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Southside Bancshares, Inc. SBSI

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Market datapartial · fetched 2026-10-22T18:29:26.012Z

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 · 2026-10-22T18:24:19.91543776Z

FundamentalsAlpha Vantage · unavailable

Share price$31.81
1D+2.6%
$30.93$31.19$31.45$31.70$31.965:30 AM6:30 AM9:00 AM1:00 PMSBSI
Sold putSold call

Southside Bancshares, Inc. options

Live interpolated SBSI call and put midpoint premiums by absolute delta.Southside Bancshares, Inc.$2.24$4.21$6.19$8.17$10.14$21.58$26.05$30.52$34.99$39.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBSI spot · $31.81SBSI PRICE$2.46$2.49$2.51$2.54$2.56$2.59$3.48$4.92$2.45$2.45$2.45$2.45$2.63$2.83$3.04$3.25$3.46$3.67$3.88$6.34$9.57
PutsExpensive4.20×
CallsExpensive2.49×
SkewBearish+28.68 pp
Implied moveBearish±$5.53
TiltBearish34.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.32190.8%34.4%
25Δ25.97151.3%26.1%
30Δ27.84125.5%20.2%
35Δ29.7299.8%14.3%
40Δ30.6190.7%12.0%
45Δ34.6496.9%16.6%31.3384.6%10.4%
50Δ33.7886.7%14.0%32.0478.4%8.8%
55Δ32.9276.5%11.4%32.7672.3%7.2%
60Δ32.0566.3%8.7%33.4866.2%5.6%
65Δ31.1956.1%6.1%34.2060.0%4.0%
70Δ30.3345.9%3.5%34.9253.9%2.4%
75Δ29.0446.3%2.2%37.4768.8%2.2%
80Δ27.4853.3%1.9%40.7288.6%2.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.32
IV
190.8%
B/E move
34.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.97
IV
151.3%
B/E move
26.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.84
IV
125.5%
B/E move
20.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.72
IV
99.8%
B/E move
14.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.61
IV
90.7%
B/E move
12.0%

45Δ

Calls
Pseudo strike
34.64
IV
96.9%
B/E move
16.6%
Puts
Pseudo strike
31.33
IV
84.6%
B/E move
10.4%

50Δ

Calls
Pseudo strike
33.78
IV
86.7%
B/E move
14.0%
Puts
Pseudo strike
32.04
IV
78.4%
B/E move
8.8%

55Δ

Calls
Pseudo strike
32.92
IV
76.5%
B/E move
11.4%
Puts
Pseudo strike
32.76
IV
72.3%
B/E move
7.2%

60Δ

Calls
Pseudo strike
32.05
IV
66.3%
B/E move
8.7%
Puts
Pseudo strike
33.48
IV
66.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
31.19
IV
56.1%
B/E move
6.1%
Puts
Pseudo strike
34.20
IV
60.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
30.33
IV
45.9%
B/E move
3.5%
Puts
Pseudo strike
34.92
IV
53.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
29.04
IV
46.3%
B/E move
2.2%
Puts
Pseudo strike
37.47
IV
68.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
27.48
IV
53.3%
B/E move
1.9%
Puts
Pseudo strike
40.72
IV
88.6%
B/E move
2.1%

Options history

No recorded observations