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Glacier Bancorp Inc GBCI

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T10:07:00.572Z

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 · 2026-10-21T23:00:00.003429221Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:06:58.537361+00:00

Share price$44.69
1D-0.0%
AH$44.28$44.44$44.59$44.74$44.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGBCI
Sold putSold callAH

Glacier Bancorp Inc options

Live interpolated GBCI call and put midpoint premiums by absolute delta.Glacier Bancorp Inc$1.31$2.26$3.20$4.15$5.09$35.32$39.78$44.24$48.70$53.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GBCI spot · $44.69GBCI PRICE$1.70$1.42$1.58$1.77$1.96$2.15$2.52$2.95$3.39$3.83$4.26$4.70$1.79$1.89$1.99$2.10$2.20$2.30$2.48$2.87$3.26$3.65$4.04$4.43$4.82
PutsExpensive2.54×
CallsExpensive2.08×
SkewBearish+7.12 pp
Implied moveBearish±$4.63
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.59113.7%24.4%
25Δ57.87105.2%33.3%37.24101.7%20.9%
30Δ50.2764.6%15.6%38.8889.8%17.5%
35Δ48.8758.9%12.9%40.5277.9%14.0%
40Δ47.6854.8%10.7%42.1766.0%10.6%
45Δ46.5050.7%8.4%43.8154.1%7.1%
50Δ45.3246.5%6.2%45.1845.0%4.5%
55Δ44.4744.8%5.1%45.8243.3%3.9%
60Δ43.7444.0%4.5%46.4741.7%3.3%
65Δ43.0243.2%3.8%47.1140.0%2.8%
70Δ42.2942.4%3.2%47.7538.3%2.2%
75Δ41.5641.6%2.5%48.4036.6%1.6%
80Δ40.8440.8%1.9%49.0435.0%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.59
IV
113.7%
B/E move
24.4%

25Δ

Calls
Pseudo strike
57.87
IV
105.2%
B/E move
33.3%
Puts
Pseudo strike
37.24
IV
101.7%
B/E move
20.9%

30Δ

Calls
Pseudo strike
50.27
IV
64.6%
B/E move
15.6%
Puts
Pseudo strike
38.88
IV
89.8%
B/E move
17.5%

35Δ

Calls
Pseudo strike
48.87
IV
58.9%
B/E move
12.9%
Puts
Pseudo strike
40.52
IV
77.9%
B/E move
14.0%

40Δ

Calls
Pseudo strike
47.68
IV
54.8%
B/E move
10.7%
Puts
Pseudo strike
42.17
IV
66.0%
B/E move
10.6%

45Δ

Calls
Pseudo strike
46.50
IV
50.7%
B/E move
8.4%
Puts
Pseudo strike
43.81
IV
54.1%
B/E move
7.1%

50Δ

Calls
Pseudo strike
45.32
IV
46.5%
B/E move
6.2%
Puts
Pseudo strike
45.18
IV
45.0%
B/E move
4.5%

55Δ

Calls
Pseudo strike
44.47
IV
44.8%
B/E move
5.1%
Puts
Pseudo strike
45.82
IV
43.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
43.74
IV
44.0%
B/E move
4.5%
Puts
Pseudo strike
46.47
IV
41.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
43.02
IV
43.2%
B/E move
3.8%
Puts
Pseudo strike
47.11
IV
40.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
42.29
IV
42.4%
B/E move
3.2%
Puts
Pseudo strike
47.75
IV
38.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
41.56
IV
41.6%
B/E move
2.5%
Puts
Pseudo strike
48.40
IV
36.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
40.84
IV
40.8%
B/E move
1.9%
Puts
Pseudo strike
49.04
IV
35.0%
B/E move
1.0%

Options history

No recorded observations