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Southside Bancshares, Inc. SBSI

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Market datapartial · fetched 2026-10-23T19:38:30.818Z

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 · 2026-10-23T19:37:02.161319199Z

FundamentalsAlpha Vantage · unavailable

Share price$31.77
1D+0.8%
$31.38$31.52$31.66$31.79$31.935:30 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.$1.28$2.69$4.10$5.51$6.92$21.60$26.84$32.08$37.32$42.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBSI spot · $31.77SBSI PRICE$1.43$1.88$2.32$2.45$2.45$2.49$2.57$2.65$2.73$2.81$3.22$4.50$5.79$2.45$2.45$2.45$2.45$2.60$2.78$2.96$3.14$3.33$3.51$3.69$4.58$6.52
PutsExpensive4.08×
CallsExpensive3.72×
SkewBullish-6.95 pp
Implied moveBearish±$5.53
TiltBearish7.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.86118.7%39.4%23.28194.6%34.4%
25Δ43.79142.1%43.7%25.94154.1%26.1%
30Δ44.72165.5%48.1%27.80128.1%20.2%
35Δ41.91151.2%39.6%29.65102.0%14.4%
40Δ37.48120.7%25.7%30.5592.0%12.0%
45Δ34.5899.3%16.7%31.2285.6%10.5%
50Δ33.6189.5%13.9%31.9079.2%8.9%
55Δ32.6479.6%11.1%32.5772.7%7.4%
60Δ31.6769.8%8.3%33.2566.3%5.8%
65Δ30.7159.9%5.5%33.9259.9%4.3%
70Δ29.6255.5%3.4%34.6053.5%2.7%
75Δ28.2265.9%3.0%35.8253.3%1.7%
80Δ26.8176.2%2.6%37.8662.2%1.3%

20Δ

Calls
Pseudo strike
42.86
IV
118.7%
B/E move
39.4%
Puts
Pseudo strike
23.28
IV
194.6%
B/E move
34.4%

25Δ

Calls
Pseudo strike
43.79
IV
142.1%
B/E move
43.7%
Puts
Pseudo strike
25.94
IV
154.1%
B/E move
26.1%

30Δ

Calls
Pseudo strike
44.72
IV
165.5%
B/E move
48.1%
Puts
Pseudo strike
27.80
IV
128.1%
B/E move
20.2%

35Δ

Calls
Pseudo strike
41.91
IV
151.2%
B/E move
39.6%
Puts
Pseudo strike
29.65
IV
102.0%
B/E move
14.4%

40Δ

Calls
Pseudo strike
37.48
IV
120.7%
B/E move
25.7%
Puts
Pseudo strike
30.55
IV
92.0%
B/E move
12.0%

45Δ

Calls
Pseudo strike
34.58
IV
99.3%
B/E move
16.7%
Puts
Pseudo strike
31.22
IV
85.6%
B/E move
10.5%

50Δ

Calls
Pseudo strike
33.61
IV
89.5%
B/E move
13.9%
Puts
Pseudo strike
31.90
IV
79.2%
B/E move
8.9%

55Δ

Calls
Pseudo strike
32.64
IV
79.6%
B/E move
11.1%
Puts
Pseudo strike
32.57
IV
72.7%
B/E move
7.4%

60Δ

Calls
Pseudo strike
31.67
IV
69.8%
B/E move
8.3%
Puts
Pseudo strike
33.25
IV
66.3%
B/E move
5.8%

65Δ

Calls
Pseudo strike
30.71
IV
59.9%
B/E move
5.5%
Puts
Pseudo strike
33.92
IV
59.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
29.62
IV
55.5%
B/E move
3.4%
Puts
Pseudo strike
34.60
IV
53.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
28.22
IV
65.9%
B/E move
3.0%
Puts
Pseudo strike
35.82
IV
53.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
26.81
IV
76.2%
B/E move
2.6%
Puts
Pseudo strike
37.86
IV
62.2%
B/E move
1.3%

Options history

No recorded observations