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First Financial Bankshares, Inc. Common Stock FFIN

i

Market datapartial · fetched 2026-11-12T02:43:05.593Z

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 · 2026-11-11T21:00:02.57199Z

FundamentalsAlpha Vantage · unavailable

Share price$30.34
1D-0.1%
AH$30.21$30.30$30.38$30.47$30.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFFIN
Sold putSold callAH

First Financial Bankshares, Inc. Common Stock options

Live interpolated FFIN call and put midpoint premiums by absolute delta.First Financial Bankshares, Inc. Common Stock$1.87$2.71$3.54$4.38$5.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFFIN PRICE$1.96$2.15$2.18$2.26$2.34$2.43$2.84$3.37$3.90$4.44$4.97$2.15
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.64317.7%32.5%
25Δ
30Δ40.57258.3%40.2%
35Δ37.75237.4%31.5%
40Δ34.53194.2%21.0%
45Δ33.15171.9%16.7%
50Δ31.76149.6%12.4%
55Δ30.37127.4%8.1%
60Δ29.41121.0%6.3%
65Δ28.60120.5%5.4%
70Δ27.80119.9%4.5%
75Δ26.99119.4%3.6%
80Δ26.18118.9%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.64
IV
317.7%
B/E move
32.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
40.57
IV
258.3%
B/E move
40.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
37.75
IV
237.4%
B/E move
31.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
34.53
IV
194.2%
B/E move
21.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
33.15
IV
171.9%
B/E move
16.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
31.76
IV
149.6%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
30.37
IV
127.4%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
29.41
IV
121.0%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
28.60
IV
120.5%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.80
IV
119.9%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.99
IV
119.4%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.18
IV
118.9%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.52%
Daily close
FFIN32.6%56.6%80.6%2026-08-14: 54.79%2026-08-19: 75.41%2026-08-20: 77.26%2026-08-24: 35.95%2026-10-01: 51.59%2026-10-22: 50.20%2026-10-23: 47.42%2026-10-27: 52.78%2026-10-28: 50.52%Aug 14Oct 1Oct 28
9 observations2026-08-14 — 2026-10-28
Table
DateIV (%)
54.79%
75.41%
77.26%
35.95%
51.59%
50.20%
47.42%
52.78%
50.52%