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Southside Bancshares, Inc. SBSI

i

Market datapartial · fetched 2026-11-13T02:47:23.980Z

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 · 2026-11-13T00:00:00.001503055Z

FundamentalsAlpha Vantage · unavailable

Share price$34.98
1D-0.5%
AH$34.61$34.75$34.89$35.04$35.185:30 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.$1.38$2.30$3.23$4.15$5.07$26.31$29.26$32.22$35.17$38.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SBSI spot · $34.98SBSI PRICE$1.48$1.72$1.95$2.19$2.46$2.82$3.18$3.54$3.90$4.27$2.15$2.15$2.21$2.28$2.36$2.43$2.70$3.05$3.40$3.75$4.10$4.45$4.80
PutsExpensive4.16×
Calls——
Skew——
Implied moveBearish±$4.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.34309.7%30.8%
25Δ29.30239.6%22.4%
30Δ30.94203.8%17.8%
35Δ36.8991.8%9.7%32.18178.5%14.5%
40Δ36.3898.2%8.9%33.42153.3%11.2%
45Δ35.86104.6%8.1%34.65128.0%7.9%
50Δ35.35110.9%7.3%35.45117.1%6.4%
55Δ34.80113.8%6.5%36.08111.7%5.6%
60Δ34.16108.7%5.7%36.70106.3%4.8%
65Δ33.51103.7%4.9%37.33100.9%4.0%
70Δ32.8798.7%4.1%37.9595.5%3.2%
75Δ32.2293.7%3.3%38.5890.1%2.4%
80Δ31.5888.6%2.5%39.2084.8%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.34
IV
309.7%
B/E move
30.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.30
IV
239.6%
B/E move
22.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.94
IV
203.8%
B/E move
17.8%

35Δ

Calls
Pseudo strike
36.89
IV
91.8%
B/E move
9.7%
Puts
Pseudo strike
32.18
IV
178.5%
B/E move
14.5%

40Δ

Calls
Pseudo strike
36.38
IV
98.2%
B/E move
8.9%
Puts
Pseudo strike
33.42
IV
153.3%
B/E move
11.2%

45Δ

Calls
Pseudo strike
35.86
IV
104.6%
B/E move
8.1%
Puts
Pseudo strike
34.65
IV
128.0%
B/E move
7.9%

50Δ

Calls
Pseudo strike
35.35
IV
110.9%
B/E move
7.3%
Puts
Pseudo strike
35.45
IV
117.1%
B/E move
6.4%

55Δ

Calls
Pseudo strike
34.80
IV
113.8%
B/E move
6.5%
Puts
Pseudo strike
36.08
IV
111.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
34.16
IV
108.7%
B/E move
5.7%
Puts
Pseudo strike
36.70
IV
106.3%
B/E move
4.8%

65Δ

Calls
Pseudo strike
33.51
IV
103.7%
B/E move
4.9%
Puts
Pseudo strike
37.33
IV
100.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
32.87
IV
98.7%
B/E move
4.1%
Puts
Pseudo strike
37.95
IV
95.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
32.22
IV
93.7%
B/E move
3.3%
Puts
Pseudo strike
38.58
IV
90.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
31.58
IV
88.6%
B/E move
2.5%
Puts
Pseudo strike
39.20
IV
84.8%
B/E move
1.7%

Options history

IV · four-Friday blend44.62%
Daily EOD
SBSI43.5%50.7%57.8%2026-10-19: 44.51%2026-10-20: 48.27%2026-10-21: 46.64%2026-10-22: 54.22%2026-10-23: 55.85%2026-10-26: 56.62%2026-10-27: 56.85%2026-10-28: 55.42%2026-10-30: 44.62%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.51%
48.27%
46.64%
54.22%
55.85%
56.62%
56.85%
55.42%
44.62%