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SouthState Bank Corporation SSB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T00:48:09.281Z

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 · 2026-11-12T00:00:00.002598237Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:48:08.888896+00:00

Share price$105.31
1D+0.2%
AH$104.43$104.70$104.97$105.23$105.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSSB
Sold putSold callAH

SouthState Bank Corporation options

Live interpolated SSB call and put midpoint premiums by absolute delta.SouthState Bank Corporation$0.97$2.17$3.36$4.56$5.76$97.69$101.60$105.51$109.42$113.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSB spot · $105.31SSB PRICE$1.10$1.25$1.40$1.58$1.76$1.94$2.12$2.38$2.99$3.59$4.20$4.81$5.41$1.21$1.37$1.49$1.61$1.73$1.85$2.21$2.61$3.01$3.42$3.82$4.22$4.63
PutsExpensive1.24×
CallsExpensive1.21×
SkewBullish-2.44 pp
Implied moveBalanced±$4.33
TiltBalanced2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.0462.9%10.3%97.0565.0%9.0%
25Δ112.3454.4%7.9%99.9753.9%6.4%
30Δ109.8746.7%5.7%101.1948.5%5.3%
35Δ108.8643.5%4.9%102.3943.1%4.3%
40Δ107.8540.3%4.1%103.5937.8%3.3%
45Δ106.8437.2%3.3%104.7932.4%2.3%
50Δ105.8434.0%2.5%105.5431.0%1.9%
55Δ104.8631.4%1.8%106.2030.4%1.6%
60Δ104.0232.0%1.6%106.8529.7%1.4%
65Δ103.1832.6%1.4%107.5129.1%1.2%
70Δ102.3533.1%1.2%108.1628.5%0.9%
75Δ101.5133.7%1.0%108.8227.8%0.7%
80Δ100.6734.2%0.7%109.4827.2%0.4%

20Δ

Calls
Pseudo strike
115.04
IV
62.9%
B/E move
10.3%
Puts
Pseudo strike
97.05
IV
65.0%
B/E move
9.0%

25Δ

Calls
Pseudo strike
112.34
IV
54.4%
B/E move
7.9%
Puts
Pseudo strike
99.97
IV
53.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
109.87
IV
46.7%
B/E move
5.7%
Puts
Pseudo strike
101.19
IV
48.5%
B/E move
5.3%

35Δ

Calls
Pseudo strike
108.86
IV
43.5%
B/E move
4.9%
Puts
Pseudo strike
102.39
IV
43.1%
B/E move
4.3%

40Δ

Calls
Pseudo strike
107.85
IV
40.3%
B/E move
4.1%
Puts
Pseudo strike
103.59
IV
37.8%
B/E move
3.3%

45Δ

Calls
Pseudo strike
106.84
IV
37.2%
B/E move
3.3%
Puts
Pseudo strike
104.79
IV
32.4%
B/E move
2.3%

50Δ

Calls
Pseudo strike
105.84
IV
34.0%
B/E move
2.5%
Puts
Pseudo strike
105.54
IV
31.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
104.86
IV
31.4%
B/E move
1.8%
Puts
Pseudo strike
106.20
IV
30.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
104.02
IV
32.0%
B/E move
1.6%
Puts
Pseudo strike
106.85
IV
29.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
103.18
IV
32.6%
B/E move
1.4%
Puts
Pseudo strike
107.51
IV
29.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
102.35
IV
33.1%
B/E move
1.2%
Puts
Pseudo strike
108.16
IV
28.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
101.51
IV
33.7%
B/E move
1.0%
Puts
Pseudo strike
108.82
IV
27.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
100.67
IV
34.2%
B/E move
0.7%
Puts
Pseudo strike
109.48
IV
27.2%
B/E move
0.4%

Options history

IV · four-Friday blend25.65%
Daily EOD
SSB24.2%25.5%26.8%2026-10-19: 26.62%2026-10-20: 26.25%2026-10-21: 26.24%2026-10-22: 24.34%2026-10-23: 25.68%2026-10-26: 26.62%2026-10-27: 26.62%2026-10-28: 25.71%2026-10-29: 25.75%2026-10-30: 25.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.62%
26.25%
26.24%
24.34%
25.68%
26.62%
26.62%
25.71%
25.75%
25.65%