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Bank OZK Common Stock OZK

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Market datapartial · fetched 2026-10-22T18:29:11.338Z

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 · 2026-10-22T18:29:06.283046147Z

FundamentalsAlpha Vantage · unavailable

Share price$49.71
1D+4.0%
$47.64$48.24$48.85$49.45$50.055:30 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$0.27$1.56$2.84$4.12$5.40$42.08$45.41$48.73$52.06$55.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OZK spot · $49.70OZK PRICE$0.41$0.53$0.72$0.90$1.09$1.28$1.47$1.84$2.20$2.57$2.94$3.40$3.96$0.49$0.63$0.80$0.98$1.16$1.34$1.52$1.91$2.29$2.68$3.07$3.83$5.03
PutsCheap0.93×
CallsCheap0.90×
SkewBullish-0.28 pp
Implied moveBalanced±$2.99
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.4126.5%8.3%46.3930.5%7.7%
25Δ52.6026.4%6.9%47.3228.8%6.0%
30Δ52.0526.6%6.2%47.9228.0%5.2%
35Δ51.5426.9%5.5%48.4427.5%4.5%
40Δ51.0327.1%4.9%48.9627.0%3.8%
45Δ50.5227.4%4.2%49.4826.5%3.2%
50Δ50.0127.6%3.6%49.9926.0%2.5%
55Δ49.4528.4%3.2%50.5526.5%2.1%
60Δ48.9029.1%2.8%51.1027.1%1.8%
65Δ48.3429.9%2.4%51.6527.6%1.5%
70Δ47.7830.7%2.0%52.2128.2%1.1%
75Δ47.1430.8%1.7%53.1229.3%0.8%
80Δ46.4230.4%1.4%54.4431.2%0.6%

20Δ

Calls
Pseudo strike
53.41
IV
26.5%
B/E move
8.3%
Puts
Pseudo strike
46.39
IV
30.5%
B/E move
7.7%

25Δ

Calls
Pseudo strike
52.60
IV
26.4%
B/E move
6.9%
Puts
Pseudo strike
47.32
IV
28.8%
B/E move
6.0%

30Δ

Calls
Pseudo strike
52.05
IV
26.6%
B/E move
6.2%
Puts
Pseudo strike
47.92
IV
28.0%
B/E move
5.2%

35Δ

Calls
Pseudo strike
51.54
IV
26.9%
B/E move
5.5%
Puts
Pseudo strike
48.44
IV
27.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
51.03
IV
27.1%
B/E move
4.9%
Puts
Pseudo strike
48.96
IV
27.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
50.52
IV
27.4%
B/E move
4.2%
Puts
Pseudo strike
49.48
IV
26.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
50.01
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
49.99
IV
26.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
49.45
IV
28.4%
B/E move
3.2%
Puts
Pseudo strike
50.55
IV
26.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
48.90
IV
29.1%
B/E move
2.8%
Puts
Pseudo strike
51.10
IV
27.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
48.34
IV
29.9%
B/E move
2.4%
Puts
Pseudo strike
51.65
IV
27.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
47.78
IV
30.7%
B/E move
2.0%
Puts
Pseudo strike
52.21
IV
28.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
47.14
IV
30.8%
B/E move
1.7%
Puts
Pseudo strike
53.12
IV
29.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
46.42
IV
30.4%
B/E move
1.4%
Puts
Pseudo strike
54.44
IV
31.2%
B/E move
0.6%

Options history

No recorded observations