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Central Pacific Financial Corporation CPF

i

Market dataready · fetched 2026-11-04T03:10:41.046Z

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 · 2026-11-04T00:00:00.001992589Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:10:40.279980+00:00

Share price$38.47
1D-1.7%
AH$38.38$38.59$38.80$39.00$39.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPF
Sold putSold callAH

Central Pacific Financial Corporation options

Live interpolated CPF call and put midpoint premiums by absolute delta.Central Pacific Financial Corporation$0.49$1.19$1.89$2.59$3.30$35.32$37.30$39.27$41.25$43.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive CPF spot · $38.47CPF PRICE$0.56$0.69$0.83$0.96$1.12$1.37$1.61$1.86$2.11$2.35$2.60$2.85$3.09$1.34$1.80$2.26$2.40$2.46$2.52$2.58$2.64
Puts——
CallsExpensive1.54×
Skew——
Implied moveBearish±$4.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2466.5%16.5%32.31112.5%19.5%
25Δ43.1062.0%13.8%33.54117.7%17.5%
30Δ41.9657.6%11.2%34.76122.8%15.5%
35Δ40.8153.2%8.6%35.70114.2%13.4%
40Δ39.8649.6%6.5%36.57102.5%11.3%
45Δ39.3948.1%5.9%37.4390.7%9.2%
50Δ38.9146.5%5.4%38.3078.9%7.2%
55Δ38.4445.0%4.8%39.1767.1%5.1%
60Δ37.9743.4%4.2%
65Δ37.4941.9%3.6%
70Δ37.0240.4%3.0%
75Δ36.5438.8%2.4%
80Δ36.0737.3%1.8%

20Δ

Calls
Pseudo strike
44.24
IV
66.5%
B/E move
16.5%
Puts
Pseudo strike
32.31
IV
112.5%
B/E move
19.5%

25Δ

Calls
Pseudo strike
43.10
IV
62.0%
B/E move
13.8%
Puts
Pseudo strike
33.54
IV
117.7%
B/E move
17.5%

30Δ

Calls
Pseudo strike
41.96
IV
57.6%
B/E move
11.2%
Puts
Pseudo strike
34.76
IV
122.8%
B/E move
15.5%

35Δ

Calls
Pseudo strike
40.81
IV
53.2%
B/E move
8.6%
Puts
Pseudo strike
35.70
IV
114.2%
B/E move
13.4%

40Δ

Calls
Pseudo strike
39.86
IV
49.6%
B/E move
6.5%
Puts
Pseudo strike
36.57
IV
102.5%
B/E move
11.3%

45Δ

Calls
Pseudo strike
39.39
IV
48.1%
B/E move
5.9%
Puts
Pseudo strike
37.43
IV
90.7%
B/E move
9.2%

50Δ

Calls
Pseudo strike
38.91
IV
46.5%
B/E move
5.4%
Puts
Pseudo strike
38.30
IV
78.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
38.44
IV
45.0%
B/E move
4.8%
Puts
Pseudo strike
39.17
IV
67.1%
B/E move
5.1%

60Δ

Calls
Pseudo strike
37.97
IV
43.4%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.49
IV
41.9%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.02
IV
40.4%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.54
IV
38.8%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
36.07
IV
37.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.37%
Daily EOD
CPF38.3%43.0%47.7%2026-10-20: 39.29%2026-10-21: 46.56%2026-10-23: 47.08%2026-10-26: 46.28%2026-10-27: 39.53%2026-10-28: 38.94%2026-10-30: 41.37%Oct 20Oct 26Oct 30
7 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
39.29%
46.56%
47.08%
46.28%
39.53%
38.94%
41.37%