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Third Coast Bancshares, Inc. Common Stock TCBX

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:11:19.156Z

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 · 2026-11-12T00:00:00.003634429Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:05:52.805537+00:00

Share price$39.89
1D+0.4%
AH$39.28$39.46$39.64$39.81$39.995:30 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$0.39$1.40$2.41$3.42$4.43$37.02$38.80$40.57$42.35$44.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive TCBX spot · $39.89TCBX PRICE$0.50$0.58$0.66$0.75$0.83$0.91$1.00$1.50$2.03$2.55$3.08$3.61$4.13$0.65$0.87$1.03$1.29$1.55$1.81$2.07$2.33$2.58
Puts——
CallsExpensive1.39×
Skew——
Implied moveBalanced±$2.03
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.7778.7%13.5%35.9984.3%11.4%
25Δ43.9872.6%11.7%36.7885.5%10.0%
30Δ43.1966.6%9.9%
35Δ42.4060.5%8.2%
40Δ41.6254.4%6.4%
45Δ40.8348.3%4.6%
50Δ40.0442.2%2.9%40.0140.2%2.3%
55Δ39.4045.2%2.5%40.3840.1%2.0%
60Δ38.7648.8%2.3%40.7539.9%1.7%
65Δ38.1352.3%2.0%41.1239.8%1.5%
70Δ37.4955.8%1.7%41.4939.6%1.2%
75Δ36.8659.3%1.4%41.8639.5%0.9%
80Δ36.2262.8%1.2%42.2339.4%0.6%

20Δ

Calls
Pseudo strike
44.77
IV
78.7%
B/E move
13.5%
Puts
Pseudo strike
35.99
IV
84.3%
B/E move
11.4%

25Δ

Calls
Pseudo strike
43.98
IV
72.6%
B/E move
11.7%
Puts
Pseudo strike
36.78
IV
85.5%
B/E move
10.0%

30Δ

Calls
Pseudo strike
43.19
IV
66.6%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
42.40
IV
60.5%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
41.62
IV
54.4%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
40.83
IV
48.3%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
40.04
IV
42.2%
B/E move
2.9%
Puts
Pseudo strike
40.01
IV
40.2%
B/E move
2.3%

55Δ

Calls
Pseudo strike
39.40
IV
45.2%
B/E move
2.5%
Puts
Pseudo strike
40.38
IV
40.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
38.76
IV
48.8%
B/E move
2.3%
Puts
Pseudo strike
40.75
IV
39.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
38.13
IV
52.3%
B/E move
2.0%
Puts
Pseudo strike
41.12
IV
39.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
37.49
IV
55.8%
B/E move
1.7%
Puts
Pseudo strike
41.49
IV
39.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
36.86
IV
59.3%
B/E move
1.4%
Puts
Pseudo strike
41.86
IV
39.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
36.22
IV
62.8%
B/E move
1.2%
Puts
Pseudo strike
42.23
IV
39.4%
B/E move
0.6%

Options history

IV · four-Friday blend33.56%
Daily EOD
TCBX32.2%34.6%37.0%2026-10-19: 36.66%2026-10-20: 35.60%2026-10-21: 33.51%2026-10-22: 32.52%2026-10-23: 33.94%2026-10-26: 32.59%2026-10-27: 33.52%2026-10-28: 33.52%2026-10-29: 33.02%2026-10-30: 33.56%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.66%
35.60%
33.51%
32.52%
33.94%
32.59%
33.52%
33.52%
33.02%
33.56%