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Glacier Bancorp Inc GBCI

i

Market dataready · fetched 2026-11-07T07:26:49.282Z

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 · 2026-11-07T00:00:00.002535638Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:26:48.867091+00:00

Share price$48.16
1D-0.1%
AH$47.92$48.11$48.31$48.51$48.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGBCI
Sold putSold callAH

Glacier Bancorp Inc options

Live interpolated GBCI call and put midpoint premiums by absolute delta.Glacier Bancorp Inc$0.91$1.60$2.30$3.00$3.69$43.93$46.83$49.72$52.62$55.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ 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 GBCI spot · $48.16GBCI PRICE$1.30$1.32$1.37$1.43$1.50$1.74$1.99$2.24$2.49$2.74$2.99$3.24$3.49$0.98$1.27$1.55$1.65$1.76$1.86$1.97$2.07$2.18$2.28
Puts——
CallsExpensive1.68×
Skew——
Implied moveBalanced±$3.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.32142.9%34.2%42.2385.3%14.4%
25Δ56.79106.4%20.6%43.6283.0%12.1%
30Δ53.7987.1%14.5%45.0080.6%9.8%
35Δ51.9273.8%10.8%45.6474.9%8.7%
40Δ50.0460.6%7.0%46.2769.2%7.6%
45Δ49.4258.1%6.2%46.9063.4%6.5%
50Δ48.8355.9%5.5%47.5357.7%5.4%
55Δ48.2353.6%4.8%48.1751.9%4.3%
60Δ47.6451.4%4.1%48.8046.2%3.2%
65Δ47.0449.2%3.4%49.4340.4%2.1%
70Δ46.4547.0%2.7%
75Δ45.8544.8%1.9%
80Δ45.2642.5%1.2%

20Δ

Calls
Pseudo strike
63.32
IV
142.9%
B/E move
34.2%
Puts
Pseudo strike
42.23
IV
85.3%
B/E move
14.4%

25Δ

Calls
Pseudo strike
56.79
IV
106.4%
B/E move
20.6%
Puts
Pseudo strike
43.62
IV
83.0%
B/E move
12.1%

30Δ

Calls
Pseudo strike
53.79
IV
87.1%
B/E move
14.5%
Puts
Pseudo strike
45.00
IV
80.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
51.92
IV
73.8%
B/E move
10.8%
Puts
Pseudo strike
45.64
IV
74.9%
B/E move
8.7%

40Δ

Calls
Pseudo strike
50.04
IV
60.6%
B/E move
7.0%
Puts
Pseudo strike
46.27
IV
69.2%
B/E move
7.6%

45Δ

Calls
Pseudo strike
49.42
IV
58.1%
B/E move
6.2%
Puts
Pseudo strike
46.90
IV
63.4%
B/E move
6.5%

50Δ

Calls
Pseudo strike
48.83
IV
55.9%
B/E move
5.5%
Puts
Pseudo strike
47.53
IV
57.7%
B/E move
5.4%

55Δ

Calls
Pseudo strike
48.23
IV
53.6%
B/E move
4.8%
Puts
Pseudo strike
48.17
IV
51.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
47.64
IV
51.4%
B/E move
4.1%
Puts
Pseudo strike
48.80
IV
46.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
47.04
IV
49.2%
B/E move
3.4%
Puts
Pseudo strike
49.43
IV
40.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
46.45
IV
47.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
45.85
IV
44.8%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.26
IV
42.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.67%
Daily close
GBCI27.2%47.9%68.6%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 11Sep 25Oct 30
29 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
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%