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

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-06T02:14:59.947Z

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 · 2026-11-05T21:00:30.628099812Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T02:14:58.772484+00:00

Share price$103.09
1D-3.2%
AH$102$103$105$106$1075:30 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$1.04$2.95$4.86$6.77$8.68$90.75$97.31$103.88$110.45$117.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TCBI spot · $103.09TCBI PRICE$1.25$1.74$2.23$2.37$3.02$3.68$4.33$4.98$5.77$6.63$7.49$1.28$1.38$1.48$1.87$2.33$2.80$3.26$3.73$4.37$5.21$6.05$6.89$8.13
PutsExpensive1.08×
Calls——
Skew——
Implied moveBearish±$6.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.5352.2%11.3%95.0352.4%9.1%
25Δ112.0855.4%10.4%97.2844.5%7.0%
30Δ110.6458.6%9.5%99.5336.6%4.9%
35Δ100.7435.1%4.1%
40Δ101.6835.3%3.6%
45Δ104.1332.1%3.3%102.6235.5%3.2%
50Δ103.1834.1%3.0%103.5635.7%2.7%
55Δ102.2336.0%2.7%104.5035.9%2.2%
60Δ101.2737.9%2.4%105.5436.1%1.9%
65Δ100.3239.9%2.1%106.7036.2%1.6%
70Δ99.1940.0%1.8%107.8636.4%1.2%
75Δ97.9839.2%1.5%109.0236.5%0.9%
80Δ96.7738.4%1.1%110.5537.8%0.6%

20Δ

Calls
Pseudo strike
113.53
IV
52.2%
B/E move
11.3%
Puts
Pseudo strike
95.03
IV
52.4%
B/E move
9.1%

25Δ

Calls
Pseudo strike
112.08
IV
55.4%
B/E move
10.4%
Puts
Pseudo strike
97.28
IV
44.5%
B/E move
7.0%

30Δ

Calls
Pseudo strike
110.64
IV
58.6%
B/E move
9.5%
Puts
Pseudo strike
99.53
IV
36.6%
B/E move
4.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
100.74
IV
35.1%
B/E move
4.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.68
IV
35.3%
B/E move
3.6%

45Δ

Calls
Pseudo strike
104.13
IV
32.1%
B/E move
3.3%
Puts
Pseudo strike
102.62
IV
35.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
103.18
IV
34.1%
B/E move
3.0%
Puts
Pseudo strike
103.56
IV
35.7%
B/E move
2.7%

55Δ

Calls
Pseudo strike
102.23
IV
36.0%
B/E move
2.7%
Puts
Pseudo strike
104.50
IV
35.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
101.27
IV
37.9%
B/E move
2.4%
Puts
Pseudo strike
105.54
IV
36.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
100.32
IV
39.9%
B/E move
2.1%
Puts
Pseudo strike
106.70
IV
36.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
99.19
IV
40.0%
B/E move
1.8%
Puts
Pseudo strike
107.86
IV
36.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
97.98
IV
39.2%
B/E move
1.5%
Puts
Pseudo strike
109.02
IV
36.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
96.77
IV
38.4%
B/E move
1.1%
Puts
Pseudo strike
110.55
IV
37.8%
B/E move
0.6%

Options history

IV · four-Friday blend29.23%
Daily EOD
TCBI26.9%29.4%31.9%2026-10-19: 30.89%2026-10-20: 31.56%2026-10-21: 30.57%2026-10-22: 27.87%2026-10-23: 29.56%2026-10-26: 28.92%2026-10-27: 27.26%2026-10-28: 28.59%2026-10-29: 27.76%2026-10-30: 29.23%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.89%
31.56%
30.57%
27.87%
29.56%
28.92%
27.26%
28.59%
27.76%
29.23%