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Commerce Bancshares, Inc. Common Stock CBSH

i

Market datapartial · fetched 2026-11-04T00:20:55.912Z

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 · 2026-11-03T21:00:01.855996167Z

FundamentalsAlpha Vantage · unavailable

Share price$55.63
1D+0.4%
AH$55.35$55.57$55.78$55.99$56.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBSH
Sold putSold callAH

Commerce Bancshares, Inc. Common Stock options

Live interpolated CBSH call and put midpoint premiums by absolute delta.Commerce Bancshares, Inc. Common Stock$1.00$2.09$3.17$4.26$5.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICECBSH PRICE$1.12$1.39$1.66$1.93$2.21$2.48$2.90$3.43$3.97$4.50$5.03$2.45$2.45$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.42156.1%24.5%
25Δ48.11122.8%17.9%
30Δ58.1936.9%6.6%50.7499.1%13.2%
35Δ57.6138.7%6.0%52.3484.1%10.3%
40Δ57.0240.5%5.5%53.9569.1%7.4%
45Δ56.4342.3%4.9%
50Δ55.8444.0%4.4%
55Δ55.2645.8%3.8%
60Δ54.5646.2%3.3%
65Δ53.7845.6%2.8%
70Δ52.9944.9%2.4%
75Δ52.2144.3%1.9%
80Δ51.4243.6%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.42
IV
156.1%
B/E move
24.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.11
IV
122.8%
B/E move
17.9%

30Δ

Calls
Pseudo strike
58.19
IV
36.9%
B/E move
6.6%
Puts
Pseudo strike
50.74
IV
99.1%
B/E move
13.2%

35Δ

Calls
Pseudo strike
57.61
IV
38.7%
B/E move
6.0%
Puts
Pseudo strike
52.34
IV
84.1%
B/E move
10.3%

40Δ

Calls
Pseudo strike
57.02
IV
40.5%
B/E move
5.5%
Puts
Pseudo strike
53.95
IV
69.1%
B/E move
7.4%

45Δ

Calls
Pseudo strike
56.43
IV
42.3%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
55.84
IV
44.0%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
55.26
IV
45.8%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
54.56
IV
46.2%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
53.78
IV
45.6%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
52.99
IV
44.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
52.21
IV
44.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
51.42
IV
43.6%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.56%
Daily EOD
CBSH27.3%29.3%31.2%2026-10-19: 29.86%2026-10-20: 30.96%2026-10-22: 30.07%2026-10-28: 29.08%2026-10-29: 27.56%Oct 19Oct 22Oct 29
5 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
29.86%
30.96%
30.07%
29.08%
27.56%