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First Advantage Corp FA

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-10-22T08:40:58.013Z

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 · 2026-10-22T08:09:09.169873284Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T08:33:34.546997+00:00

Share price$19.66
1D
Price history unavailable.

First Advantage Corp options

Live interpolated FA call and put midpoint premiums by absolute delta.First Advantage Corp$0.26$1.72$3.18$4.64$6.10$12.78$15.88$18.98$22.08$25.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FA spot · $19.66FA PRICE$0.42$0.50$0.66$0.84$1.02$1.20$1.38$1.68$2.00$2.33$2.66$3.21$5.68$1.06$1.54$2.02$2.06$1.98$1.90$2.04$2.61$3.17$3.73$4.28$4.84$5.40
PutsExpensive2.83×
CallsExpensive2.02×
SkewBearish+24.37 pp
Implied moveBearish±$3.43
TiltBearish21.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.2875.0%25.6%15.94118.5%24.3%
25Δ22.8866.9%19.0%16.64132.9%23.2%
30Δ22.1365.5%15.9%17.35147.2%22.0%
35Δ21.6366.6%14.3%18.07133.5%18.6%
40Δ21.1267.7%12.6%18.80112.1%14.5%
45Δ20.6268.8%11.0%19.5390.8%10.4%
50Δ20.1169.9%9.3%20.2578.1%7.4%
55Δ19.5871.3%8.2%20.9881.8%6.5%
60Δ19.0572.9%7.1%21.7185.4%5.7%
65Δ18.5174.4%6.0%22.4489.1%4.8%
70Δ17.9875.9%5.0%23.1887.1%3.9%
75Δ17.2783.9%4.2%23.9284.6%3.0%
80Δ15.14147.4%5.9%24.6682.0%2.0%

20Δ

Calls
Pseudo strike
24.28
IV
75.0%
B/E move
25.6%
Puts
Pseudo strike
15.94
IV
118.5%
B/E move
24.3%

25Δ

Calls
Pseudo strike
22.88
IV
66.9%
B/E move
19.0%
Puts
Pseudo strike
16.64
IV
132.9%
B/E move
23.2%

30Δ

Calls
Pseudo strike
22.13
IV
65.5%
B/E move
15.9%
Puts
Pseudo strike
17.35
IV
147.2%
B/E move
22.0%

35Δ

Calls
Pseudo strike
21.63
IV
66.6%
B/E move
14.3%
Puts
Pseudo strike
18.07
IV
133.5%
B/E move
18.6%

40Δ

Calls
Pseudo strike
21.12
IV
67.7%
B/E move
12.6%
Puts
Pseudo strike
18.80
IV
112.1%
B/E move
14.5%

45Δ

Calls
Pseudo strike
20.62
IV
68.8%
B/E move
11.0%
Puts
Pseudo strike
19.53
IV
90.8%
B/E move
10.4%

50Δ

Calls
Pseudo strike
20.11
IV
69.9%
B/E move
9.3%
Puts
Pseudo strike
20.25
IV
78.1%
B/E move
7.4%

55Δ

Calls
Pseudo strike
19.58
IV
71.3%
B/E move
8.2%
Puts
Pseudo strike
20.98
IV
81.8%
B/E move
6.5%

60Δ

Calls
Pseudo strike
19.05
IV
72.9%
B/E move
7.1%
Puts
Pseudo strike
21.71
IV
85.4%
B/E move
5.7%

65Δ

Calls
Pseudo strike
18.51
IV
74.4%
B/E move
6.0%
Puts
Pseudo strike
22.44
IV
89.1%
B/E move
4.8%

70Δ

Calls
Pseudo strike
17.98
IV
75.9%
B/E move
5.0%
Puts
Pseudo strike
23.18
IV
87.1%
B/E move
3.9%

75Δ

Calls
Pseudo strike
17.27
IV
83.9%
B/E move
4.2%
Puts
Pseudo strike
23.92
IV
84.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
15.14
IV
147.4%
B/E move
5.9%
Puts
Pseudo strike
24.66
IV
82.0%
B/E move
2.0%

Options history

No recorded observations