IntraAlpha
Create free account Start free

GBank Financial Holdings Inc. Common Stock GBFH

i

Market datapartial · fetched 2026-10-22T16:42:29.551Z

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 · 2026-10-22T16:33:42.665976065Z

FundamentalsAlpha Vantage · unavailable

Share price$17.28
1D+2.5%
$16.77$17.05$17.34$17.62$17.905:30 AM6:30 AM9:00 AM1:00 PMGBFH
Sold putSold call

GBank Financial Holdings Inc. Common Stock options

Live interpolated GBFH call and put midpoint premiums by absolute delta.GBank Financial Holdings Inc. Common Stock$0.16$4.33$8.50$12.67$16.84$10.68$13.73$16.79$19.84$22.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GBFH spot · $17.27GBFH PRICE$0.87$0.71$0.61$0.77$0.93$1.08$1.24$1.49$1.82$2.14$2.47$2.80$3.95$0.86$1.10$1.30$1.47$1.64$1.80$3.31$5.36$7.42$9.47$11.53$13.58$15.64
PutsExpensive1.99×
CallsExpensive1.62×
SkewBearish+20.07 pp
Implied moveBearish±$4.55
TiltBearish56.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.88204.8%107.0%13.49131.0%26.9%
25Δ26.79133.2%59.2%14.48124.9%22.6%
30Δ19.7171.6%17.7%15.31117.8%18.9%
35Δ19.2171.4%15.7%15.98109.5%16.0%
40Δ18.7171.3%13.7%16.64101.2%13.1%
45Δ18.2171.2%11.6%17.3193.0%10.2%
50Δ17.7071.0%9.6%19.0894.1%8.7%
55Δ17.2072.3%8.2%21.3099.2%7.7%
60Δ16.7074.6%7.2%23.52104.2%6.8%
65Δ16.2076.8%6.2%25.75109.2%5.8%
70Δ15.7079.1%5.2%27.97114.3%4.8%
75Δ15.2081.3%4.2%30.19119.3%3.9%
80Δ13.94102.3%3.5%32.41124.3%2.9%

20Δ

Calls
Pseudo strike
34.88
IV
204.8%
B/E move
107.0%
Puts
Pseudo strike
13.49
IV
131.0%
B/E move
26.9%

25Δ

Calls
Pseudo strike
26.79
IV
133.2%
B/E move
59.2%
Puts
Pseudo strike
14.48
IV
124.9%
B/E move
22.6%

30Δ

Calls
Pseudo strike
19.71
IV
71.6%
B/E move
17.7%
Puts
Pseudo strike
15.31
IV
117.8%
B/E move
18.9%

35Δ

Calls
Pseudo strike
19.21
IV
71.4%
B/E move
15.7%
Puts
Pseudo strike
15.98
IV
109.5%
B/E move
16.0%

40Δ

Calls
Pseudo strike
18.71
IV
71.3%
B/E move
13.7%
Puts
Pseudo strike
16.64
IV
101.2%
B/E move
13.1%

45Δ

Calls
Pseudo strike
18.21
IV
71.2%
B/E move
11.6%
Puts
Pseudo strike
17.31
IV
93.0%
B/E move
10.2%

50Δ

Calls
Pseudo strike
17.70
IV
71.0%
B/E move
9.6%
Puts
Pseudo strike
19.08
IV
94.1%
B/E move
8.7%

55Δ

Calls
Pseudo strike
17.20
IV
72.3%
B/E move
8.2%
Puts
Pseudo strike
21.30
IV
99.2%
B/E move
7.7%

60Δ

Calls
Pseudo strike
16.70
IV
74.6%
B/E move
7.2%
Puts
Pseudo strike
23.52
IV
104.2%
B/E move
6.8%

65Δ

Calls
Pseudo strike
16.20
IV
76.8%
B/E move
6.2%
Puts
Pseudo strike
25.75
IV
109.2%
B/E move
5.8%

70Δ

Calls
Pseudo strike
15.70
IV
79.1%
B/E move
5.2%
Puts
Pseudo strike
27.97
IV
114.3%
B/E move
4.8%

75Δ

Calls
Pseudo strike
15.20
IV
81.3%
B/E move
4.2%
Puts
Pseudo strike
30.19
IV
119.3%
B/E move
3.9%

80Δ

Calls
Pseudo strike
13.94
IV
102.3%
B/E move
3.5%
Puts
Pseudo strike
32.41
IV
124.3%
B/E move
2.9%

Options history

No recorded observations