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Third Coast Bancshares, Inc. Common Stock TCBX

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Market datapartial · fetched 2026-10-22T21:05:58.607Z

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 · 2026-10-22T20:10:00.003307211Z

FundamentalsAlpha Vantage · unavailable

Share price$40.00
1D+0.1%
AH$39.35$39.82$40.29$40.76$41.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTCBX
Sold putSold callAH

Third Coast Bancshares, Inc. Common Stock options

Live interpolated TCBX call and put midpoint premiums by absolute delta.Third Coast Bancshares, Inc. Common Stock$0.54$1.55$2.57$3.58$4.59$33.17$36.44$39.72$42.99$46.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TCBX spot · $40.00TCBX PRICE$1.07$0.65$0.72$0.99$1.26$1.54$1.81$2.10$2.44$2.77$3.10$3.51$4.30$1.00$1.16$1.27$1.25$1.22$1.19$1.30$1.49$1.68$1.88$2.07$2.27$2.46
PutsCheap0.74×
CallsExpensive1.31×
SkewBullish-7.88 pp
Implied moveBullish±$3.11
TiltBullish13.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.4096.4%33.7%34.4471.7%16.4%
25Δ44.7745.4%13.6%36.0163.9%12.9%
30Δ42.1731.9%7.2%37.4554.6%9.6%
35Δ41.7134.3%6.8%38.2246.5%7.6%
40Δ41.2536.7%6.3%38.9738.5%5.6%
45Δ40.7839.1%5.8%39.7230.5%3.7%
50Δ40.3241.5%5.3%40.2226.9%2.7%
55Δ39.8143.0%4.8%40.5626.0%2.3%
60Δ39.2142.4%4.1%40.9125.1%1.9%
65Δ38.6041.8%3.4%41.2624.1%1.6%
70Δ38.0041.2%2.8%41.6023.2%1.2%
75Δ37.3440.9%2.1%41.9522.3%0.8%
80Δ36.3842.6%1.7%42.2921.3%0.4%

20Δ

Calls
Pseudo strike
52.40
IV
96.4%
B/E move
33.7%
Puts
Pseudo strike
34.44
IV
71.7%
B/E move
16.4%

25Δ

Calls
Pseudo strike
44.77
IV
45.4%
B/E move
13.6%
Puts
Pseudo strike
36.01
IV
63.9%
B/E move
12.9%

30Δ

Calls
Pseudo strike
42.17
IV
31.9%
B/E move
7.2%
Puts
Pseudo strike
37.45
IV
54.6%
B/E move
9.6%

35Δ

Calls
Pseudo strike
41.71
IV
34.3%
B/E move
6.8%
Puts
Pseudo strike
38.22
IV
46.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
41.25
IV
36.7%
B/E move
6.3%
Puts
Pseudo strike
38.97
IV
38.5%
B/E move
5.6%

45Δ

Calls
Pseudo strike
40.78
IV
39.1%
B/E move
5.8%
Puts
Pseudo strike
39.72
IV
30.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
40.32
IV
41.5%
B/E move
5.3%
Puts
Pseudo strike
40.22
IV
26.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
39.81
IV
43.0%
B/E move
4.8%
Puts
Pseudo strike
40.56
IV
26.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
39.21
IV
42.4%
B/E move
4.1%
Puts
Pseudo strike
40.91
IV
25.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
38.60
IV
41.8%
B/E move
3.4%
Puts
Pseudo strike
41.26
IV
24.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
38.00
IV
41.2%
B/E move
2.8%
Puts
Pseudo strike
41.60
IV
23.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
37.34
IV
40.9%
B/E move
2.1%
Puts
Pseudo strike
41.95
IV
22.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
36.38
IV
42.6%
B/E move
1.7%
Puts
Pseudo strike
42.29
IV
21.3%
B/E move
0.4%

Options history

No recorded observations