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Bank Ozk OZK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T21:54:35.022Z

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 · 2026-10-22T20:00:01.276048128Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:54:33.306766+00:00

Share price$49.67
1D+3.9%
AH$47.63$48.28$48.93$49.58$50.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOZK
Sold putSold callAH

Bank Ozk options

Live interpolated OZK call and put midpoint premiums by absolute delta.Bank Ozk$0.32$1.42$2.51$3.60$4.70$42.09$45.40$48.71$52.01$55.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OZK spot · $49.67OZK PRICE$0.44$0.57$0.74$0.93$1.12$1.32$1.51$1.89$2.27$2.65$3.02$3.64$4.38$0.52$0.68$0.84$1.01$1.19$1.36$1.54$1.77$2.00$2.24$2.48$2.72$2.95
PutsCheap0.87×
CallsFair0.95×
SkewBullish-3.61 pp
Implied moveBalanced±$3.05
TiltBullish7.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.6428.4%8.9%46.3031.2%7.8%
25Δ52.8128.3%7.5%47.1130.6%6.5%
30Δ52.1628.3%6.5%47.7829.9%5.5%
35Δ51.6228.3%5.8%48.3229.0%4.8%
40Δ51.0728.3%5.1%48.8728.1%4.0%
45Δ50.5328.3%4.4%49.4127.1%3.3%
50Δ49.9828.4%3.7%49.9526.2%2.5%
55Δ49.4129.2%3.3%50.3825.3%2.1%
60Δ48.8430.1%2.9%50.8024.5%1.8%
65Δ48.2631.0%2.5%51.2123.6%1.4%
70Δ47.6931.9%2.1%51.6322.7%1.0%
75Δ46.9033.0%1.8%52.0421.9%0.7%
80Δ46.0034.4%1.4%52.4621.0%0.3%

20Δ

Calls
Pseudo strike
53.64
IV
28.4%
B/E move
8.9%
Puts
Pseudo strike
46.30
IV
31.2%
B/E move
7.8%

25Δ

Calls
Pseudo strike
52.81
IV
28.3%
B/E move
7.5%
Puts
Pseudo strike
47.11
IV
30.6%
B/E move
6.5%

30Δ

Calls
Pseudo strike
52.16
IV
28.3%
B/E move
6.5%
Puts
Pseudo strike
47.78
IV
29.9%
B/E move
5.5%

35Δ

Calls
Pseudo strike
51.62
IV
28.3%
B/E move
5.8%
Puts
Pseudo strike
48.32
IV
29.0%
B/E move
4.8%

40Δ

Calls
Pseudo strike
51.07
IV
28.3%
B/E move
5.1%
Puts
Pseudo strike
48.87
IV
28.1%
B/E move
4.0%

45Δ

Calls
Pseudo strike
50.53
IV
28.3%
B/E move
4.4%
Puts
Pseudo strike
49.41
IV
27.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
49.98
IV
28.4%
B/E move
3.7%
Puts
Pseudo strike
49.95
IV
26.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
49.41
IV
29.2%
B/E move
3.3%
Puts
Pseudo strike
50.38
IV
25.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
48.84
IV
30.1%
B/E move
2.9%
Puts
Pseudo strike
50.80
IV
24.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
48.26
IV
31.0%
B/E move
2.5%
Puts
Pseudo strike
51.21
IV
23.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
47.69
IV
31.9%
B/E move
2.1%
Puts
Pseudo strike
51.63
IV
22.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
46.90
IV
33.0%
B/E move
1.8%
Puts
Pseudo strike
52.04
IV
21.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
46.00
IV
34.4%
B/E move
1.4%
Puts
Pseudo strike
52.46
IV
21.0%
B/E move
0.3%

Options history

No recorded observations