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BayCom Corp Common Stock BCML

i

Market datapartial · fetched 2026-11-03T22:53:17.489Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:00.119123408Z

FundamentalsAlpha Vantage · unavailable

Share price$31.00
1D-1.0%
AH$30.91$31.10$31.30$31.50$31.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBCML
Sold putSold callAH

BayCom Corp Common Stock options

Live interpolated BCML call and put midpoint premiums by absolute delta.BayCom Corp Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBCML PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

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

40Δ

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

45Δ

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

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

Options history

IV · four-Friday blend43.58%
Daily close
BCML30.5%51.4%72.3%2026-08-07: 45.93%2026-08-10: 45.72%2026-08-21: 39.42%2026-08-24: 40.38%2026-08-25: 38.06%2026-08-26: 36.28%2026-08-27: 33.95%2026-08-28: 36.37%2026-08-31: 37.98%2026-09-01: 40.45%2026-09-02: 43.36%2026-09-03: 42.98%2026-09-04: 43.29%2026-09-08: 42.34%2026-09-09: 41.10%2026-09-10: 41.17%2026-09-15: 47.86%2026-09-21: 41.33%2026-09-23: 33.36%2026-09-24: 34.70%2026-09-28: 44.88%2026-10-09: 57.47%2026-10-14: 69.37%2026-10-23: 43.58%Aug 7Sep 3Oct 23
24 observations2026-08-07 — 2026-10-23
Table
DateIV (%)
45.93%
45.72%
39.42%
40.38%
38.06%
36.28%
33.95%
36.37%
37.98%
40.45%
43.36%
42.98%
43.29%
42.34%
41.10%
41.17%
47.86%
41.33%
33.36%
34.70%
44.88%
57.47%
69.37%
43.58%