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Southside Bancshares, Inc. SBSI

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Market datapartial · fetched 2026-10-23T02:01:10.210Z

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 · 2026-10-22T23:00:00.001986976Z

FundamentalsAlpha Vantage · unavailable

Share price$31.63
1D+2.0%
AH$30.93$31.19$31.45$31.70$31.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSBSI
Sold putSold callAH

Southside Bancshares, Inc. options

Live interpolated SBSI call and put midpoint premiums by absolute delta.Southside Bancshares, Inc.$1.26$2.92$4.59$6.25$7.91$21.42$26.61$31.80$36.99$42.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SBSI spot · $31.63SBSI PRICE$1.44$1.88$2.32$2.45$2.45$2.46$2.49$2.52$2.55$2.58$2.89$4.35$5.80$2.45$2.45$2.45$2.45$2.59$2.78$2.97$3.17$3.36$3.55$3.75$4.48$7.43
PutsExpensive4.10×
CallsExpensive3.62×
SkewBullish-3.90 pp
Implied moveBearish±$5.46
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.87118.6%40.1%23.15193.1%34.6%
25Δ43.80141.8%44.4%25.83152.5%26.1%
30Δ44.73165.0%48.7%27.65127.2%20.3%
35Δ41.80150.1%39.9%29.46102.0%14.6%
40Δ37.28119.5%25.6%30.4790.2%11.8%
45Δ34.5398.6%17.0%31.1384.1%10.4%
50Δ33.5987.7%14.1%31.8078.1%8.9%
55Δ32.6576.8%11.2%32.4772.0%7.4%
60Δ31.7065.8%8.3%33.1365.9%5.9%
65Δ30.7654.9%5.4%33.8059.8%4.4%
70Δ29.6948.0%3.0%34.4753.7%2.9%
75Δ28.1057.8%2.6%35.5952.4%1.7%
80Δ26.5267.5%2.2%38.5770.3%1.6%

20Δ

Calls
Pseudo strike
42.87
IV
118.6%
B/E move
40.1%
Puts
Pseudo strike
23.15
IV
193.1%
B/E move
34.6%

25Δ

Calls
Pseudo strike
43.80
IV
141.8%
B/E move
44.4%
Puts
Pseudo strike
25.83
IV
152.5%
B/E move
26.1%

30Δ

Calls
Pseudo strike
44.73
IV
165.0%
B/E move
48.7%
Puts
Pseudo strike
27.65
IV
127.2%
B/E move
20.3%

35Δ

Calls
Pseudo strike
41.80
IV
150.1%
B/E move
39.9%
Puts
Pseudo strike
29.46
IV
102.0%
B/E move
14.6%

40Δ

Calls
Pseudo strike
37.28
IV
119.5%
B/E move
25.6%
Puts
Pseudo strike
30.47
IV
90.2%
B/E move
11.8%

45Δ

Calls
Pseudo strike
34.53
IV
98.6%
B/E move
17.0%
Puts
Pseudo strike
31.13
IV
84.1%
B/E move
10.4%

50Δ

Calls
Pseudo strike
33.59
IV
87.7%
B/E move
14.1%
Puts
Pseudo strike
31.80
IV
78.1%
B/E move
8.9%

55Δ

Calls
Pseudo strike
32.65
IV
76.8%
B/E move
11.2%
Puts
Pseudo strike
32.47
IV
72.0%
B/E move
7.4%

60Δ

Calls
Pseudo strike
31.70
IV
65.8%
B/E move
8.3%
Puts
Pseudo strike
33.13
IV
65.9%
B/E move
5.9%

65Δ

Calls
Pseudo strike
30.76
IV
54.9%
B/E move
5.4%
Puts
Pseudo strike
33.80
IV
59.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
29.69
IV
48.0%
B/E move
3.0%
Puts
Pseudo strike
34.47
IV
53.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
28.10
IV
57.8%
B/E move
2.6%
Puts
Pseudo strike
35.59
IV
52.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
26.52
IV
67.5%
B/E move
2.2%
Puts
Pseudo strike
38.57
IV
70.3%
B/E move
1.6%

Options history

No recorded observations