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Texas Capital Bancshares, Inc. Common Stock, par value $0.01 per share TCBI

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Market datapartial · fetched 2026-10-22T22:30:24.632Z

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 · 2026-10-22T20:00:30.382772826Z

FundamentalsAlpha Vantage · unavailable

Share price$98.78
1D+5.9%
AH$93$94$96$98$995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTCBI
Sold putSold callAH

Texas Capital Bancshares, Inc. Common Stock, par value $0.01 per share options

Live interpolated TCBI call and put midpoint premiums by absolute delta.Texas Capital Bancshares, Inc. Common Stock, par value $0.01 per share$0.89$2.94$4.98$7.03$9.08$85.23$92.05$98.87$105.68$112.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TCBI spot · $98.78TCBI PRICE$1.11$1.29$1.52$1.80$2.07$2.35$2.93$3.62$4.32$5.02$5.71$7.07$8.47$1.64$1.85$2.04$2.36$2.74$3.13$3.51$4.02$4.69$5.37$6.04$6.71$8.49
PutsExpensive1.16×
CallsCheap0.75×
SkewBearish+2.83 pp
Implied moveBearish±$6.44
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ109.2738.1%11.8%88.7650.0%11.8%
25Δ106.1632.9%8.8%91.7243.0%9.0%
30Δ104.2030.1%7.0%94.1936.9%6.7%
35Δ102.9128.7%6.0%95.7934.0%5.4%
40Δ101.6327.3%5.0%96.9732.6%4.6%
45Δ100.3526.0%4.0%98.1531.3%3.8%
50Δ99.2426.3%3.4%99.3429.9%3.0%
55Δ98.2027.4%3.1%100.4629.0%2.4%
60Δ97.1528.4%2.7%101.5228.5%2.0%
65Δ96.1029.5%2.4%102.5828.1%1.6%
70Δ95.0630.5%2.0%103.6427.7%1.2%
75Δ93.3931.9%1.7%104.7027.3%0.8%
80Δ91.6833.3%1.4%106.7428.8%0.5%

20Δ

Calls
Pseudo strike
109.27
IV
38.1%
B/E move
11.8%
Puts
Pseudo strike
88.76
IV
50.0%
B/E move
11.8%

25Δ

Calls
Pseudo strike
106.16
IV
32.9%
B/E move
8.8%
Puts
Pseudo strike
91.72
IV
43.0%
B/E move
9.0%

30Δ

Calls
Pseudo strike
104.20
IV
30.1%
B/E move
7.0%
Puts
Pseudo strike
94.19
IV
36.9%
B/E move
6.7%

35Δ

Calls
Pseudo strike
102.91
IV
28.7%
B/E move
6.0%
Puts
Pseudo strike
95.79
IV
34.0%
B/E move
5.4%

40Δ

Calls
Pseudo strike
101.63
IV
27.3%
B/E move
5.0%
Puts
Pseudo strike
96.97
IV
32.6%
B/E move
4.6%

45Δ

Calls
Pseudo strike
100.35
IV
26.0%
B/E move
4.0%
Puts
Pseudo strike
98.15
IV
31.3%
B/E move
3.8%

50Δ

Calls
Pseudo strike
99.24
IV
26.3%
B/E move
3.4%
Puts
Pseudo strike
99.34
IV
29.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
98.20
IV
27.4%
B/E move
3.1%
Puts
Pseudo strike
100.46
IV
29.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
97.15
IV
28.4%
B/E move
2.7%
Puts
Pseudo strike
101.52
IV
28.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
96.10
IV
29.5%
B/E move
2.4%
Puts
Pseudo strike
102.58
IV
28.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
95.06
IV
30.5%
B/E move
2.0%
Puts
Pseudo strike
103.64
IV
27.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
93.39
IV
31.9%
B/E move
1.7%
Puts
Pseudo strike
104.70
IV
27.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
91.68
IV
33.3%
B/E move
1.4%
Puts
Pseudo strike
106.74
IV
28.8%
B/E move
0.5%

Options history

No recorded observations