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PCB Bancorp Common Stock PCB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T00:50:22.633Z

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 · 2026-11-11T21:00:00.406307954Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:48:16.777937+00:00

Share price$29.96
1D-3.4%
AH$29.82$30.14$30.46$30.77$31.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCB
Sold putSold callAH

PCB Bancorp Common Stock options

Live interpolated PCB call and put midpoint premiums by absolute delta.PCB Bancorp Common Stock$1.80$2.72$3.64$4.55$5.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEPCB PRICE$1.94$1.98$2.03$2.07$2.28$2.87$3.45$4.04$4.62$5.21$1.90
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.69290.1%30.6%
25Δ
30Δ
35Δ37.95228.0%33.1%
40Δ35.79196.9%26.1%
45Δ33.64165.8%19.1%
50Δ31.49134.7%12.0%
55Δ29.74114.3%6.9%
60Δ28.91117.8%6.0%
65Δ28.07121.3%5.2%
70Δ27.23124.8%4.4%
75Δ26.40128.3%3.5%
80Δ25.56131.8%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.69
IV
290.1%
B/E move
30.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
37.95
IV
228.0%
B/E move
33.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
35.79
IV
196.9%
B/E move
26.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
33.64
IV
165.8%
B/E move
19.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
31.49
IV
134.7%
B/E move
12.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
29.74
IV
114.3%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
28.91
IV
117.8%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
28.07
IV
121.3%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.23
IV
124.8%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.40
IV
128.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.56
IV
131.8%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.11%
Daily EOD
PCB40.6%47.7%54.9%2026-10-21: 53.90%2026-10-22: 48.45%2026-10-23: 41.58%2026-10-26: 49.24%2026-10-27: 46.07%2026-10-28: 50.34%2026-10-29: 47.42%2026-10-30: 43.11%Oct 21Oct 26Oct 30
8 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
53.90%
48.45%
41.58%
49.24%
46.07%
50.34%
47.42%
43.11%