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West Bancorporation Common Stock WTBA

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-03T19:55:34.944Z

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 · 2026-11-03T19:55:28.558460885Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T19:50:03.757473+00:00

Share price$30.54
1D+1.2%
$30.09$30.33$30.58$30.82$31.065:30 AM6:30 AM9:00 AM1:00 PMWTBA
Sold putSold call

West Bancorporation Common Stock options

Live interpolated WTBA call and put midpoint premiums by absolute delta.West Bancorporation Common Stock$1.48$3.37$5.26$7.15$9.04$21.03$24.38$27.73$31.08$34.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WTBA spot · $30.54WTBA PRICE$1.68$2.22$2.76$3.30$3.84$4.38$4.92$5.46$6.00$6.53$2.01$2.08$2.14$2.21$2.27$2.78$3.60$4.41$5.23$6.05$6.86$7.68$8.50
PutsExpensive3.63×
Calls——
Skew——
Implied moveBearish±$6.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.81219.7%31.9%
25Δ24.44192.4%26.8%
30Δ26.07165.2%21.7%
35Δ33.8293.2%16.2%27.70138.0%16.5%
40Δ32.8892.9%14.9%29.33110.8%11.4%
45Δ31.9492.6%13.6%30.6499.5%8.8%
50Δ31.0192.3%12.3%31.7499.3%7.8%
55Δ30.0791.9%11.0%32.8499.2%6.9%
60Δ29.1491.6%9.7%33.9399.0%6.0%
65Δ28.2091.3%8.4%35.0398.9%5.1%
70Δ27.2691.0%7.1%36.1398.8%4.2%
75Δ26.3390.7%5.8%37.2298.6%3.3%
80Δ25.3990.4%4.5%38.3298.5%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.81
IV
219.7%
B/E move
31.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.44
IV
192.4%
B/E move
26.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.07
IV
165.2%
B/E move
21.7%

35Δ

Calls
Pseudo strike
33.82
IV
93.2%
B/E move
16.2%
Puts
Pseudo strike
27.70
IV
138.0%
B/E move
16.5%

40Δ

Calls
Pseudo strike
32.88
IV
92.9%
B/E move
14.9%
Puts
Pseudo strike
29.33
IV
110.8%
B/E move
11.4%

45Δ

Calls
Pseudo strike
31.94
IV
92.6%
B/E move
13.6%
Puts
Pseudo strike
30.64
IV
99.5%
B/E move
8.8%

50Δ

Calls
Pseudo strike
31.01
IV
92.3%
B/E move
12.3%
Puts
Pseudo strike
31.74
IV
99.3%
B/E move
7.8%

55Δ

Calls
Pseudo strike
30.07
IV
91.9%
B/E move
11.0%
Puts
Pseudo strike
32.84
IV
99.2%
B/E move
6.9%

60Δ

Calls
Pseudo strike
29.14
IV
91.6%
B/E move
9.7%
Puts
Pseudo strike
33.93
IV
99.0%
B/E move
6.0%

65Δ

Calls
Pseudo strike
28.20
IV
91.3%
B/E move
8.4%
Puts
Pseudo strike
35.03
IV
98.9%
B/E move
5.1%

70Δ

Calls
Pseudo strike
27.26
IV
91.0%
B/E move
7.1%
Puts
Pseudo strike
36.13
IV
98.8%
B/E move
4.2%

75Δ

Calls
Pseudo strike
26.33
IV
90.7%
B/E move
5.8%
Puts
Pseudo strike
37.22
IV
98.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
25.39
IV
90.4%
B/E move
4.5%
Puts
Pseudo strike
38.32
IV
98.5%
B/E move
2.4%

Options history

IV · four-Friday blend48.93%
Daily EOD
WTBA45.3%53.8%62.3%2026-10-21: 46.52%2026-10-22: 52.43%2026-10-23: 56.68%2026-10-26: 57.26%2026-10-27: 60.94%2026-10-28: 61.10%2026-10-29: 48.93%Oct 21Oct 26Oct 29
7 observations2026-10-21 — 2026-10-29
Table
DateIV (%)
46.52%
52.43%
56.68%
57.26%
60.94%
61.10%
48.93%