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Colony Bankcorp Inc. CBAN

i

Market datapartial · fetched 2026-11-07T06:33:32.605Z

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 · 2026-11-07T00:00:00.003362088Z

FundamentalsAlpha Vantage · unavailable

Share price$20.24
1D+2.4%
AH$19.72$19.90$20.08$20.26$20.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBAN
Sold putSold callAH

Colony Bankcorp Inc. options

Live interpolated CBAN call and put midpoint premiums by absolute delta.Colony Bankcorp Inc.$0.20$1.83$3.47$5.10$6.73$15.97$17.99$20.00$22.02$24.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBAN spot · $20.24CBAN PRICE$0.38$0.39$0.55$0.71$0.87$1.03$1.19$1.35$1.56$1.79$2.02$2.24$2.47$0.40$0.45$0.51$0.57$0.62$0.84$1.22$1.60$1.98$2.37$2.75$4.40$6.26
PutsCheap0.86×
CallsExpensive1.08×
SkewBullish-0.68 pp
Implied moveBalanced±$2.41
TiltBearish18.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2596.2%21.7%17.7287.8%14.4%
25Δ22.4671.1%12.9%18.2379.5%12.2%
30Δ22.0772.7%11.8%18.7371.2%10.0%
35Δ21.6874.3%10.6%19.2462.9%7.7%
40Δ21.2976.0%9.5%19.7454.5%5.5%
45Δ20.9077.6%8.4%20.2253.7%4.2%
50Δ20.5179.2%7.2%20.6660.4%3.9%
55Δ20.1280.9%6.1%21.1167.1%3.6%
60Δ19.7479.7%5.2%21.5573.8%3.3%
65Δ19.3677.4%4.5%21.9980.5%3.0%
70Δ18.9775.0%3.7%22.4487.2%2.7%
75Δ18.5972.6%3.0%24.18100.6%2.3%
80Δ18.2170.3%2.2%26.13114.9%1.8%

20Δ

Calls
Pseudo strike
24.25
IV
96.2%
B/E move
21.7%
Puts
Pseudo strike
17.72
IV
87.8%
B/E move
14.4%

25Δ

Calls
Pseudo strike
22.46
IV
71.1%
B/E move
12.9%
Puts
Pseudo strike
18.23
IV
79.5%
B/E move
12.2%

30Δ

Calls
Pseudo strike
22.07
IV
72.7%
B/E move
11.8%
Puts
Pseudo strike
18.73
IV
71.2%
B/E move
10.0%

35Δ

Calls
Pseudo strike
21.68
IV
74.3%
B/E move
10.6%
Puts
Pseudo strike
19.24
IV
62.9%
B/E move
7.7%

40Δ

Calls
Pseudo strike
21.29
IV
76.0%
B/E move
9.5%
Puts
Pseudo strike
19.74
IV
54.5%
B/E move
5.5%

45Δ

Calls
Pseudo strike
20.90
IV
77.6%
B/E move
8.4%
Puts
Pseudo strike
20.22
IV
53.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
20.51
IV
79.2%
B/E move
7.2%
Puts
Pseudo strike
20.66
IV
60.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
20.12
IV
80.9%
B/E move
6.1%
Puts
Pseudo strike
21.11
IV
67.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
19.74
IV
79.7%
B/E move
5.2%
Puts
Pseudo strike
21.55
IV
73.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
19.36
IV
77.4%
B/E move
4.5%
Puts
Pseudo strike
21.99
IV
80.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
18.97
IV
75.0%
B/E move
3.7%
Puts
Pseudo strike
22.44
IV
87.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
18.59
IV
72.6%
B/E move
3.0%
Puts
Pseudo strike
24.18
IV
100.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
18.21
IV
70.3%
B/E move
2.2%
Puts
Pseudo strike
26.13
IV
114.9%
B/E move
1.8%

Options history

IV · four-Friday blend58.07%
Daily close
CBAN28.4%77.0%125.5%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 11Sep 24Oct 30
52 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
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%