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Coastal Financial Corporation Common Stock CCB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-03T22:00:28.030Z

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 · 2026-11-03T21:00:02.543530886Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T22:00:27.209269+00:00

Share price$42.94
1D-3.5%
AH$42.69$43.18$43.67$44.16$44.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCB
Sold putSold callAH

Coastal Financial Corporation Common Stock options

Live interpolated CCB call and put midpoint premiums by absolute delta.Coastal Financial Corporation Common Stock$0.56$2.09$3.63$5.17$6.71$36.10$39.62$43.14$46.66$50.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCB spot · $42.94CCB PRICE$0.72$0.97$1.22$1.47$1.71$2.02$2.34$2.66$2.99$3.31$3.63$4.15$5.59$0.79$0.94$1.19$1.49$1.79$2.09$2.40$2.70$3.00$3.55$4.46$5.36$6.27
PutsExpensive1.09×
CallsExpensive1.27×
SkewBullish-4.24 pp
Implied moveBalanced±$4.74
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.3457.3%14.3%37.6574.8%14.2%
25Δ47.5560.3%13.0%39.3665.1%10.5%
30Δ46.7763.3%11.7%40.4460.8%8.6%
35Δ45.9866.3%10.5%41.1359.7%7.7%
40Δ45.1969.4%9.2%41.8258.7%6.8%
45Δ44.4268.6%8.2%42.5257.6%5.9%
50Δ43.6766.7%7.1%43.2156.6%5.0%
55Δ42.9164.8%6.1%43.9055.5%4.0%
60Δ42.1562.9%5.1%44.6054.4%3.1%
65Δ41.3961.0%4.1%45.4554.5%2.4%
70Δ40.6359.1%3.1%46.5356.0%2.0%
75Δ39.7258.9%2.2%47.6257.5%1.6%
80Δ38.1266.4%1.8%48.7059.0%1.2%

20Δ

Calls
Pseudo strike
48.34
IV
57.3%
B/E move
14.3%
Puts
Pseudo strike
37.65
IV
74.8%
B/E move
14.2%

25Δ

Calls
Pseudo strike
47.55
IV
60.3%
B/E move
13.0%
Puts
Pseudo strike
39.36
IV
65.1%
B/E move
10.5%

30Δ

Calls
Pseudo strike
46.77
IV
63.3%
B/E move
11.7%
Puts
Pseudo strike
40.44
IV
60.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
45.98
IV
66.3%
B/E move
10.5%
Puts
Pseudo strike
41.13
IV
59.7%
B/E move
7.7%

40Δ

Calls
Pseudo strike
45.19
IV
69.4%
B/E move
9.2%
Puts
Pseudo strike
41.82
IV
58.7%
B/E move
6.8%

45Δ

Calls
Pseudo strike
44.42
IV
68.6%
B/E move
8.2%
Puts
Pseudo strike
42.52
IV
57.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
43.67
IV
66.7%
B/E move
7.1%
Puts
Pseudo strike
43.21
IV
56.6%
B/E move
5.0%

55Δ

Calls
Pseudo strike
42.91
IV
64.8%
B/E move
6.1%
Puts
Pseudo strike
43.90
IV
55.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
42.15
IV
62.9%
B/E move
5.1%
Puts
Pseudo strike
44.60
IV
54.4%
B/E move
3.1%

65Δ

Calls
Pseudo strike
41.39
IV
61.0%
B/E move
4.1%
Puts
Pseudo strike
45.45
IV
54.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
40.63
IV
59.1%
B/E move
3.1%
Puts
Pseudo strike
46.53
IV
56.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
39.72
IV
58.9%
B/E move
2.2%
Puts
Pseudo strike
47.62
IV
57.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
38.12
IV
66.4%
B/E move
1.8%
Puts
Pseudo strike
48.70
IV
59.0%
B/E move
1.2%

Options history

IV · four-Friday blend54.06%
Daily EOD
CCB53.3%58.6%63.9%2026-10-19: 62.33%2026-10-20: 63.16%2026-10-21: 61.86%2026-10-22: 60.03%2026-10-23: 61.30%2026-10-26: 63.07%2026-10-27: 61.95%2026-10-28: 58.99%2026-10-29: 55.07%2026-10-30: 54.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.33%
63.16%
61.86%
60.03%
61.30%
63.07%
61.95%
58.99%
55.07%
54.06%