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West Bancorporation Common Stock WTBA

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T01:05:37.822Z

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 · 2026-11-11T22:19:37.411386536Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:05:37.345288+00:00

Share price$29.90
1D+0.1%
AH$30.08$30.22$30.36$30.51$30.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTBA
Sold putSold callAH

West Bancorporation Common Stock options

Live interpolated WTBA call and put midpoint premiums by absolute delta.West Bancorporation Common Stock$1.86$3.12$4.38$5.64$6.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEWTBA PRICE$6.53$2.00$2.00$2.05$2.09$2.14$2.18
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.51301.8%31.4%
25Δ24.99236.5%23.1%
30Δ26.14209.0%19.4%
35Δ27.29181.7%15.7%
40Δ28.43154.3%12.1%
45Δ29.58127.0%8.4%
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ24.57182.9%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.51
IV
301.8%
B/E move
31.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.99
IV
236.5%
B/E move
23.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.14
IV
209.0%
B/E move
19.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.29
IV
181.7%
B/E move
15.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.43
IV
154.3%
B/E move
12.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.58
IV
127.0%
B/E move
8.4%

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

Calls
Pseudo strike
24.57
IV
182.9%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.93%
Daily EOD
WTBA45.3%53.8%62.3%2026-10-21: 46.52%2026-10-22: 52.43%2026-10-23: 56.68%2026-10-26: 57.26%2026-10-27: 60.94%2026-10-28: 61.10%2026-10-29: 48.93%Oct 21Oct 26Oct 29
7 observations2026-10-21 — 2026-10-29
Table
DateIV (%)
46.52%
52.43%
56.68%
57.26%
60.94%
61.10%
48.93%