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Colony Bankcorp Inc. CBAN

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Market datapartial · fetched 2026-11-04T09:42:21.341Z

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 · 2026-11-04T09:08:23.817746669Z

FundamentalsAlpha Vantage · unavailable

Share price$20.44
1D
Price history unavailable.

Colony Bankcorp Inc. options

Live interpolated CBAN call and put midpoint premiums by absolute delta.Colony Bankcorp Inc.$0.28$1.15$2.02$2.89$3.76$15.54$17.68$19.82$21.96$24.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBAN spot · $20.44CBAN PRICE$0.38$0.38$0.48$0.59$0.70$0.81$0.92$1.03$1.14$1.44$1.77$2.10$2.43$0.55$0.86$1.16$1.47$1.77$1.92$2.02$2.11$2.20$2.30$2.39$2.76$3.51
PutsExpensive1.16×
CallsCheap0.90×
SkewBearish+35.21 pp
Implied moveBearish±$2.93
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.4386.3%21.3%17.8090.6%15.6%
25Δ22.6162.2%12.5%18.3298.0%14.6%
30Δ22.1759.5%10.8%18.83105.4%13.5%
35Δ21.8158.3%9.6%19.35112.7%12.5%
40Δ21.4657.1%8.4%19.87120.1%11.5%
45Δ21.1155.8%7.2%20.30115.2%10.1%
50Δ20.7554.6%6.0%20.69106.2%8.6%
55Δ20.4053.4%4.8%21.0897.2%7.2%
60Δ20.0552.1%3.6%21.4888.3%5.7%
65Δ19.6353.4%3.1%21.8779.3%4.2%
70Δ19.2155.0%2.6%22.2770.3%2.8%
75Δ18.7856.6%2.2%22.8466.5%1.7%
80Δ18.3658.2%1.7%23.6870.3%1.3%

20Δ

Calls
Pseudo strike
24.43
IV
86.3%
B/E move
21.3%
Puts
Pseudo strike
17.80
IV
90.6%
B/E move
15.6%

25Δ

Calls
Pseudo strike
22.61
IV
62.2%
B/E move
12.5%
Puts
Pseudo strike
18.32
IV
98.0%
B/E move
14.6%

30Δ

Calls
Pseudo strike
22.17
IV
59.5%
B/E move
10.8%
Puts
Pseudo strike
18.83
IV
105.4%
B/E move
13.5%

35Δ

Calls
Pseudo strike
21.81
IV
58.3%
B/E move
9.6%
Puts
Pseudo strike
19.35
IV
112.7%
B/E move
12.5%

40Δ

Calls
Pseudo strike
21.46
IV
57.1%
B/E move
8.4%
Puts
Pseudo strike
19.87
IV
120.1%
B/E move
11.5%

45Δ

Calls
Pseudo strike
21.11
IV
55.8%
B/E move
7.2%
Puts
Pseudo strike
20.30
IV
115.2%
B/E move
10.1%

50Δ

Calls
Pseudo strike
20.75
IV
54.6%
B/E move
6.0%
Puts
Pseudo strike
20.69
IV
106.2%
B/E move
8.6%

55Δ

Calls
Pseudo strike
20.40
IV
53.4%
B/E move
4.8%
Puts
Pseudo strike
21.08
IV
97.2%
B/E move
7.2%

60Δ

Calls
Pseudo strike
20.05
IV
52.1%
B/E move
3.6%
Puts
Pseudo strike
21.48
IV
88.3%
B/E move
5.7%

65Δ

Calls
Pseudo strike
19.63
IV
53.4%
B/E move
3.1%
Puts
Pseudo strike
21.87
IV
79.3%
B/E move
4.2%

70Δ

Calls
Pseudo strike
19.21
IV
55.0%
B/E move
2.6%
Puts
Pseudo strike
22.27
IV
70.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
18.78
IV
56.6%
B/E move
2.2%
Puts
Pseudo strike
22.84
IV
66.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
18.36
IV
58.2%
B/E move
1.7%
Puts
Pseudo strike
23.68
IV
70.3%
B/E move
1.3%

Options history

IV · four-Friday blend58.07%
Daily close
CBAN28.4%77.0%125.5%2026-08-06: 36.35%2026-08-11: 42.64%2026-08-12: 62.43%2026-08-13: 71.03%2026-08-14: 72.98%2026-08-17: 77.02%2026-08-18: 78.06%2026-08-21: 47.64%2026-08-24: 51.05%2026-08-25: 66.02%2026-08-26: 56.47%2026-08-27: 52.90%2026-08-28: 54.02%2026-09-01: 63.54%2026-09-03: 62.19%2026-09-04: 54.05%2026-09-10: 76.39%2026-09-11: 56.44%2026-09-14: 79.48%2026-09-15: 99.57%2026-09-16: 100.46%2026-09-17: 118.81%2026-09-18: 65.16%2026-09-21: 52.83%2026-09-22: 51.83%2026-09-23: 66.40%2026-09-24: 61.85%2026-09-25: 38.91%2026-09-28: 48.29%2026-09-29: 71.31%2026-09-30: 45.43%2026-10-01: 72.64%2026-10-02: 59.66%2026-10-05: 64.59%2026-10-06: 65.13%2026-10-07: 55.99%2026-10-08: 75.31%2026-10-09: 82.58%2026-10-12: 73.29%2026-10-13: 97.88%2026-10-14: 72.20%2026-10-15: 66.15%2026-10-16: 48.00%2026-10-19: 51.45%2026-10-20: 43.71%2026-10-21: 57.67%2026-10-22: 54.61%2026-10-23: 69.57%2026-10-26: 64.77%2026-10-27: 72.75%2026-10-28: 54.21%2026-10-29: 35.10%2026-10-30: 58.07%Aug 6Sep 24Oct 30
53 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
36.35%
42.64%
62.43%
71.03%
72.98%
77.02%
78.06%
47.64%
51.05%
66.02%
56.47%
52.90%
54.02%
63.54%
62.19%
54.05%
76.39%
56.44%
79.48%
99.57%
100.46%
118.81%
65.16%
52.83%
51.83%
66.40%
61.85%
38.91%
48.29%
71.31%
45.43%
72.64%
59.66%
64.59%
65.13%
55.99%
75.31%
82.58%
73.29%
97.88%
72.20%
66.15%
48.00%
51.45%
43.71%
57.67%
54.61%
69.57%
64.77%
72.75%
54.21%
35.10%
58.07%