Share price$4.00
1D+0.9%
Sold putSold callAH
Blue Ridge Bankshares, Inc. BRBS
i
Market datapartial · fetched 2026-10-22T04:26:08.594Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T00:00:00.063469592Z
FundamentalsAlpha Vantage · unavailable
Blue Ridge Bankshares, Inc. options
PutsExpensive5.03×
CallsExpensive4.78×
SkewBullish-23.61 pp
Implied move——
TiltBullish28.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 6.17 | 231.0% | 67.5% | |||
| 45Δ | 4.95 | 185.4% | 37.4% | |||
| 50Δ | 4.67 | 182.9% | 33.6% | |||
| 55Δ | 4.40 | 180.4% | 29.7% | |||
| 60Δ | 4.12 | 177.8% | 25.8% | |||
| 65Δ | 3.85 | 175.3% | 22.0% | |||
| 70Δ | 3.57 | 172.8% | 18.1% | 5.49 | 138.4% | 5.5% |
| 75Δ | 3.30 | 170.3% | 14.3% | 6.73 | 179.6% | 5.2% |
| 80Δ | 3.02 | 167.8% | 10.4% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 6.17
- IV
- 231.0%
- B/E move
- 67.5%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 4.95
- IV
- 185.4%
- B/E move
- 37.4%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 4.67
- IV
- 182.9%
- B/E move
- 33.6%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 4.40
- IV
- 180.4%
- B/E move
- 29.7%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 4.12
- IV
- 177.8%
- B/E move
- 25.8%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 3.85
- IV
- 175.3%
- B/E move
- 22.0%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 3.57
- IV
- 172.8%
- B/E move
- 18.1%
- Pseudo strike
- 5.49
- IV
- 138.4%
- B/E move
- 5.5%
75Δ
- Pseudo strike
- 3.30
- IV
- 170.3%
- B/E move
- 14.3%
- Pseudo strike
- 6.73
- IV
- 179.6%
- B/E move
- 5.2%
80Δ
- Pseudo strike
- 3.02
- IV
- 167.8%
- B/E move
- 10.4%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations