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PCB Bancorp Common Stock PCB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-03T19:47:23.747Z

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 · 2026-11-03T19:45:53.939596259Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T19:47:22.547328+00:00

Share price$30.54
1D+2.6%
$29.36$29.69$30.03$30.36$30.705:30 AM6:30 AM9:00 AM1:00 PMPCB
Sold putSold call

PCB Bancorp Common Stock options

Live interpolated PCB call and put midpoint premiums by absolute delta.PCB Bancorp Common Stock$0.21$1.48$2.75$4.02$5.29$26.91$28.82$30.74$32.66$34.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PCB spot · $30.54PCB PRICE$0.35$0.45$0.56$0.66$0.77$0.87$0.98$1.08$1.19$0.85$1.14$1.44$1.73$2.03$2.44$2.94$3.43$3.93$4.43$4.92
Puts——
Calls——
Skew——
Implied moveBearish±$3.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.9843.2%12.4%26.1194.2%17.3%
25Δ33.5142.2%11.2%26.9994.1%15.4%
30Δ33.0341.1%10.0%27.8794.0%13.4%
35Δ32.5540.1%8.8%28.7593.9%11.5%
40Δ32.0839.0%7.6%29.6393.8%9.6%
45Δ31.6038.0%6.3%30.4793.1%8.2%
50Δ31.1336.9%5.1%31.2792.1%7.2%
55Δ30.6535.9%3.9%32.0791.0%6.2%
60Δ30.1834.8%2.7%32.8790.0%5.2%
65Δ33.6788.9%4.2%
70Δ34.4887.8%3.2%
75Δ
80Δ

20Δ

Calls
Pseudo strike
33.98
IV
43.2%
B/E move
12.4%
Puts
Pseudo strike
26.11
IV
94.2%
B/E move
17.3%

25Δ

Calls
Pseudo strike
33.51
IV
42.2%
B/E move
11.2%
Puts
Pseudo strike
26.99
IV
94.1%
B/E move
15.4%

30Δ

Calls
Pseudo strike
33.03
IV
41.1%
B/E move
10.0%
Puts
Pseudo strike
27.87
IV
94.0%
B/E move
13.4%

35Δ

Calls
Pseudo strike
32.55
IV
40.1%
B/E move
8.8%
Puts
Pseudo strike
28.75
IV
93.9%
B/E move
11.5%

40Δ

Calls
Pseudo strike
32.08
IV
39.0%
B/E move
7.6%
Puts
Pseudo strike
29.63
IV
93.8%
B/E move
9.6%

45Δ

Calls
Pseudo strike
31.60
IV
38.0%
B/E move
6.3%
Puts
Pseudo strike
30.47
IV
93.1%
B/E move
8.2%

50Δ

Calls
Pseudo strike
31.13
IV
36.9%
B/E move
5.1%
Puts
Pseudo strike
31.27
IV
92.1%
B/E move
7.2%

55Δ

Calls
Pseudo strike
30.65
IV
35.9%
B/E move
3.9%
Puts
Pseudo strike
32.07
IV
91.0%
B/E move
6.2%

60Δ

Calls
Pseudo strike
30.18
IV
34.8%
B/E move
2.7%
Puts
Pseudo strike
32.87
IV
90.0%
B/E move
5.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.67
IV
88.9%
B/E move
4.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.48
IV
87.8%
B/E move
3.2%

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 blend43.11%
Daily EOD
PCB40.6%47.7%54.9%2026-10-21: 53.90%2026-10-22: 48.45%2026-10-23: 41.58%2026-10-26: 49.24%2026-10-27: 46.07%2026-10-28: 50.34%2026-10-29: 47.42%2026-10-30: 43.11%Oct 21Oct 26Oct 30
8 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
53.90%
48.45%
41.58%
49.24%
46.07%
50.34%
47.42%
43.11%