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Third Coast Bancshares, Inc. Common Stock TCBX

i

Market datapartial · fetched 2026-11-07T07:41:50.061Z

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 · 2026-11-07T00:00:00.002937301Z

FundamentalsAlpha Vantage · unavailable

Share price$38.69
1D-0.8%
AH$38.64$38.81$38.99$39.16$39.335:30 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$0.43$1.18$1.93$2.68$3.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICETCBX PRICE$0.58$0.75$0.91$1.08$1.19$1.31$1.43$1.55$1.67$1.84$2.52$3.21$0.51$0.69$0.87$1.04
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.4956.3%9.6%
25Δ41.7651.9%9.4%36.1256.1%8.4%
30Δ41.1852.5%8.4%36.7655.8%7.2%
35Δ40.5953.1%7.3%37.3955.6%6.1%
40Δ40.0053.7%6.2%
45Δ39.5750.7%5.4%
50Δ39.1547.8%4.6%
55Δ38.7344.8%3.8%
60Δ38.3141.9%3.0%
65Δ37.8838.9%2.2%
70Δ37.4336.7%1.5%
75Δ36.6741.6%1.3%
80Δ35.9146.5%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.49
IV
56.3%
B/E move
9.6%

25Δ

Calls
Pseudo strike
41.76
IV
51.9%
B/E move
9.4%
Puts
Pseudo strike
36.12
IV
56.1%
B/E move
8.4%

30Δ

Calls
Pseudo strike
41.18
IV
52.5%
B/E move
8.4%
Puts
Pseudo strike
36.76
IV
55.8%
B/E move
7.2%

35Δ

Calls
Pseudo strike
40.59
IV
53.1%
B/E move
7.3%
Puts
Pseudo strike
37.39
IV
55.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
40.00
IV
53.7%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
39.57
IV
50.7%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
39.15
IV
47.8%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
38.73
IV
44.8%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
38.31
IV
41.9%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
37.88
IV
38.9%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
37.43
IV
36.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.67
IV
41.6%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.91
IV
46.5%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

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%