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Banc of California, Inc. BANC

i

Market dataready · fetched 2026-11-03T23:20:05.217Z

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 · 2026-11-03T21:23:21.96809278Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T23:20:04.556797+00:00

Share price$18.40
1D-0.7%
AH$18.29$18.40$18.52$18.63$18.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBANC
Sold putSold callAH

Banc of California, Inc. options

Live interpolated BANC call and put midpoint premiums by absolute delta.Banc of California, Inc.$0.08$0.71$1.34$1.98$2.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEBANC PRICE$0.21$0.31$0.41$0.51$0.61$0.71$0.81$0.91$1.01$1.11$1.21$1.67$2.43$0.15
Puts——
CallsExpensive1.32×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.7735.6%8.6%17.3433.6%6.5%
25Δ19.5536.4%7.9%
30Δ19.3337.3%7.3%
35Δ19.1238.1%6.6%
40Δ18.9039.0%6.0%
45Δ18.6839.8%5.4%
50Δ18.4640.7%4.7%
55Δ18.2541.5%4.1%
60Δ18.0342.4%3.5%
65Δ17.8143.2%2.8%
70Δ17.6044.1%2.2%
75Δ17.0652.1%1.8%
80Δ16.2765.8%1.6%

20Δ

Calls
Pseudo strike
19.77
IV
35.6%
B/E move
8.6%
Puts
Pseudo strike
17.34
IV
33.6%
B/E move
6.5%

25Δ

Calls
Pseudo strike
19.55
IV
36.4%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
19.33
IV
37.3%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
19.12
IV
38.1%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
18.90
IV
39.0%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
18.68
IV
39.8%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
18.46
IV
40.7%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
18.25
IV
41.5%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
18.03
IV
42.4%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
17.81
IV
43.2%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.60
IV
44.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.06
IV
52.1%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.27
IV
65.8%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.93%
Daily EOD
BANC34.5%38.5%42.5%2026-10-19: 36.78%2026-10-20: 37.30%2026-10-21: 35.08%2026-10-22: 40.62%2026-10-23: 38.38%2026-10-26: 41.93%Oct 19Oct 21Oct 26
6 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
36.78%
37.30%
35.08%
40.62%
38.38%
41.93%