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Commerce Bancshares, Inc. Common Stock CBSH

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T13:55:01.098Z

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 · 2026-11-10T21:00:29.004618873Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:49:38.418791+00:00

Share price$55.95
1D-0.4%
AH$55.66$55.80$55.95$56.09$56.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBSH
Sold putSold callAH

Commerce Bancshares, Inc. Common Stock options

Live interpolated CBSH call and put midpoint premiums by absolute delta.Commerce Bancshares, Inc. Common Stock$0.93$2.02$3.11$4.20$5.29$53.51$54.77$56.04$57.31$58.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CBSH spot · $55.95CBSH PRICE$1.05$1.28$1.52$1.75$1.98$2.21$2.45$3.07$3.71$4.34$4.98$1.33$1.66$1.99$2.32$2.58$2.78$2.99$3.20$3.40$3.61$3.82$4.02
Puts——
Calls——
Skew——
Implied moveBearish±$4.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ52.5667.0%8.4%
30Δ58.0442.0%5.6%53.2871.8%7.7%
35Δ57.5344.0%5.1%54.0076.5%7.0%
40Δ57.0346.0%4.6%54.7281.2%6.3%
45Δ56.5247.9%4.2%55.3580.0%5.7%
50Δ56.0249.9%3.7%55.9375.1%5.0%
55Δ55.5151.9%3.2%56.5070.2%4.4%
60Δ55.0153.8%2.7%57.0865.3%3.7%
65Δ54.1854.6%2.3%57.6560.4%3.0%
70Δ53.3455.4%2.0%58.2255.5%2.4%
75Δ52.5156.1%1.6%58.8050.6%1.7%
80Δ51.6756.9%1.3%59.3745.7%1.1%

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
52.56
IV
67.0%
B/E move
8.4%

30Δ

Calls
Pseudo strike
58.04
IV
42.0%
B/E move
5.6%
Puts
Pseudo strike
53.28
IV
71.8%
B/E move
7.7%

35Δ

Calls
Pseudo strike
57.53
IV
44.0%
B/E move
5.1%
Puts
Pseudo strike
54.00
IV
76.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
57.03
IV
46.0%
B/E move
4.6%
Puts
Pseudo strike
54.72
IV
81.2%
B/E move
6.3%

45Δ

Calls
Pseudo strike
56.52
IV
47.9%
B/E move
4.2%
Puts
Pseudo strike
55.35
IV
80.0%
B/E move
5.7%

50Δ

Calls
Pseudo strike
56.02
IV
49.9%
B/E move
3.7%
Puts
Pseudo strike
55.93
IV
75.1%
B/E move
5.0%

55Δ

Calls
Pseudo strike
55.51
IV
51.9%
B/E move
3.2%
Puts
Pseudo strike
56.50
IV
70.2%
B/E move
4.4%

60Δ

Calls
Pseudo strike
55.01
IV
53.8%
B/E move
2.7%
Puts
Pseudo strike
57.08
IV
65.3%
B/E move
3.7%

65Δ

Calls
Pseudo strike
54.18
IV
54.6%
B/E move
2.3%
Puts
Pseudo strike
57.65
IV
60.4%
B/E move
3.0%

70Δ

Calls
Pseudo strike
53.34
IV
55.4%
B/E move
2.0%
Puts
Pseudo strike
58.22
IV
55.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
52.51
IV
56.1%
B/E move
1.6%
Puts
Pseudo strike
58.80
IV
50.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
51.67
IV
56.9%
B/E move
1.3%
Puts
Pseudo strike
59.37
IV
45.7%
B/E move
1.1%

Options history

IV · four-Friday blend27.56%
Daily EOD
CBSH27.3%29.3%31.2%2026-10-19: 29.86%2026-10-20: 30.96%2026-10-22: 30.07%2026-10-28: 29.08%2026-10-29: 27.56%Oct 19Oct 22Oct 29
5 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
29.86%
30.96%
30.07%
29.08%
27.56%