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ServisFirst Bancshares Inc. SFBS

i

Market datapartial · fetched 2026-11-12T16:05:30.930Z

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 · 2026-11-12T16:05:22.599693773Z

FundamentalsAlpha Vantage · unavailable

Share price$41.25
1D-1.2%
$40.74$41.00$41.27$41.54$41.805:30 AM6:30 AM9:00 AM1:00 PMSFBS
Sold putSold call

ServisFirst Bancshares Inc. options

Live interpolated SFBS call and put midpoint premiums by absolute delta.ServisFirst Bancshares Inc.$0.69$1.71$2.73$3.76$4.78$35.41$37.80$40.19$42.58$44.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 SFBS spot · $41.24SFBS PRICE$1.15$1.39$1.63$1.86$2.10$2.34$2.70$3.29$3.89$4.48$0.80$1.05$1.31$1.57$1.80$1.99$2.17$2.35$2.54$2.72$2.90$3.08$3.27
PutsExpensive2.11×
Calls——
Skew——
Implied moveBearish±$4.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.8390.9%12.6%
25Δ37.6892.4%11.2%
30Δ38.5493.8%9.7%
35Δ43.1866.3%7.5%39.3995.3%8.3%
40Δ42.6267.8%6.7%40.1394.7%7.1%
45Δ42.0669.2%5.9%40.5889.4%6.4%
50Δ41.5070.7%5.1%41.0484.0%5.8%
55Δ40.9372.2%4.3%41.4978.7%5.1%
60Δ40.3773.6%3.6%41.9473.3%4.5%
65Δ39.7474.2%2.9%42.3968.0%3.8%
70Δ38.9773.0%2.5%42.8462.6%3.2%
75Δ38.2071.8%2.0%43.3057.3%2.5%
80Δ37.4270.6%1.6%43.7551.9%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.83
IV
90.9%
B/E move
12.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.68
IV
92.4%
B/E move
11.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.54
IV
93.8%
B/E move
9.7%

35Δ

Calls
Pseudo strike
43.18
IV
66.3%
B/E move
7.5%
Puts
Pseudo strike
39.39
IV
95.3%
B/E move
8.3%

40Δ

Calls
Pseudo strike
42.62
IV
67.8%
B/E move
6.7%
Puts
Pseudo strike
40.13
IV
94.7%
B/E move
7.1%

45Δ

Calls
Pseudo strike
42.06
IV
69.2%
B/E move
5.9%
Puts
Pseudo strike
40.58
IV
89.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
41.50
IV
70.7%
B/E move
5.1%
Puts
Pseudo strike
41.04
IV
84.0%
B/E move
5.8%

55Δ

Calls
Pseudo strike
40.93
IV
72.2%
B/E move
4.3%
Puts
Pseudo strike
41.49
IV
78.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
40.37
IV
73.6%
B/E move
3.6%
Puts
Pseudo strike
41.94
IV
73.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
39.74
IV
74.2%
B/E move
2.9%
Puts
Pseudo strike
42.39
IV
68.0%
B/E move
3.8%

70Δ

Calls
Pseudo strike
38.97
IV
73.0%
B/E move
2.5%
Puts
Pseudo strike
42.84
IV
62.6%
B/E move
3.2%

75Δ

Calls
Pseudo strike
38.20
IV
71.8%
B/E move
2.0%
Puts
Pseudo strike
43.30
IV
57.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
37.42
IV
70.6%
B/E move
1.6%
Puts
Pseudo strike
43.75
IV
51.9%
B/E move
1.9%

Options history

IV · four-Friday blend38.46%
Daily EOD
SFBS32.1%36.8%41.5%2026-10-19: 37.75%2026-10-20: 38.98%2026-10-21: 32.74%2026-10-22: 40.88%2026-10-23: 38.06%2026-10-28: 40.60%2026-10-29: 36.76%2026-10-30: 38.46%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.75%
38.98%
32.74%
40.88%
38.06%
40.60%
36.76%
38.46%