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CVB Financial Corporation CVBF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T15:13:01.001Z

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 · 2026-10-22T15:12:54.236894801Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T15:13:00.505380+00:00

Share price$22.65
1D+1.6%
$22.25$22.39$22.53$22.66$22.805:30 AM6:30 AM9:00 AM1:00 PMCVBF
Sold putSold call

CVB Financial Corporation options

Live interpolated CVBF call and put midpoint premiums by absolute delta.CVB Financial Corporation$0.34$0.90$1.45$2.00$2.56$18.36$20.25$22.13$24.02$25.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVBF spot · $22.64CVBF PRICE$0.40$0.43$0.46$0.49$0.52$0.55$0.58$0.61$0.72$1.00$1.27$1.54$1.82$0.61$0.75$0.90$1.05$1.19$1.34$1.49$1.64$1.79$1.95$2.10$2.25$2.40
PutsExpensive2.22×
CallsExpensive1.43×
SkewBearish+15.95 pp
Implied moveBearish±$2.07
TiltBearish30.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.1176.8%30.3%18.7380.4%20.0%
25Δ28.2469.3%26.6%19.5075.5%17.2%
30Δ27.3861.8%22.9%20.2770.6%14.5%
35Δ26.5154.4%19.3%21.0465.7%11.7%
40Δ25.6546.9%15.6%21.8160.8%8.9%
45Δ24.7839.5%11.9%22.5456.2%6.4%
50Δ23.9232.0%8.2%22.8653.3%5.6%
55Δ23.0524.6%4.5%23.1950.4%4.8%
60Δ22.3820.1%2.0%23.5247.5%4.1%
65Δ22.0521.0%1.8%23.8544.6%3.3%
70Δ21.7121.8%1.5%24.1841.7%2.5%
75Δ21.3822.6%1.2%24.5038.9%1.7%
80Δ21.0523.5%1.0%24.8336.0%0.9%

20Δ

Calls
Pseudo strike
29.11
IV
76.8%
B/E move
30.3%
Puts
Pseudo strike
18.73
IV
80.4%
B/E move
20.0%

25Δ

Calls
Pseudo strike
28.24
IV
69.3%
B/E move
26.6%
Puts
Pseudo strike
19.50
IV
75.5%
B/E move
17.2%

30Δ

Calls
Pseudo strike
27.38
IV
61.8%
B/E move
22.9%
Puts
Pseudo strike
20.27
IV
70.6%
B/E move
14.5%

35Δ

Calls
Pseudo strike
26.51
IV
54.4%
B/E move
19.3%
Puts
Pseudo strike
21.04
IV
65.7%
B/E move
11.7%

40Δ

Calls
Pseudo strike
25.65
IV
46.9%
B/E move
15.6%
Puts
Pseudo strike
21.81
IV
60.8%
B/E move
8.9%

45Δ

Calls
Pseudo strike
24.78
IV
39.5%
B/E move
11.9%
Puts
Pseudo strike
22.54
IV
56.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
23.92
IV
32.0%
B/E move
8.2%
Puts
Pseudo strike
22.86
IV
53.3%
B/E move
5.6%

55Δ

Calls
Pseudo strike
23.05
IV
24.6%
B/E move
4.5%
Puts
Pseudo strike
23.19
IV
50.4%
B/E move
4.8%

60Δ

Calls
Pseudo strike
22.38
IV
20.1%
B/E move
2.0%
Puts
Pseudo strike
23.52
IV
47.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
22.05
IV
21.0%
B/E move
1.8%
Puts
Pseudo strike
23.85
IV
44.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
21.71
IV
21.8%
B/E move
1.5%
Puts
Pseudo strike
24.18
IV
41.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
21.38
IV
22.6%
B/E move
1.2%
Puts
Pseudo strike
24.50
IV
38.9%
B/E move
1.7%

80Δ

Calls
Pseudo strike
21.05
IV
23.5%
B/E move
1.0%
Puts
Pseudo strike
24.83
IV
36.0%
B/E move
0.9%

Options history

No recorded observations