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Prosperity Bancshares Inc PB

i

Market datapartial · fetched 2026-11-12T00:48:17.419Z

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 · 2026-11-12T00:00:00.002102845Z

FundamentalsAlpha Vantage · unavailable

Share price$73.02
1D-0.5%
AH$72.14$72.48$72.82$73.15$73.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPB
Sold putSold callAH

Prosperity Bancshares Inc options

Live interpolated PB call and put midpoint premiums by absolute delta.Prosperity Bancshares Inc$0.58$1.31$2.05$2.78$3.51$69.15$71.25$73.35$75.44$77.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PB spot · $73.02PB PRICE$0.66$0.93$1.19$1.45$1.72$1.98$2.24$2.51$2.77$3.04$3.30$1.11$1.19$1.28$1.41$1.53$1.66$1.79$1.91$2.04$2.16$2.29
Puts——
Calls——
Skew——
Implied moveBearish±$3.50
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.8184.5%11.4%
25Δ67.9770.3%8.6%
30Δ74.5724.3%3.0%70.0356.8%5.8%
35Δ74.1324.9%2.8%70.6153.2%5.2%
40Δ73.7025.5%2.6%71.1849.6%4.6%
45Δ73.2626.1%2.3%71.7546.0%4.0%
50Δ72.8226.6%2.1%72.3342.4%3.4%
55Δ72.3927.2%1.8%72.9038.8%2.8%
60Δ71.9527.8%1.6%73.4735.2%2.2%
65Δ71.5228.4%1.4%74.0531.6%1.6%
70Δ71.0828.9%1.1%74.6228.0%0.9%
75Δ70.6429.5%0.9%
80Δ70.2130.1%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.81
IV
84.5%
B/E move
11.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.97
IV
70.3%
B/E move
8.6%

30Δ

Calls
Pseudo strike
74.57
IV
24.3%
B/E move
3.0%
Puts
Pseudo strike
70.03
IV
56.8%
B/E move
5.8%

35Δ

Calls
Pseudo strike
74.13
IV
24.9%
B/E move
2.8%
Puts
Pseudo strike
70.61
IV
53.2%
B/E move
5.2%

40Δ

Calls
Pseudo strike
73.70
IV
25.5%
B/E move
2.6%
Puts
Pseudo strike
71.18
IV
49.6%
B/E move
4.6%

45Δ

Calls
Pseudo strike
73.26
IV
26.1%
B/E move
2.3%
Puts
Pseudo strike
71.75
IV
46.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
72.82
IV
26.6%
B/E move
2.1%
Puts
Pseudo strike
72.33
IV
42.4%
B/E move
3.4%

55Δ

Calls
Pseudo strike
72.39
IV
27.2%
B/E move
1.8%
Puts
Pseudo strike
72.90
IV
38.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
71.95
IV
27.8%
B/E move
1.6%
Puts
Pseudo strike
73.47
IV
35.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
71.52
IV
28.4%
B/E move
1.4%
Puts
Pseudo strike
74.05
IV
31.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
71.08
IV
28.9%
B/E move
1.1%
Puts
Pseudo strike
74.62
IV
28.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
70.64
IV
29.5%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
70.21
IV
30.1%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.92%
Daily EOD
PB25.6%26.9%28.2%2026-10-19: 27.18%2026-10-20: 26.96%2026-10-21: 27.68%2026-10-22: 26.44%2026-10-23: 27.25%2026-10-26: 27.57%2026-10-27: 28.04%2026-10-28: 27.18%2026-10-29: 25.75%2026-10-30: 25.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.18%
26.96%
27.68%
26.44%
27.25%
27.57%
28.04%
27.18%
25.75%
25.92%