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First Advantage Corporation Common Stock FA

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-11-11T14:01:19.946Z

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 · 2026-11-11T13:59:24.860053942Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:58:52.245740+00:00

Share price$21.45
1D-0.2%
$21.44$21.46$21.48$21.49$21.515:30 AM6:30 AM9:00 AM1:00 PMFA
Sold putSold call

First Advantage Corporation Common Stock options

Live interpolated FA call and put midpoint premiums by absolute delta.First Advantage Corporation Common Stock$0.22$1.13$2.04$2.95$3.87$17.42$19.40$21.38$23.36$25.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive FA spot · $21.45FA PRICE$0.99$1.20$1.41$1.61$1.81$2.01$2.21$2.51$3.06$3.60$0.32$0.40$0.62$0.84$1.05$1.27$1.49$1.71$1.95$2.32$2.68$3.04$3.41
PutsCheap0.92×
Calls——
Skew——
Implied moveBullish±$3.11
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.20115.9%16.6%
25Δ20.1168.4%8.1%
30Δ20.4672.4%7.5%
35Δ23.59124.1%14.6%20.8176.5%6.9%
40Δ23.09130.3%13.3%21.1680.6%6.3%
45Δ22.59136.4%11.9%21.5184.6%5.7%
50Δ22.05133.3%10.3%21.8588.7%5.1%
55Δ21.49128.1%8.7%22.2092.8%4.5%
60Δ20.94122.9%7.0%22.5796.0%3.9%
65Δ20.39117.6%5.4%23.0694.5%3.3%
70Δ19.79115.4%4.0%23.5693.0%2.7%
75Δ19.09120.1%3.3%24.0591.6%2.1%
80Δ18.39124.8%2.5%24.5490.1%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.20
IV
115.9%
B/E move
16.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.11
IV
68.4%
B/E move
8.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.46
IV
72.4%
B/E move
7.5%

35Δ

Calls
Pseudo strike
23.59
IV
124.1%
B/E move
14.6%
Puts
Pseudo strike
20.81
IV
76.5%
B/E move
6.9%

40Δ

Calls
Pseudo strike
23.09
IV
130.3%
B/E move
13.3%
Puts
Pseudo strike
21.16
IV
80.6%
B/E move
6.3%

45Δ

Calls
Pseudo strike
22.59
IV
136.4%
B/E move
11.9%
Puts
Pseudo strike
21.51
IV
84.6%
B/E move
5.7%

50Δ

Calls
Pseudo strike
22.05
IV
133.3%
B/E move
10.3%
Puts
Pseudo strike
21.85
IV
88.7%
B/E move
5.1%

55Δ

Calls
Pseudo strike
21.49
IV
128.1%
B/E move
8.7%
Puts
Pseudo strike
22.20
IV
92.8%
B/E move
4.5%

60Δ

Calls
Pseudo strike
20.94
IV
122.9%
B/E move
7.0%
Puts
Pseudo strike
22.57
IV
96.0%
B/E move
3.9%

65Δ

Calls
Pseudo strike
20.39
IV
117.6%
B/E move
5.4%
Puts
Pseudo strike
23.06
IV
94.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
19.79
IV
115.4%
B/E move
4.0%
Puts
Pseudo strike
23.56
IV
93.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
19.09
IV
120.1%
B/E move
3.3%
Puts
Pseudo strike
24.05
IV
91.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
18.39
IV
124.8%
B/E move
2.5%
Puts
Pseudo strike
24.54
IV
90.1%
B/E move
1.5%

Options history

IV · four-Friday blend67.37%
Daily close
FA52.3%85.4%118.4%2026-08-13: 70.58%2026-08-18: 105.09%2026-08-19: 108.48%2026-08-21: 65.76%2026-08-24: 59.92%2026-08-25: 62.80%2026-08-26: 65.47%2026-08-27: 66.26%2026-08-28: 56.90%2026-08-31: 66.02%2026-09-01: 69.69%2026-09-03: 66.84%2026-09-04: 75.94%2026-09-09: 83.43%2026-09-10: 87.19%2026-09-11: 98.90%2026-09-15: 113.82%2026-09-18: 68.28%2026-09-21: 70.80%2026-09-22: 71.87%2026-09-24: 70.78%2026-09-25: 65.58%2026-09-28: 62.13%2026-09-29: 64.36%2026-09-30: 71.63%2026-10-01: 67.27%2026-10-05: 70.11%2026-10-07: 72.36%2026-10-15: 90.97%2026-10-16: 67.98%2026-10-19: 68.11%2026-10-20: 60.35%2026-10-21: 62.97%2026-10-22: 67.80%2026-10-23: 58.66%2026-10-26: 70.93%2026-10-27: 62.48%2026-10-28: 74.20%2026-10-29: 67.38%2026-10-30: 67.37%Aug 13Sep 22Oct 30
40 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
70.58%
105.09%
108.48%
65.76%
59.92%
62.80%
65.47%
66.26%
56.90%
66.02%
69.69%
66.84%
75.94%
83.43%
87.19%
98.90%
113.82%
68.28%
70.80%
71.87%
70.78%
65.58%
62.13%
64.36%
71.63%
67.27%
70.11%
72.36%
90.97%
67.98%
68.11%
60.35%
62.97%
67.80%
58.66%
70.93%
62.48%
74.20%
67.38%
67.37%