IntraAlpha
Create free account Start free

ServisFirst Bancshares Inc. SFBS

i

Market datapartial · fetched 2026-10-23T03:49:24.619Z

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 · 2026-10-22T23:00:00.002395411Z

FundamentalsAlpha Vantage · unavailable

Share price$41.30
1D+3.9%
AH$39.64$40.08$40.53$40.98$41.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFBS
Sold putSold callAH

ServisFirst Bancshares Inc. options

Live interpolated SFBS call and put midpoint premiums by absolute delta.ServisFirst Bancshares Inc.$1.04$2.56$4.09$5.61$7.14$31.19$36.91$42.64$48.37$54.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFBS spot · $41.30SFBS PRICE$1.20$2.10$2.45$2.45$2.46$2.46$2.46$2.47$2.47$2.47$2.37$2.16$1.96$1.75$1.87$2.29$2.72$3.14$3.57$3.99$4.42$5.48$6.70
PutsExpensive1.78×
CallsExpensive1.93×
SkewBullish-23.20 pp
Implied moveBearish±$5.18
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.6084.5%27.9%31.04157.8%30.6%
25Δ57.62137.2%44.6%33.61127.0%23.9%
30Δ54.76135.9%38.5%36.1896.3%17.1%
35Δ52.67121.8%33.5%38.7665.5%10.4%
40Δ50.58107.7%28.4%40.3950.4%6.7%
45Δ48.4893.6%23.4%41.1349.9%6.0%
50Δ46.3979.6%18.3%41.8849.5%5.2%
55Δ44.3065.5%13.2%42.6249.0%4.4%
60Δ42.2051.4%8.2%43.3748.5%3.6%
65Δ40.1137.3%3.1%44.1148.0%2.9%
70Δ44.8647.5%2.1%
75Δ46.1348.4%1.6%
80Δ47.5349.6%1.1%

20Δ

Calls
Pseudo strike
51.60
IV
84.5%
B/E move
27.9%
Puts
Pseudo strike
31.04
IV
157.8%
B/E move
30.6%

25Δ

Calls
Pseudo strike
57.62
IV
137.2%
B/E move
44.6%
Puts
Pseudo strike
33.61
IV
127.0%
B/E move
23.9%

30Δ

Calls
Pseudo strike
54.76
IV
135.9%
B/E move
38.5%
Puts
Pseudo strike
36.18
IV
96.3%
B/E move
17.1%

35Δ

Calls
Pseudo strike
52.67
IV
121.8%
B/E move
33.5%
Puts
Pseudo strike
38.76
IV
65.5%
B/E move
10.4%

40Δ

Calls
Pseudo strike
50.58
IV
107.7%
B/E move
28.4%
Puts
Pseudo strike
40.39
IV
50.4%
B/E move
6.7%

45Δ

Calls
Pseudo strike
48.48
IV
93.6%
B/E move
23.4%
Puts
Pseudo strike
41.13
IV
49.9%
B/E move
6.0%

50Δ

Calls
Pseudo strike
46.39
IV
79.6%
B/E move
18.3%
Puts
Pseudo strike
41.88
IV
49.5%
B/E move
5.2%

55Δ

Calls
Pseudo strike
44.30
IV
65.5%
B/E move
13.2%
Puts
Pseudo strike
42.62
IV
49.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
42.20
IV
51.4%
B/E move
8.2%
Puts
Pseudo strike
43.37
IV
48.5%
B/E move
3.6%

65Δ

Calls
Pseudo strike
40.11
IV
37.3%
B/E move
3.1%
Puts
Pseudo strike
44.11
IV
48.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.86
IV
47.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.13
IV
48.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.53
IV
49.6%
B/E move
1.1%

Options history

No recorded observations