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Glacier Bancorp Inc GBCI

i

Market datapartial · fetched 2026-11-03T23:42:34.908Z

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

FundamentalsAlpha Vantage · unavailable

Share priceGBCI
1D
Price history unavailable.

Glacier Bancorp Inc options

Live interpolated GBCI call and put midpoint premiums by absolute delta.Glacier Bancorp Inc$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 PRICEGBCI 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 blend32.67%
Daily close
GBCI27.2%47.9%68.6%2026-08-06: 35.10%2026-08-07: 34.83%2026-08-11: 37.02%2026-08-12: 36.87%2026-08-13: 36.31%2026-08-14: 40.34%2026-08-17: 43.73%2026-08-18: 55.45%2026-09-04: 37.76%2026-09-10: 41.13%2026-09-17: 65.72%2026-09-18: 33.04%2026-09-21: 33.35%2026-09-22: 33.14%2026-09-23: 35.88%2026-09-24: 35.42%2026-09-25: 33.99%2026-09-29: 40.94%2026-10-02: 38.70%2026-10-12: 58.06%2026-10-16: 31.86%2026-10-19: 33.12%2026-10-20: 33.95%2026-10-21: 35.74%2026-10-22: 36.51%2026-10-23: 32.50%2026-10-26: 31.75%2026-10-27: 30.02%2026-10-28: 34.63%2026-10-29: 32.88%2026-10-30: 32.67%Aug 6Sep 24Oct 30
31 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
35.10%
34.83%
37.02%
36.87%
36.31%
40.34%
43.73%
55.45%
37.76%
41.13%
65.72%
33.04%
33.35%
33.14%
35.88%
35.42%
33.99%
40.94%
38.70%
58.06%
31.86%
33.12%
33.95%
35.74%
36.51%
32.50%
31.75%
30.02%
34.63%
32.88%
32.67%