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Great Southern Bancorp, Inc. Common Stock GSBC

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Market datapartial · fetched 2026-10-22T21:30:42.809Z

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 · 2026-10-22T20:00:00.665281731Z

FundamentalsAlpha Vantage · unavailable

Share price$78.93
1D+2.2%
AH$76.22$76.96$77.71$78.45$79.205:30 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$1.50$2.88$4.27$5.65$7.04$66.67$72.71$78.74$84.77$90.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive GSBC spot · $78.93GSBC PRICE$2.45$2.45$2.45$2.39$2.00$1.65$2.22$2.79$3.36$3.94$4.51$5.08$6.27$2.45$2.45$2.47$2.66$3.00$3.34$3.68$4.11$4.59$5.07$5.56$6.04$6.64
PutsExpensive1.71×
CallsExpensive1.64×
SkewBearish+1.71 pp
Implied moveBearish±$5.90
TiltBearish11.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.36114.1%41.7%66.1788.2%19.3%
25Δ95.2582.6%23.8%70.7568.0%13.5%
30Δ88.7064.1%15.5%73.6954.9%9.8%
35Δ84.6350.0%10.3%75.7147.5%7.5%
40Δ82.2736.0%6.8%76.9944.6%6.3%
45Δ79.9622.6%3.4%78.2741.7%5.1%
50Δ79.1523.7%3.1%79.5538.8%3.9%
55Δ78.3424.8%2.8%80.5836.8%3.1%
60Δ77.5325.9%2.5%81.4735.2%2.6%
65Δ76.7227.1%2.2%82.3633.5%2.1%
70Δ75.9128.2%1.9%83.2531.9%1.6%
75Δ75.1029.3%1.6%84.1430.3%1.0%
80Δ73.6930.0%1.3%85.1429.1%0.5%

20Δ

Calls
Pseudo strike
109.36
IV
114.1%
B/E move
41.7%
Puts
Pseudo strike
66.17
IV
88.2%
B/E move
19.3%

25Δ

Calls
Pseudo strike
95.25
IV
82.6%
B/E move
23.8%
Puts
Pseudo strike
70.75
IV
68.0%
B/E move
13.5%

30Δ

Calls
Pseudo strike
88.70
IV
64.1%
B/E move
15.5%
Puts
Pseudo strike
73.69
IV
54.9%
B/E move
9.8%

35Δ

Calls
Pseudo strike
84.63
IV
50.0%
B/E move
10.3%
Puts
Pseudo strike
75.71
IV
47.5%
B/E move
7.5%

40Δ

Calls
Pseudo strike
82.27
IV
36.0%
B/E move
6.8%
Puts
Pseudo strike
76.99
IV
44.6%
B/E move
6.3%

45Δ

Calls
Pseudo strike
79.96
IV
22.6%
B/E move
3.4%
Puts
Pseudo strike
78.27
IV
41.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
79.15
IV
23.7%
B/E move
3.1%
Puts
Pseudo strike
79.55
IV
38.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
78.34
IV
24.8%
B/E move
2.8%
Puts
Pseudo strike
80.58
IV
36.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
77.53
IV
25.9%
B/E move
2.5%
Puts
Pseudo strike
81.47
IV
35.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
76.72
IV
27.1%
B/E move
2.2%
Puts
Pseudo strike
82.36
IV
33.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
75.91
IV
28.2%
B/E move
1.9%
Puts
Pseudo strike
83.25
IV
31.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
75.10
IV
29.3%
B/E move
1.6%
Puts
Pseudo strike
84.14
IV
30.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
73.69
IV
30.0%
B/E move
1.3%
Puts
Pseudo strike
85.14
IV
29.1%
B/E move
0.5%

Options history

No recorded observations