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SouthState Bank Corporation SSB

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Market datapartial · fetched 2026-10-22T22:05:36.500Z

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 · 2026-10-22T20:10:00.003979546Z

FundamentalsAlpha Vantage · unavailable

Share price$105.22
1D+4.2%
AH$101$102$103$105$1065:30 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$0.61$3.27$5.93$8.59$11.25$93.74$99.20$104.66$110.12$115.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SSB spot · $105.22SSB PRICE$0.89$1.13$1.37$1.65$1.92$2.19$2.47$2.76$3.35$3.95$4.54$5.14$5.73$1.55$1.91$2.22$2.34$2.46$2.59$3.28$4.05$4.82$5.59$6.75$8.62$10.49
PutsExpensive1.16×
CallsCheap0.82×
SkewBearish+8.88 pp
Implied moveBearish±$5.75
TiltBearish20.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.5128.0%8.7%95.6844.3%10.5%
25Δ111.6826.6%7.2%98.0741.1%8.6%
30Δ109.9125.2%5.8%100.2937.6%6.8%
35Δ108.9224.3%5.1%101.8033.3%5.5%
40Δ107.9323.4%4.4%103.3129.1%4.2%
45Δ106.9322.5%3.7%104.8224.8%2.8%
50Δ105.9421.6%3.0%105.9725.1%2.4%
55Δ104.9520.7%2.4%107.0726.0%2.1%
60Δ104.0720.7%2.1%108.1826.9%1.8%
65Δ103.1920.7%1.8%109.2827.8%1.5%
70Δ102.3120.7%1.5%110.7329.3%1.2%
75Δ101.4220.7%1.3%112.8631.7%0.9%
80Δ100.5420.7%1.0%114.9834.1%0.7%

20Δ

Calls
Pseudo strike
113.51
IV
28.0%
B/E move
8.7%
Puts
Pseudo strike
95.68
IV
44.3%
B/E move
10.5%

25Δ

Calls
Pseudo strike
111.68
IV
26.6%
B/E move
7.2%
Puts
Pseudo strike
98.07
IV
41.1%
B/E move
8.6%

30Δ

Calls
Pseudo strike
109.91
IV
25.2%
B/E move
5.8%
Puts
Pseudo strike
100.29
IV
37.6%
B/E move
6.8%

35Δ

Calls
Pseudo strike
108.92
IV
24.3%
B/E move
5.1%
Puts
Pseudo strike
101.80
IV
33.3%
B/E move
5.5%

40Δ

Calls
Pseudo strike
107.93
IV
23.4%
B/E move
4.4%
Puts
Pseudo strike
103.31
IV
29.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
106.93
IV
22.5%
B/E move
3.7%
Puts
Pseudo strike
104.82
IV
24.8%
B/E move
2.8%

50Δ

Calls
Pseudo strike
105.94
IV
21.6%
B/E move
3.0%
Puts
Pseudo strike
105.97
IV
25.1%
B/E move
2.4%

55Δ

Calls
Pseudo strike
104.95
IV
20.7%
B/E move
2.4%
Puts
Pseudo strike
107.07
IV
26.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
104.07
IV
20.7%
B/E move
2.1%
Puts
Pseudo strike
108.18
IV
26.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
103.19
IV
20.7%
B/E move
1.8%
Puts
Pseudo strike
109.28
IV
27.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
102.31
IV
20.7%
B/E move
1.5%
Puts
Pseudo strike
110.73
IV
29.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
101.42
IV
20.7%
B/E move
1.3%
Puts
Pseudo strike
112.86
IV
31.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
100.54
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
114.98
IV
34.1%
B/E move
0.7%

Options history

No recorded observations