IntraAlpha
Create free account Start free

GBank Financial Holdings Inc. Common Stock GBFH

i

Market datapartial · fetched 2026-10-23T03:34:39.163Z

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 · 2026-10-22T20:00:02.856350448Z

FundamentalsAlpha Vantage · unavailable

Share price$17.50
1D+3.9%
AH$16.77$17.05$17.34$17.62$17.905:30 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$0.47$1.51$2.55$3.58$4.62$11.96$14.63$17.30$19.97$22.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GBFH spot · $17.50GBFH PRICE$0.86$0.75$0.59$0.73$0.88$1.03$1.17$1.34$1.66$1.98$2.30$2.62$2.93$0.89$1.14$1.34$1.52$1.70$1.87$2.00$2.12$2.25$2.37$2.50$2.62$4.32
PutsExpensive1.66×
CallsExpensive1.52×
SkewBearish+8.02 pp
Implied moveBearish±$3.17
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.60200.4%102.6%13.62134.5%27.3%
25Δ28.16142.8%65.2%14.65128.4%22.8%
30Δ19.8067.6%16.5%15.47120.6%19.3%
35Δ19.3367.1%14.6%16.19111.8%16.2%
40Δ18.8566.5%12.8%16.90103.1%13.1%
45Δ18.3865.9%10.9%17.5694.8%10.4%
50Δ17.9165.4%9.0%17.9288.6%9.0%
55Δ17.4465.1%7.3%18.2882.4%7.7%
60Δ16.9666.7%6.4%18.6476.2%6.4%
65Δ16.4968.3%5.5%18.9969.9%5.0%
70Δ16.0169.9%4.6%19.3563.7%3.7%
75Δ15.5471.5%3.7%19.7157.5%2.4%
80Δ15.0673.1%2.8%21.6062.8%1.3%

20Δ

Calls
Pseudo strike
34.60
IV
200.4%
B/E move
102.6%
Puts
Pseudo strike
13.62
IV
134.5%
B/E move
27.3%

25Δ

Calls
Pseudo strike
28.16
IV
142.8%
B/E move
65.2%
Puts
Pseudo strike
14.65
IV
128.4%
B/E move
22.8%

30Δ

Calls
Pseudo strike
19.80
IV
67.6%
B/E move
16.5%
Puts
Pseudo strike
15.47
IV
120.6%
B/E move
19.3%

35Δ

Calls
Pseudo strike
19.33
IV
67.1%
B/E move
14.6%
Puts
Pseudo strike
16.19
IV
111.8%
B/E move
16.2%

40Δ

Calls
Pseudo strike
18.85
IV
66.5%
B/E move
12.8%
Puts
Pseudo strike
16.90
IV
103.1%
B/E move
13.1%

45Δ

Calls
Pseudo strike
18.38
IV
65.9%
B/E move
10.9%
Puts
Pseudo strike
17.56
IV
94.8%
B/E move
10.4%

50Δ

Calls
Pseudo strike
17.91
IV
65.4%
B/E move
9.0%
Puts
Pseudo strike
17.92
IV
88.6%
B/E move
9.0%

55Δ

Calls
Pseudo strike
17.44
IV
65.1%
B/E move
7.3%
Puts
Pseudo strike
18.28
IV
82.4%
B/E move
7.7%

60Δ

Calls
Pseudo strike
16.96
IV
66.7%
B/E move
6.4%
Puts
Pseudo strike
18.64
IV
76.2%
B/E move
6.4%

65Δ

Calls
Pseudo strike
16.49
IV
68.3%
B/E move
5.5%
Puts
Pseudo strike
18.99
IV
69.9%
B/E move
5.0%

70Δ

Calls
Pseudo strike
16.01
IV
69.9%
B/E move
4.6%
Puts
Pseudo strike
19.35
IV
63.7%
B/E move
3.7%

75Δ

Calls
Pseudo strike
15.54
IV
71.5%
B/E move
3.7%
Puts
Pseudo strike
19.71
IV
57.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
15.06
IV
73.1%
B/E move
2.8%
Puts
Pseudo strike
21.60
IV
62.8%
B/E move
1.3%

Options history

No recorded observations