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Great Southern Bancorp, Inc. Common Stock GSBC

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Market datapartial · fetched 2026-11-11T13:56:22.117Z

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 · 2026-11-10T21:00:08.005432762Z

FundamentalsAlpha Vantage · unavailable

Share price$81.72
1D-0.1%
AH$81.10$81.42$81.74$82.06$82.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMGSBC
Sold putSold callAH

Great Southern Bancorp, Inc. Common Stock options

Live interpolated GSBC call and put midpoint premiums by absolute delta.Great Southern Bancorp, Inc. Common Stock$1.68$2.81$3.94$5.06$6.19$71.32$75.58$79.84$84.11$88.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive GSBC spot · $81.72GSBC PRICE$2.45$1.80$2.15$2.45$2.48$2.51$2.54$2.57$2.60$3.05$4.46$5.87$2.45$2.45$2.48$2.54$2.61$2.71$2.82$2.92$3.03$3.13$3.24$3.34$3.45
PutsExpensive2.53×
Calls——
Skew——
Implied moveBearish±$5.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.35193.6%39.3%68.69150.9%18.9%
25Δ73.26116.6%13.4%
30Δ88.1576.9%10.1%76.1595.3%9.9%
35Δ86.4574.4%8.4%78.1481.0%7.5%
40Δ84.8771.2%6.9%80.0467.3%5.2%
45Δ84.0164.2%5.8%80.6262.4%4.7%
50Δ83.1657.1%4.8%81.2157.5%4.1%
55Δ82.3150.0%3.8%81.7952.6%3.5%
60Δ81.4543.0%2.8%82.3747.7%2.9%
65Δ80.6035.9%1.8%82.9542.8%2.3%
70Δ79.5633.1%1.1%83.5337.9%1.7%
75Δ78.0640.3%1.0%84.1233.0%1.2%
80Δ76.5747.5%0.9%84.7028.1%0.6%

20Δ

Calls
Pseudo strike
111.35
IV
193.6%
B/E move
39.3%
Puts
Pseudo strike
68.69
IV
150.9%
B/E move
18.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.26
IV
116.6%
B/E move
13.4%

30Δ

Calls
Pseudo strike
88.15
IV
76.9%
B/E move
10.1%
Puts
Pseudo strike
76.15
IV
95.3%
B/E move
9.9%

35Δ

Calls
Pseudo strike
86.45
IV
74.4%
B/E move
8.4%
Puts
Pseudo strike
78.14
IV
81.0%
B/E move
7.5%

40Δ

Calls
Pseudo strike
84.87
IV
71.2%
B/E move
6.9%
Puts
Pseudo strike
80.04
IV
67.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
84.01
IV
64.2%
B/E move
5.8%
Puts
Pseudo strike
80.62
IV
62.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
83.16
IV
57.1%
B/E move
4.8%
Puts
Pseudo strike
81.21
IV
57.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
82.31
IV
50.0%
B/E move
3.8%
Puts
Pseudo strike
81.79
IV
52.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
81.45
IV
43.0%
B/E move
2.8%
Puts
Pseudo strike
82.37
IV
47.7%
B/E move
2.9%

65Δ

Calls
Pseudo strike
80.60
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
82.95
IV
42.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
79.56
IV
33.1%
B/E move
1.1%
Puts
Pseudo strike
83.53
IV
37.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
78.06
IV
40.3%
B/E move
1.0%
Puts
Pseudo strike
84.12
IV
33.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
76.57
IV
47.5%
B/E move
0.9%
Puts
Pseudo strike
84.70
IV
28.1%
B/E move
0.6%

Options history

IV · four-Friday blend31.94%
Daily close
GSBC23.2%47.0%70.8%2026-08-13: 35.50%2026-08-14: 34.95%2026-08-19: 52.97%2026-08-20: 52.96%2026-08-21: 27.74%2026-08-24: 29.23%2026-08-25: 28.70%2026-08-26: 28.32%2026-08-27: 29.07%2026-08-28: 28.65%2026-08-31: 30.64%2026-09-01: 32.02%2026-09-02: 29.31%2026-09-04: 30.90%2026-09-08: 32.30%2026-09-09: 34.39%2026-09-10: 34.14%2026-09-11: 35.12%2026-09-14: 35.03%2026-09-15: 44.12%2026-09-16: 41.82%2026-09-17: 51.38%2026-09-18: 28.01%2026-09-21: 28.44%2026-09-22: 29.18%2026-09-23: 30.31%2026-09-24: 28.85%2026-09-25: 26.47%2026-09-28: 28.97%2026-09-29: 31.94%2026-09-30: 31.12%2026-10-01: 30.38%2026-10-02: 30.17%2026-10-05: 32.44%2026-10-06: 31.55%2026-10-07: 36.11%2026-10-08: 35.31%2026-10-12: 40.24%2026-10-14: 59.52%2026-10-15: 67.55%2026-10-16: 28.63%2026-10-19: 29.47%2026-10-20: 29.14%2026-10-21: 29.09%2026-10-22: 28.66%2026-10-23: 29.13%2026-10-26: 30.27%2026-10-27: 31.51%2026-10-28: 30.69%2026-10-29: 30.81%2026-10-30: 31.94%Aug 13Sep 23Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.50%
34.95%
52.97%
52.96%
27.74%
29.23%
28.70%
28.32%
29.07%
28.65%
30.64%
32.02%
29.31%
30.90%
32.30%
34.39%
34.14%
35.12%
35.03%
44.12%
41.82%
51.38%
28.01%
28.44%
29.18%
30.31%
28.85%
26.47%
28.97%
31.94%
31.12%
30.38%
30.17%
32.44%
31.55%
36.11%
35.31%
40.24%
59.52%
67.55%
28.63%
29.47%
29.14%
29.09%
28.66%
29.13%
30.27%
31.51%
30.69%
30.81%
31.94%