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East West Bancorp, Inc. Common Stock EWBC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T15:51:55.852Z

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 · 2026-11-11T15:51:46.667089417Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:46:10.983924+00:00

Share price$129.62
1D-0.8%
$129.33$129.70$130.07$130.44$130.815:30 AM6:30 AM9:00 AM1:00 PMEWBC
Sold putSold call

East West Bancorp, Inc. Common Stock options

Live interpolated EWBC call and put midpoint premiums by absolute delta.East West Bancorp, Inc. Common Stock$0.37$2.67$4.97$7.26$9.56$122.02$126.24$130.45$134.66$138.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWBC spot · $129.62EWBC PRICE$0.92$1.20$1.43$1.61$1.78$1.96$2.28$3.19$4.10$5.00$5.91$7.25$8.90$0.62$0.82$1.01$1.20$1.40$1.59$1.78$2.21$2.77$3.32$3.88$4.43$4.99
PutsCheap0.80×
CallsFair1.00×
SkewBullish-13.95 pp
Implied moveBullish±$4.06
TiltBullish20.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ137.2238.9%6.6%125.2726.2%3.8%
25Δ135.7539.9%5.7%126.0225.4%3.4%
30Δ134.4338.9%4.8%126.7624.6%3.0%
35Δ133.2735.8%4.1%127.5123.8%2.6%
40Δ132.1032.8%3.3%128.2523.0%2.1%
45Δ130.9429.8%2.5%129.0022.2%1.7%
50Δ129.7928.0%1.9%129.7521.4%1.3%
55Δ128.7131.4%1.8%130.4921.4%1.0%
60Δ127.6234.8%1.6%131.2321.7%0.9%
65Δ126.5438.1%1.5%131.9622.1%0.8%
70Δ125.4641.5%1.4%132.7022.4%0.6%
75Δ123.8844.5%1.2%133.4422.7%0.5%
80Δ121.9447.1%0.9%134.1823.1%0.3%

20Δ

Calls
Pseudo strike
137.22
IV
38.9%
B/E move
6.6%
Puts
Pseudo strike
125.27
IV
26.2%
B/E move
3.8%

25Δ

Calls
Pseudo strike
135.75
IV
39.9%
B/E move
5.7%
Puts
Pseudo strike
126.02
IV
25.4%
B/E move
3.4%

30Δ

Calls
Pseudo strike
134.43
IV
38.9%
B/E move
4.8%
Puts
Pseudo strike
126.76
IV
24.6%
B/E move
3.0%

35Δ

Calls
Pseudo strike
133.27
IV
35.8%
B/E move
4.1%
Puts
Pseudo strike
127.51
IV
23.8%
B/E move
2.6%

40Δ

Calls
Pseudo strike
132.10
IV
32.8%
B/E move
3.3%
Puts
Pseudo strike
128.25
IV
23.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
130.94
IV
29.8%
B/E move
2.5%
Puts
Pseudo strike
129.00
IV
22.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
129.79
IV
28.0%
B/E move
1.9%
Puts
Pseudo strike
129.75
IV
21.4%
B/E move
1.3%

55Δ

Calls
Pseudo strike
128.71
IV
31.4%
B/E move
1.8%
Puts
Pseudo strike
130.49
IV
21.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
127.62
IV
34.8%
B/E move
1.6%
Puts
Pseudo strike
131.23
IV
21.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
126.54
IV
38.1%
B/E move
1.5%
Puts
Pseudo strike
131.96
IV
22.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
125.46
IV
41.5%
B/E move
1.4%
Puts
Pseudo strike
132.70
IV
22.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
123.88
IV
44.5%
B/E move
1.2%
Puts
Pseudo strike
133.44
IV
22.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
121.94
IV
47.1%
B/E move
0.9%
Puts
Pseudo strike
134.18
IV
23.1%
B/E move
0.3%

Options history

IV · four-Friday blend23.99%
Daily close
EWBC21.3%26.8%32.4%2026-08-13: 22.05%2026-08-20: 29.39%2026-08-21: 23.79%2026-08-24: 23.91%2026-08-25: 24.00%2026-08-26: 24.45%2026-08-27: 23.74%2026-08-28: 23.24%2026-08-31: 23.93%2026-09-01: 23.88%2026-09-02: 22.51%2026-09-03: 23.46%2026-09-04: 23.38%2026-09-08: 24.38%2026-09-09: 25.40%2026-09-11: 23.52%2026-09-14: 27.48%2026-09-15: 29.87%2026-09-16: 31.61%2026-09-18: 23.60%2026-09-21: 24.93%2026-09-22: 25.07%2026-09-23: 25.01%2026-09-24: 25.32%2026-09-25: 24.54%2026-09-28: 24.36%2026-09-29: 23.54%2026-09-30: 25.52%2026-10-01: 24.31%2026-10-02: 24.82%2026-10-05: 24.38%2026-10-06: 25.02%2026-10-07: 26.11%2026-10-08: 25.36%2026-10-09: 25.83%2026-10-12: 28.01%2026-10-13: 26.97%2026-10-16: 24.64%2026-10-19: 25.97%2026-10-20: 25.04%2026-10-21: 22.93%2026-10-22: 23.34%2026-10-23: 23.67%2026-10-26: 23.23%2026-10-27: 24.02%2026-10-28: 23.27%2026-10-29: 22.92%2026-10-30: 23.99%Aug 13Sep 24Oct 30
48 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
22.05%
29.39%
23.79%
23.91%
24.00%
24.45%
23.74%
23.24%
23.93%
23.88%
22.51%
23.46%
23.38%
24.38%
25.40%
23.52%
27.48%
29.87%
31.61%
23.60%
24.93%
25.07%
25.01%
25.32%
24.54%
24.36%
23.54%
25.52%
24.31%
24.82%
24.38%
25.02%
26.11%
25.36%
25.83%
28.01%
26.97%
24.64%
25.97%
25.04%
22.93%
23.34%
23.67%
23.23%
24.02%
23.27%
22.92%
23.99%