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Bank OZK Common Stock OZK

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Market datapartial · fetched 2026-10-22T15:46:42.079Z

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 · 2026-10-22T15:46:30.519552909Z

FundamentalsAlpha Vantage · unavailable

Share price$49.13
1D+2.8%
$47.70$48.09$48.47$48.85$49.245:30 AM6:30 AM9:00 AM1:00 PMOZK
Sold putSold call

Bank OZK Common Stock options

Live interpolated OZK call and put midpoint premiums by absolute delta.Bank OZK Common Stock$0.21$1.88$3.56$5.23$6.90$42.16$45.28$48.41$51.53$54.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OZK spot · $49.13OZK PRICE$0.39$0.53$0.68$0.83$0.98$1.16$1.42$1.68$1.93$2.19$2.45$2.84$3.24$0.52$0.68$0.83$1.03$1.25$1.48$1.70$1.92$2.39$2.89$3.39$4.07$6.42
PutsFair1.03×
CallsCheap0.82×
SkewBearish+5.51 pp
Implied moveBearish±$3.12
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.6426.3%7.9%45.7431.9%8.0%
25Δ52.0025.9%6.9%46.5031.0%6.7%
30Δ51.4625.7%6.1%47.2730.0%5.5%
35Δ50.9125.5%5.3%47.8629.5%4.7%
40Δ50.3725.3%4.5%48.3829.2%4.1%
45Δ49.8525.3%3.8%48.9028.8%3.5%
50Δ49.3925.4%3.4%49.4228.5%2.9%
55Δ48.9325.6%3.0%49.9328.2%2.3%
60Δ48.4725.7%2.6%50.5829.0%1.9%
65Δ48.0125.9%2.2%51.2430.0%1.6%
70Δ47.5526.0%1.8%51.9030.9%1.3%
75Δ47.0225.1%1.5%52.7232.8%1.0%
80Δ46.4824.1%1.2%55.0843.6%1.0%

20Δ

Calls
Pseudo strike
52.64
IV
26.3%
B/E move
7.9%
Puts
Pseudo strike
45.74
IV
31.9%
B/E move
8.0%

25Δ

Calls
Pseudo strike
52.00
IV
25.9%
B/E move
6.9%
Puts
Pseudo strike
46.50
IV
31.0%
B/E move
6.7%

30Δ

Calls
Pseudo strike
51.46
IV
25.7%
B/E move
6.1%
Puts
Pseudo strike
47.27
IV
30.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
50.91
IV
25.5%
B/E move
5.3%
Puts
Pseudo strike
47.86
IV
29.5%
B/E move
4.7%

40Δ

Calls
Pseudo strike
50.37
IV
25.3%
B/E move
4.5%
Puts
Pseudo strike
48.38
IV
29.2%
B/E move
4.1%

45Δ

Calls
Pseudo strike
49.85
IV
25.3%
B/E move
3.8%
Puts
Pseudo strike
48.90
IV
28.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
49.39
IV
25.4%
B/E move
3.4%
Puts
Pseudo strike
49.42
IV
28.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
48.93
IV
25.6%
B/E move
3.0%
Puts
Pseudo strike
49.93
IV
28.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
48.47
IV
25.7%
B/E move
2.6%
Puts
Pseudo strike
50.58
IV
29.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
48.01
IV
25.9%
B/E move
2.2%
Puts
Pseudo strike
51.24
IV
30.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
47.55
IV
26.0%
B/E move
1.8%
Puts
Pseudo strike
51.90
IV
30.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
47.02
IV
25.1%
B/E move
1.5%
Puts
Pseudo strike
52.72
IV
32.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
46.48
IV
24.1%
B/E move
1.2%
Puts
Pseudo strike
55.08
IV
43.6%
B/E move
1.0%

Options history

No recorded observations