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ServisFirst Bancshares Inc SFBS

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T04:45:11.580Z

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 · ready · quarter 2026-09-30 · fetched 2026-10-23T04:45:10.929061+00:00

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$4.08$5.59$7.11$31.14$36.89$42.64$48.39$54.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFBS spot · $41.30SFBS PRICE$1.21$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$4.41$5.46$6.67
PutsExpensive1.79×
CallsExpensive1.94×
SkewBullish-23.16 pp
Implied moveBearish±$5.18
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.6184.9%27.9%31.04157.9%30.6%
25Δ57.63137.3%44.6%33.61127.1%23.9%
30Δ54.76136.0%38.5%36.1896.3%17.1%
35Δ52.67122.0%33.5%38.7665.6%10.4%
40Δ50.57108.0%28.4%40.3850.5%6.7%
45Δ48.4793.9%23.3%41.1350.1%6.0%
50Δ46.3879.9%18.3%41.8749.8%5.2%
55Δ44.2865.9%13.2%42.6249.4%4.4%
60Δ42.1851.8%8.1%43.3649.0%3.6%
65Δ40.0837.8%3.0%44.1048.6%2.9%
70Δ44.8548.2%2.1%
75Δ46.1149.1%1.6%
80Δ47.5050.2%1.2%

20Δ

Calls
Pseudo strike
51.61
IV
84.9%
B/E move
27.9%
Puts
Pseudo strike
31.04
IV
157.9%
B/E move
30.6%

25Δ

Calls
Pseudo strike
57.63
IV
137.3%
B/E move
44.6%
Puts
Pseudo strike
33.61
IV
127.1%
B/E move
23.9%

30Δ

Calls
Pseudo strike
54.76
IV
136.0%
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
122.0%
B/E move
33.5%
Puts
Pseudo strike
38.76
IV
65.6%
B/E move
10.4%

40Δ

Calls
Pseudo strike
50.57
IV
108.0%
B/E move
28.4%
Puts
Pseudo strike
40.38
IV
50.5%
B/E move
6.7%

45Δ

Calls
Pseudo strike
48.47
IV
93.9%
B/E move
23.3%
Puts
Pseudo strike
41.13
IV
50.1%
B/E move
6.0%

50Δ

Calls
Pseudo strike
46.38
IV
79.9%
B/E move
18.3%
Puts
Pseudo strike
41.87
IV
49.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
44.28
IV
65.9%
B/E move
13.2%
Puts
Pseudo strike
42.62
IV
49.4%
B/E move
4.4%

60Δ

Calls
Pseudo strike
42.18
IV
51.8%
B/E move
8.1%
Puts
Pseudo strike
43.36
IV
49.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
40.08
IV
37.8%
B/E move
3.0%
Puts
Pseudo strike
44.10
IV
48.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.85
IV
48.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.11
IV
49.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.50
IV
50.2%
B/E move
1.2%

Options history

No recorded observations