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Prosperity Bancshares Inc PB

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Market datapartial · fetched 2026-10-22T21:59:32.049Z

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 · 2026-10-22T20:10:00.001940666Z

FundamentalsAlpha Vantage · unavailable

Share price$69.85
1D+2.7%
AH$67.61$68.26$68.90$69.55$70.195:30 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$0.71$2.95$5.19$7.43$9.67$60.63$64.98$69.32$73.66$78.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PB spot · $69.85PB PRICE$0.96$1.25$1.41$1.57$1.74$1.90$2.06$2.40$2.85$3.30$3.76$4.21$4.66$1.09$1.42$1.74$2.06$2.39$2.71$3.11$3.59$4.07$4.55$5.03$5.51$9.03
PutsExpensive1.72×
CallsExpensive1.22×
SkewBearish+5.38 pp
Implied moveBearish±$5.17
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.8045.8%14.2%63.3344.4%10.9%
25Δ78.5648.5%14.3%64.8545.0%9.2%
30Δ76.9744.4%12.2%66.0243.4%8.0%
35Δ75.3940.4%10.2%67.1541.6%6.8%
40Δ73.8036.3%8.1%68.2939.8%5.7%
45Δ72.2232.3%6.1%69.4238.0%4.5%
50Δ70.6428.3%4.1%70.4236.6%3.6%
55Δ69.5826.4%3.0%71.2735.5%3.1%
60Δ68.8826.0%2.7%72.1234.5%2.6%
65Δ68.1725.6%2.3%72.9733.4%2.1%
70Δ67.4725.2%2.0%73.8232.4%1.5%
75Δ66.7724.8%1.6%74.6731.3%1.0%
80Δ66.0624.4%1.3%78.2642.4%0.9%

20Δ

Calls
Pseudo strike
78.80
IV
45.8%
B/E move
14.2%
Puts
Pseudo strike
63.33
IV
44.4%
B/E move
10.9%

25Δ

Calls
Pseudo strike
78.56
IV
48.5%
B/E move
14.3%
Puts
Pseudo strike
64.85
IV
45.0%
B/E move
9.2%

30Δ

Calls
Pseudo strike
76.97
IV
44.4%
B/E move
12.2%
Puts
Pseudo strike
66.02
IV
43.4%
B/E move
8.0%

35Δ

Calls
Pseudo strike
75.39
IV
40.4%
B/E move
10.2%
Puts
Pseudo strike
67.15
IV
41.6%
B/E move
6.8%

40Δ

Calls
Pseudo strike
73.80
IV
36.3%
B/E move
8.1%
Puts
Pseudo strike
68.29
IV
39.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
72.22
IV
32.3%
B/E move
6.1%
Puts
Pseudo strike
69.42
IV
38.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
70.64
IV
28.3%
B/E move
4.1%
Puts
Pseudo strike
70.42
IV
36.6%
B/E move
3.6%

55Δ

Calls
Pseudo strike
69.58
IV
26.4%
B/E move
3.0%
Puts
Pseudo strike
71.27
IV
35.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
68.88
IV
26.0%
B/E move
2.7%
Puts
Pseudo strike
72.12
IV
34.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
68.17
IV
25.6%
B/E move
2.3%
Puts
Pseudo strike
72.97
IV
33.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
67.47
IV
25.2%
B/E move
2.0%
Puts
Pseudo strike
73.82
IV
32.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
66.77
IV
24.8%
B/E move
1.6%
Puts
Pseudo strike
74.67
IV
31.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
66.06
IV
24.4%
B/E move
1.3%
Puts
Pseudo strike
78.26
IV
42.4%
B/E move
0.9%

Options history

No recorded observations