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Blue Ridge Bankshares Inc BRBS

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T13:44:35.042Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T13:44:30.758982464Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T13:44:33.361132+00:00

Share price$4.00
1D-0.2%
$4.00$4.00$4.01$4.01$4.025:30 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$0.58$0.81$1.04$1.27$1.61$2.74$3.87$5.00$6.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRBS spot · $4.00BRBS PRICE$0.38$0.38$0.40$0.50$0.60$0.70$0.80$0.90$1.00$1.10$1.20$0.41$0.45$0.49$0.53$0.57$0.61$0.65$0.68$0.72$0.76$0.80$0.84$0.88
PutsExpensive5.55×
CallsExpensive3.91×
SkewBearish+22.54 pp
Implied moveBearish±$1.25
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.63256.4%44.3%
25Δ2.79242.3%41.4%
30Δ7.33240.9%92.8%2.95228.3%38.4%
35Δ5.97190.1%58.9%3.11214.3%35.4%
40Δ4.94152.4%33.7%3.26200.2%32.5%
45Δ4.72148.0%30.8%3.42186.2%29.5%
50Δ4.50143.7%27.8%3.58172.2%26.5%
55Δ4.29139.3%24.9%3.74158.1%23.6%
60Δ4.07135.0%22.0%3.90144.1%20.6%
65Δ3.85130.6%19.0%4.05130.1%17.6%
70Δ3.63126.3%16.1%4.21116.0%14.7%
75Δ3.42122.0%13.1%4.37102.0%11.7%
80Δ3.20117.6%10.2%4.5388.0%8.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.63
IV
256.4%
B/E move
44.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.79
IV
242.3%
B/E move
41.4%

30Δ

Calls
Pseudo strike
7.33
IV
240.9%
B/E move
92.8%
Puts
Pseudo strike
2.95
IV
228.3%
B/E move
38.4%

35Δ

Calls
Pseudo strike
5.97
IV
190.1%
B/E move
58.9%
Puts
Pseudo strike
3.11
IV
214.3%
B/E move
35.4%

40Δ

Calls
Pseudo strike
4.94
IV
152.4%
B/E move
33.7%
Puts
Pseudo strike
3.26
IV
200.2%
B/E move
32.5%

45Δ

Calls
Pseudo strike
4.72
IV
148.0%
B/E move
30.8%
Puts
Pseudo strike
3.42
IV
186.2%
B/E move
29.5%

50Δ

Calls
Pseudo strike
4.50
IV
143.7%
B/E move
27.8%
Puts
Pseudo strike
3.58
IV
172.2%
B/E move
26.5%

55Δ

Calls
Pseudo strike
4.29
IV
139.3%
B/E move
24.9%
Puts
Pseudo strike
3.74
IV
158.1%
B/E move
23.6%

60Δ

Calls
Pseudo strike
4.07
IV
135.0%
B/E move
22.0%
Puts
Pseudo strike
3.90
IV
144.1%
B/E move
20.6%

65Δ

Calls
Pseudo strike
3.85
IV
130.6%
B/E move
19.0%
Puts
Pseudo strike
4.05
IV
130.1%
B/E move
17.6%

70Δ

Calls
Pseudo strike
3.63
IV
126.3%
B/E move
16.1%
Puts
Pseudo strike
4.21
IV
116.0%
B/E move
14.7%

75Δ

Calls
Pseudo strike
3.42
IV
122.0%
B/E move
13.1%
Puts
Pseudo strike
4.37
IV
102.0%
B/E move
11.7%

80Δ

Calls
Pseudo strike
3.20
IV
117.6%
B/E move
10.2%
Puts
Pseudo strike
4.53
IV
88.0%
B/E move
8.7%

Options history

No recorded observations