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Blue Ridge Bankshares, Inc. BRBS

i

Market datapartial · fetched 2026-11-11T16:01:25.664Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T15:57:17.73735347Z

FundamentalsAlpha Vantage · unavailable

Share price$4.02
1D-0.9%
$4.01$4.02$4.04$4.05$4.065:30 AM6:30 AM9:00 AM1:00 PMBRBS
Sold putSold call

Blue Ridge Bankshares, Inc. options

Live interpolated BRBS call and put midpoint premiums by absolute delta.Blue Ridge Bankshares, Inc.$0.35$0.60$0.84$1.08$1.33$-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 —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBRBS PRICE$0.38$0.49$0.60$0.71$0.82$0.93$1.04$1.15$1.26
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.81143.6%39.5%
25Δ3.07138.1%35.8%
30Δ3.33132.7%32.0%
35Δ3.59127.3%28.2%
40Δ3.86121.8%24.5%
45Δ4.12116.4%20.7%
50Δ4.38111.0%16.9%
55Δ4.64105.5%13.2%
60Δ4.90100.1%9.4%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.81
IV
143.6%
B/E move
39.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.07
IV
138.1%
B/E move
35.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.33
IV
132.7%
B/E move
32.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
127.3%
B/E move
28.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.86
IV
121.8%
B/E move
24.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.12
IV
116.4%
B/E move
20.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
111.0%
B/E move
16.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.64
IV
105.5%
B/E move
13.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.90
IV
100.1%
B/E move
9.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations