct 28
7 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
38.87%
35.32%
34.36%
37.50%
38.99%
43.16%
37.20%