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Bank OZK Common Stock OZK

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T04:11:36.587Z

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 · 2026-11-12T21:00:01.698647091Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T04:11:36.229303+00:00

Share price$50.45
1D-0.1%
AH$50.05$50.19$50.33$50.46$50.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOZK
Sold putSold callAH

Bank OZK Common Stock options

Live interpolated OZK call and put midpoint premiums by absolute delta.Bank OZK Common Stock$0.19$0.77$1.35$1.94$2.52$48.00$49.31$50.62$51.93$53.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OZK spot · $50.45OZK PRICE$0.25$0.36$0.47$0.58$0.69$0.80$0.91$1.02$1.13$1.44$1.74$2.05$2.35$0.26$0.33$0.40$0.47$0.57$0.75$0.94$1.12$1.31$1.49$1.67$1.86$2.04
PutsExpensive1.05×
CallsCheap0.90×
SkewBullish-1.36 pp
Implied moveBalanced±$1.84
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.2425.7%4.1%48.3530.5%4.7%
25Δ51.9626.1%3.7%48.7829.1%4.0%
30Δ51.6826.5%3.4%49.2227.7%3.2%
35Δ51.4026.9%3.0%49.6626.3%2.5%
40Δ51.1227.3%2.7%50.0625.2%1.9%
45Δ50.8427.7%2.4%50.3425.3%1.7%
50Δ50.5628.1%2.0%50.6225.5%1.5%
55Δ50.2828.5%1.7%50.9025.6%1.3%
60Δ49.9928.9%1.3%51.1825.8%1.1%
65Δ49.6029.1%1.2%51.4625.9%0.9%
70Δ49.2129.3%1.0%51.7426.1%0.8%
75Δ48.8229.4%0.8%52.0226.2%0.6%
80Δ48.4329.6%0.7%52.3026.4%0.4%

20Δ

Calls
Pseudo strike
52.24
IV
25.7%
B/E move
4.1%
Puts
Pseudo strike
48.35
IV
30.5%
B/E move
4.7%

25Δ

Calls
Pseudo strike
51.96
IV
26.1%
B/E move
3.7%
Puts
Pseudo strike
48.78
IV
29.1%
B/E move
4.0%

30Δ

Calls
Pseudo strike
51.68
IV
26.5%
B/E move
3.4%
Puts
Pseudo strike
49.22
IV
27.7%
B/E move
3.2%

35Δ

Calls
Pseudo strike
51.40
IV
26.9%
B/E move
3.0%
Puts
Pseudo strike
49.66
IV
26.3%
B/E move
2.5%

40Δ

Calls
Pseudo strike
51.12
IV
27.3%
B/E move
2.7%
Puts
Pseudo strike
50.06
IV
25.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
50.84
IV
27.7%
B/E move
2.4%
Puts
Pseudo strike
50.34
IV
25.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
50.56
IV
28.1%
B/E move
2.0%
Puts
Pseudo strike
50.62
IV
25.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
50.28
IV
28.5%
B/E move
1.7%
Puts
Pseudo strike
50.90
IV
25.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
49.99
IV
28.9%
B/E move
1.3%
Puts
Pseudo strike
51.18
IV
25.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
49.60
IV
29.1%
B/E move
1.2%
Puts
Pseudo strike
51.46
IV
25.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
49.21
IV
29.3%
B/E move
1.0%
Puts
Pseudo strike
51.74
IV
26.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
48.82
IV
29.4%
B/E move
0.8%
Puts
Pseudo strike
52.02
IV
26.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
48.43
IV
29.6%
B/E move
0.7%
Puts
Pseudo strike
52.30
IV
26.4%
B/E move
0.4%

Options history

IV · four-Friday blend25.83%
Daily EOD
OZK24.9%26.8%28.8%2026-10-19: 28.52%2026-10-20: 28.36%2026-10-21: 26.99%2026-10-22: 26.05%2026-10-23: 26.03%2026-10-26: 26.14%2026-10-27: 26.10%2026-10-28: 25.19%2026-10-29: 25.15%2026-10-30: 25.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.52%
28.36%
26.99%
26.05%
26.03%
26.14%
26.10%
25.19%
25.15%
25.83%