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East West Bancorp Inc EWBC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T21:17:59.077Z

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 · 2026-10-22T20:00:03.280619957Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T21:17:58.612100+00:00

Share price$132.65
1D+1.4%
AH$130.43$131.11$131.80$132.49$133.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEWBC
Sold putSold callAH

East West Bancorp Inc options

Live interpolated EWBC call and put midpoint premiums by absolute delta.East West Bancorp Inc$0.69$3.94$7.20$10.46$13.71$118.34$125.06$131.78$138.51$145.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EWBC spot · $132.65EWBC PRICE$1.04$1.29$1.71$2.12$2.54$3.00$3.54$4.07$4.60$5.13$6.01$6.91$7.81$1.24$1.61$2.02$2.43$3.00$3.64$4.27$4.91$5.72$6.59$7.46$8.43$12.77
PutsExpensive1.08×
CallsCheap0.89×
SkewBearish+3.43 pp
Implied moveBearish±$7.81
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ142.2826.3%8.0%124.7028.7%6.9%
25Δ139.3923.1%6.0%126.5027.4%5.9%
30Δ138.1723.5%5.4%128.0626.9%5.0%
35Δ136.9623.9%4.9%129.6226.3%4.1%
40Δ135.7524.3%4.3%130.9526.3%3.5%
45Δ134.5724.4%3.7%132.2026.4%3.1%
50Δ133.4324.1%3.3%133.4626.5%2.6%
55Δ132.3023.8%2.8%134.7226.7%2.1%
60Δ131.1723.4%2.4%136.0326.5%1.8%
65Δ130.0423.1%1.9%137.3726.2%1.4%
70Δ128.7822.9%1.6%138.7025.8%1.1%
75Δ127.5222.6%1.3%140.1325.8%0.7%
80Δ126.2622.3%1.1%144.5732.9%0.6%

20Δ

Calls
Pseudo strike
142.28
IV
26.3%
B/E move
8.0%
Puts
Pseudo strike
124.70
IV
28.7%
B/E move
6.9%

25Δ

Calls
Pseudo strike
139.39
IV
23.1%
B/E move
6.0%
Puts
Pseudo strike
126.50
IV
27.4%
B/E move
5.9%

30Δ

Calls
Pseudo strike
138.17
IV
23.5%
B/E move
5.4%
Puts
Pseudo strike
128.06
IV
26.9%
B/E move
5.0%

35Δ

Calls
Pseudo strike
136.96
IV
23.9%
B/E move
4.9%
Puts
Pseudo strike
129.62
IV
26.3%
B/E move
4.1%

40Δ

Calls
Pseudo strike
135.75
IV
24.3%
B/E move
4.3%
Puts
Pseudo strike
130.95
IV
26.3%
B/E move
3.5%

45Δ

Calls
Pseudo strike
134.57
IV
24.4%
B/E move
3.7%
Puts
Pseudo strike
132.20
IV
26.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
133.43
IV
24.1%
B/E move
3.3%
Puts
Pseudo strike
133.46
IV
26.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
132.30
IV
23.8%
B/E move
2.8%
Puts
Pseudo strike
134.72
IV
26.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
131.17
IV
23.4%
B/E move
2.4%
Puts
Pseudo strike
136.03
IV
26.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
130.04
IV
23.1%
B/E move
1.9%
Puts
Pseudo strike
137.37
IV
26.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
128.78
IV
22.9%
B/E move
1.6%
Puts
Pseudo strike
138.70
IV
25.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
127.52
IV
22.6%
B/E move
1.3%
Puts
Pseudo strike
140.13
IV
25.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
126.26
IV
22.3%
B/E move
1.1%
Puts
Pseudo strike
144.57
IV
32.9%
B/E move
0.6%

Options history

EWBC22.5223.8025.082026-10-20: 24.90%2026-10-21: 22.70%Oct 20Oct 21
Table
DateIV
24.90%
22.70%