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Commerce Bancshares Inc CBSH

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T06:59:33.421Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:02.027840086Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:59:31.115184+00:00

Share price$55.14
1D-0.7%
AH$54.92$55.11$55.30$55.49$55.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBSH
Sold putSold callAH

Commerce Bancshares Inc options

Live interpolated CBSH call and put midpoint premiums by absolute delta.Commerce Bancshares Inc$1.26$2.46$3.66$4.86$6.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECBSH PRICE$2.45$2.45$2.28$1.98$1.68$1.39$2.22$3.10$3.97$4.85$5.72$2.45$2.45$2.43$2.35$2.28$2.21
PutsExpensive3.34×
CallsExpensive2.39×
SkewBearish+30.13 pp
Implied move——
TiltBullish38.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.05126.3%26.4%
25Δ47.1497.8%19.0%
30Δ67.2297.1%26.4%50.4474.4%12.9%
35Δ62.2376.5%17.3%51.9162.7%10.1%
40Δ59.2360.0%11.6%53.3751.0%7.3%
45Δ57.8346.7%8.5%54.8339.3%4.6%
50Δ56.4433.4%5.4%
55Δ55.0520.1%2.3%
60Δ54.0923.8%2.1%
65Δ53.1428.2%2.0%
70Δ52.1932.5%1.9%
75Δ51.2536.9%1.7%
80Δ50.3041.2%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.05
IV
126.3%
B/E move
26.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.14
IV
97.8%
B/E move
19.0%

30Δ

Calls
Pseudo strike
67.22
IV
97.1%
B/E move
26.4%
Puts
Pseudo strike
50.44
IV
74.4%
B/E move
12.9%

35Δ

Calls
Pseudo strike
62.23
IV
76.5%
B/E move
17.3%
Puts
Pseudo strike
51.91
IV
62.7%
B/E move
10.1%

40Δ

Calls
Pseudo strike
59.23
IV
60.0%
B/E move
11.6%
Puts
Pseudo strike
53.37
IV
51.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
57.83
IV
46.7%
B/E move
8.5%
Puts
Pseudo strike
54.83
IV
39.3%
B/E move
4.6%

50Δ

Calls
Pseudo strike
56.44
IV
33.4%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
55.05
IV
20.1%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
54.09
IV
23.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
53.14
IV
28.2%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
52.19
IV
32.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
51.25
IV
36.9%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.30
IV
41.2%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations