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Prosperity Bancshares Inc PB

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T03:55:25.837Z

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 · 2026-11-04T00:00:00.002806891Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T03:55:25.376950+00:00

Share price$73.11
1D-0.3%
AH$72.95$73.26$73.57$73.88$74.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPB
Sold putSold callAH

Prosperity Bancshares Inc options

Live interpolated PB call and put midpoint premiums by absolute delta.Prosperity Bancshares Inc$0.45$1.84$3.23$4.62$6.01$65.84$69.29$72.74$76.19$79.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 PRICELive PB spot · $73.11PB PRICE$0.61$0.75$0.90$1.04$1.35$1.71$2.07$2.43$2.79$3.15$3.51$3.87$5.60$0.60$0.76$1.06$1.36$1.66$1.96$2.26$2.56$2.86
Puts——
CallsCheap0.95×
Skew——
Implied moveBearish±$4.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.9136.7%8.8%68.7135.3%6.8%
25Δ77.7034.2%7.3%70.3429.2%4.8%
30Δ76.4931.7%5.9%70.9729.5%4.4%
35Δ75.2829.1%4.4%71.5929.8%3.9%
40Δ74.5228.8%3.8%72.2130.1%3.5%
45Δ73.8929.1%3.4%72.8330.4%3.1%
50Δ73.2729.4%3.0%73.4630.7%2.6%
55Δ72.6429.7%2.7%74.0831.0%2.2%
60Δ72.0130.1%2.3%74.7031.3%1.7%
65Δ71.3930.4%2.0%
70Δ70.7630.7%1.6%
75Δ70.1431.0%1.2%
80Δ68.2837.8%1.1%

20Δ

Calls
Pseudo strike
78.91
IV
36.7%
B/E move
8.8%
Puts
Pseudo strike
68.71
IV
35.3%
B/E move
6.8%

25Δ

Calls
Pseudo strike
77.70
IV
34.2%
B/E move
7.3%
Puts
Pseudo strike
70.34
IV
29.2%
B/E move
4.8%

30Δ

Calls
Pseudo strike
76.49
IV
31.7%
B/E move
5.9%
Puts
Pseudo strike
70.97
IV
29.5%
B/E move
4.4%

35Δ

Calls
Pseudo strike
75.28
IV
29.1%
B/E move
4.4%
Puts
Pseudo strike
71.59
IV
29.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
74.52
IV
28.8%
B/E move
3.8%
Puts
Pseudo strike
72.21
IV
30.1%
B/E move
3.5%

45Δ

Calls
Pseudo strike
73.89
IV
29.1%
B/E move
3.4%
Puts
Pseudo strike
72.83
IV
30.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
73.27
IV
29.4%
B/E move
3.0%
Puts
Pseudo strike
73.46
IV
30.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
72.64
IV
29.7%
B/E move
2.7%
Puts
Pseudo strike
74.08
IV
31.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
72.01
IV
30.1%
B/E move
2.3%
Puts
Pseudo strike
74.70
IV
31.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
71.39
IV
30.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
70.76
IV
30.7%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
70.14
IV
31.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
68.28
IV
37.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.92%
Daily EOD
PB25.6%26.9%28.2%2026-10-19: 27.18%2026-10-20: 26.96%2026-10-21: 27.68%2026-10-22: 26.44%2026-10-23: 27.25%2026-10-26: 27.57%2026-10-27: 28.04%2026-10-28: 27.18%2026-10-29: 25.75%2026-10-30: 25.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.18%
26.96%
27.68%
26.44%
27.25%
27.57%
28.04%
27.18%
25.75%
25.92%