IntraAlpha
Create free account Start free

GBank Financial Holdings Inc. Common Stock GBFH

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:45:29.694Z

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 · 2026-11-11T21:00:02.59306174Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:45:29.213605+00:00

Share price$15.32
1D+2.2%
AH$14.95$15.12$15.28$15.45$15.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGBFH
Sold putSold callAH

GBank Financial Holdings Inc. Common Stock options

Live interpolated GBFH call and put midpoint premiums by absolute delta.GBank Financial Holdings Inc. Common Stock$0.20$2.05$3.90$5.75$7.60$11.80$13.77$15.74$17.71$19.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GBFH spot · $15.32GBFH PRICE$0.40$0.55$0.70$0.85$0.95$1.04$1.12$1.21$1.46$2.04$2.62$3.19$3.77$0.41$0.47$0.53$0.58$0.64$0.88$1.15$1.43$1.70$1.97$2.25$2.52$7.06
PutsExpensive1.56×
CallsExpensive1.28×
SkewBullish-35.31 pp
Implied moveBalanced±$2.28
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.86170.5%32.2%12.83148.0%18.9%
25Δ19.12171.4%28.4%13.35133.2%15.9%
30Δ18.38172.4%24.6%13.88118.4%12.9%
35Δ17.65173.3%20.7%14.40103.6%9.8%
40Δ17.06163.6%17.5%14.9288.8%6.8%
45Δ16.50151.2%14.4%15.3189.4%5.8%
50Δ15.94138.8%11.4%15.6792.8%5.2%
55Δ15.38126.3%8.3%16.0496.3%4.6%
60Δ14.78121.0%6.0%16.4099.7%4.0%
65Δ14.09131.1%5.3%16.77103.2%3.5%
70Δ13.40141.3%4.5%17.13106.7%2.9%
75Δ12.70151.4%3.8%17.49110.1%2.3%
80Δ12.01161.6%3.0%21.90224.7%3.1%

20Δ

Calls
Pseudo strike
19.86
IV
170.5%
B/E move
32.2%
Puts
Pseudo strike
12.83
IV
148.0%
B/E move
18.9%

25Δ

Calls
Pseudo strike
19.12
IV
171.4%
B/E move
28.4%
Puts
Pseudo strike
13.35
IV
133.2%
B/E move
15.9%

30Δ

Calls
Pseudo strike
18.38
IV
172.4%
B/E move
24.6%
Puts
Pseudo strike
13.88
IV
118.4%
B/E move
12.9%

35Δ

Calls
Pseudo strike
17.65
IV
173.3%
B/E move
20.7%
Puts
Pseudo strike
14.40
IV
103.6%
B/E move
9.8%

40Δ

Calls
Pseudo strike
17.06
IV
163.6%
B/E move
17.5%
Puts
Pseudo strike
14.92
IV
88.8%
B/E move
6.8%

45Δ

Calls
Pseudo strike
16.50
IV
151.2%
B/E move
14.4%
Puts
Pseudo strike
15.31
IV
89.4%
B/E move
5.8%

50Δ

Calls
Pseudo strike
15.94
IV
138.8%
B/E move
11.4%
Puts
Pseudo strike
15.67
IV
92.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
15.38
IV
126.3%
B/E move
8.3%
Puts
Pseudo strike
16.04
IV
96.3%
B/E move
4.6%

60Δ

Calls
Pseudo strike
14.78
IV
121.0%
B/E move
6.0%
Puts
Pseudo strike
16.40
IV
99.7%
B/E move
4.0%

65Δ

Calls
Pseudo strike
14.09
IV
131.1%
B/E move
5.3%
Puts
Pseudo strike
16.77
IV
103.2%
B/E move
3.5%

70Δ

Calls
Pseudo strike
13.40
IV
141.3%
B/E move
4.5%
Puts
Pseudo strike
17.13
IV
106.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
12.70
IV
151.4%
B/E move
3.8%
Puts
Pseudo strike
17.49
IV
110.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
12.01
IV
161.6%
B/E move
3.0%
Puts
Pseudo strike
21.90
IV
224.7%
B/E move
3.1%

Options history

IV · four-Friday blend80.42%
Daily close
GBFH50.5%81.9%113.4%2026-08-13: 70.42%2026-08-14: 70.86%2026-08-21: 57.76%2026-08-24: 56.75%2026-08-26: 60.59%2026-08-27: 62.14%2026-08-28: 62.57%2026-09-01: 62.17%2026-09-02: 60.35%2026-09-03: 63.25%2026-09-04: 58.87%2026-09-08: 62.52%2026-09-09: 59.52%2026-09-10: 68.37%2026-09-15: 62.65%2026-09-16: 91.14%2026-09-17: 109.03%2026-09-18: 65.17%2026-09-21: 64.05%2026-09-22: 57.73%2026-09-23: 58.13%2026-09-24: 58.85%2026-09-25: 57.02%2026-09-28: 59.04%2026-09-29: 63.15%2026-09-30: 62.13%2026-10-01: 63.14%2026-10-02: 60.14%2026-10-05: 62.92%2026-10-06: 70.49%2026-10-08: 66.15%2026-10-12: 86.17%2026-10-13: 82.47%2026-10-15: 96.09%2026-10-16: 60.79%2026-10-19: 54.79%2026-10-20: 62.52%2026-10-21: 59.01%2026-10-22: 63.57%2026-10-23: 64.60%2026-10-26: 65.69%2026-10-27: 59.03%2026-10-29: 78.41%2026-10-30: 80.42%Aug 13Sep 24Oct 30
44 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
70.42%
70.86%
57.76%
56.75%
60.59%
62.14%
62.57%
62.17%
60.35%
63.25%
58.87%
62.52%
59.52%
68.37%
62.65%
91.14%
109.03%
65.17%
64.05%
57.73%
58.13%
58.85%
57.02%
59.04%
63.15%
62.13%
63.14%
60.14%
62.92%
70.49%
66.15%
86.17%
82.47%
96.09%
60.79%
54.79%
62.52%
59.01%
63.57%
64.60%
65.69%
59.03%
78.41%
80.42%