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First Financial Bankshares Inc FFIN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:45:17.303Z

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 · 2026-10-22T20:34:59.510603128Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T23:45:15.598071+00:00

Share price$30.33
1D+1.6%
AH$29.82$29.99$30.16$30.33$30.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFFIN
Sold putSold callAH

First Financial Bankshares Inc options

Live interpolated FFIN call and put midpoint premiums by absolute delta.First Financial Bankshares Inc$0.39$1.47$2.55$3.63$4.71$23.19$27.49$31.79$36.10$40.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFIN spot · $30.33FFIN PRICE$0.50$1.69$2.18$2.23$2.28$2.33$2.38$2.43$2.71$3.11$3.52$3.92$4.32$2.18$2.16$1.72$1.29$0.85$1.11$1.58$2.05$2.52$2.99$3.46$3.92$4.39
PutsExpensive2.46×
CallsExpensive3.69×
SkewBullish-34.34 pp
Implied moveBullish±$3.96
TiltBullish5.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.2456.2%17.8%22.02190.5%34.6%
25Δ45.86158.0%56.8%25.15139.5%24.2%
30Δ47.95184.2%65.3%26.65105.1%17.8%
35Δ44.60162.1%54.4%28.1570.8%11.4%
40Δ41.25140.1%43.5%29.6436.4%5.1%
45Δ37.90118.0%32.6%30.4429.7%3.3%
50Δ34.5595.9%21.8%31.0131.7%3.0%
55Δ31.2073.8%10.9%31.5833.6%2.6%
60Δ29.5864.2%6.4%32.1535.6%2.3%
65Δ28.9161.4%5.6%32.7337.6%1.9%
70Δ28.2558.7%4.7%33.3039.6%1.6%
75Δ27.5955.9%3.9%33.8741.5%1.3%
80Δ26.9353.1%3.0%34.4443.5%0.9%

20Δ

Calls
Pseudo strike
35.24
IV
56.2%
B/E move
17.8%
Puts
Pseudo strike
22.02
IV
190.5%
B/E move
34.6%

25Δ

Calls
Pseudo strike
45.86
IV
158.0%
B/E move
56.8%
Puts
Pseudo strike
25.15
IV
139.5%
B/E move
24.2%

30Δ

Calls
Pseudo strike
47.95
IV
184.2%
B/E move
65.3%
Puts
Pseudo strike
26.65
IV
105.1%
B/E move
17.8%

35Δ

Calls
Pseudo strike
44.60
IV
162.1%
B/E move
54.4%
Puts
Pseudo strike
28.15
IV
70.8%
B/E move
11.4%

40Δ

Calls
Pseudo strike
41.25
IV
140.1%
B/E move
43.5%
Puts
Pseudo strike
29.64
IV
36.4%
B/E move
5.1%

45Δ

Calls
Pseudo strike
37.90
IV
118.0%
B/E move
32.6%
Puts
Pseudo strike
30.44
IV
29.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
34.55
IV
95.9%
B/E move
21.8%
Puts
Pseudo strike
31.01
IV
31.7%
B/E move
3.0%

55Δ

Calls
Pseudo strike
31.20
IV
73.8%
B/E move
10.9%
Puts
Pseudo strike
31.58
IV
33.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
29.58
IV
64.2%
B/E move
6.4%
Puts
Pseudo strike
32.15
IV
35.6%
B/E move
2.3%

65Δ

Calls
Pseudo strike
28.91
IV
61.4%
B/E move
5.6%
Puts
Pseudo strike
32.73
IV
37.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
28.25
IV
58.7%
B/E move
4.7%
Puts
Pseudo strike
33.30
IV
39.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
27.59
IV
55.9%
B/E move
3.9%
Puts
Pseudo strike
33.87
IV
41.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
26.93
IV
53.1%
B/E move
3.0%
Puts
Pseudo strike
34.44
IV
43.5%
B/E move
0.9%

Options history

No recorded observations