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Community West Bancshares Common Stock CWBC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T14:05:42.786Z

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 · 2026-11-11T11:35:48.104349482Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:00:51.118975+00:00

Share price$26.13
1D
Price history unavailable.

Community West Bancshares Common Stock options

Live interpolated CWBC call and put midpoint premiums by absolute delta.Community West Bancshares Common Stock$1.00$1.73$2.46$3.19$3.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECWBC PRICE$1.07$1.07$1.14$1.24$1.33$1.43$1.53$1.62$1.72$2.08$2.89$3.71$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
20Δ20.94201.4%24.0%
25Δ34.47203.5%36.0%
30Δ30.96156.2%22.6%
35Δ29.51135.9%17.3%
40Δ28.83125.8%15.1%
45Δ28.15115.7%12.8%
50Δ27.47105.6%10.6%
55Δ26.7895.5%8.3%
60Δ26.1085.4%6.1%
65Δ25.4275.3%3.9%
70Δ24.6774.7%2.4%
75Δ23.8190.0%2.2%
80Δ22.94105.2%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.94
IV
201.4%
B/E move
24.0%

25Δ

Calls
Pseudo strike
34.47
IV
203.5%
B/E move
36.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
30.96
IV
156.2%
B/E move
22.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
29.51
IV
135.9%
B/E move
17.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
28.83
IV
125.8%
B/E move
15.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
28.15
IV
115.7%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
27.47
IV
105.6%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
26.78
IV
95.5%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
26.10
IV
85.4%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
25.42
IV
75.3%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
24.67
IV
74.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.81
IV
90.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.94
IV
105.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend46.41%
Daily EOD
CWBC41.6%47.7%53.7%2026-10-20: 45.76%2026-10-21: 42.47%2026-10-22: 51.39%2026-10-28: 52.86%2026-10-29: 46.41%Oct 20Oct 22Oct 29
5 observations2026-10-20 — 2026-10-29
Table
DateIV (%)
45.76%
42.47%
51.39%
52.86%
46.41%