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Primis Financial Corp. Common Stock FRST

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Market datapartial · fetched 2026-10-22T16:49:49.445Z

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 · 2026-10-22T16:49:36.909783561Z

FundamentalsAlpha Vantage · unavailable

Share price$15.98
1D+1.8%
$15.65$15.73$15.82$15.90$15.985:30 AM6:30 AM9:00 AM1:00 PMFRST
Sold putSold call

Primis Financial Corp. Common Stock options

Live interpolated FRST call and put midpoint premiums by absolute delta.Primis Financial Corp. Common Stock$0.20$1.83$3.47$5.10$6.73$10.83$12.90$14.97$17.04$19.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRST spot · $15.98FRST PRICE$0.38$0.38$0.40$0.50$0.61$0.71$0.82$0.92$1.03$1.13$1.24$1.58$2.99$0.41$0.44$0.50$1.09$1.68$2.27$2.86$3.35$3.72$4.09$4.46$5.18$6.26
PutsExpensive3.50×
CallsExpensive1.86×
SkewBearish+44.78 pp
Implied moveBearish±$3.68
TiltBearish48.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0982.9%28.1%13.3880.7%18.8%
25Δ18.6163.8%18.8%14.2165.8%13.8%
30Δ17.4449.0%11.6%15.0352.4%9.1%
35Δ17.1648.0%10.5%15.5768.8%9.4%
40Δ16.8947.0%9.5%16.1285.3%9.7%
45Δ16.6145.9%8.4%16.66101.7%9.9%
50Δ16.3344.9%7.3%17.21118.2%10.2%
55Δ16.0643.9%6.3%17.80124.3%9.6%
60Δ15.7842.9%5.2%18.42118.8%8.0%
65Δ15.5041.8%4.1%19.05113.3%6.4%
70Δ15.2340.8%3.0%19.68107.9%4.8%
75Δ14.7445.1%2.2%20.60106.2%3.5%
80Δ13.3373.6%2.1%21.83108.4%2.6%

20Δ

Calls
Pseudo strike
20.09
IV
82.9%
B/E move
28.1%
Puts
Pseudo strike
13.38
IV
80.7%
B/E move
18.8%

25Δ

Calls
Pseudo strike
18.61
IV
63.8%
B/E move
18.8%
Puts
Pseudo strike
14.21
IV
65.8%
B/E move
13.8%

30Δ

Calls
Pseudo strike
17.44
IV
49.0%
B/E move
11.6%
Puts
Pseudo strike
15.03
IV
52.4%
B/E move
9.1%

35Δ

Calls
Pseudo strike
17.16
IV
48.0%
B/E move
10.5%
Puts
Pseudo strike
15.57
IV
68.8%
B/E move
9.4%

40Δ

Calls
Pseudo strike
16.89
IV
47.0%
B/E move
9.5%
Puts
Pseudo strike
16.12
IV
85.3%
B/E move
9.7%

45Δ

Calls
Pseudo strike
16.61
IV
45.9%
B/E move
8.4%
Puts
Pseudo strike
16.66
IV
101.7%
B/E move
9.9%

50Δ

Calls
Pseudo strike
16.33
IV
44.9%
B/E move
7.3%
Puts
Pseudo strike
17.21
IV
118.2%
B/E move
10.2%

55Δ

Calls
Pseudo strike
16.06
IV
43.9%
B/E move
6.3%
Puts
Pseudo strike
17.80
IV
124.3%
B/E move
9.6%

60Δ

Calls
Pseudo strike
15.78
IV
42.9%
B/E move
5.2%
Puts
Pseudo strike
18.42
IV
118.8%
B/E move
8.0%

65Δ

Calls
Pseudo strike
15.50
IV
41.8%
B/E move
4.1%
Puts
Pseudo strike
19.05
IV
113.3%
B/E move
6.4%

70Δ

Calls
Pseudo strike
15.23
IV
40.8%
B/E move
3.0%
Puts
Pseudo strike
19.68
IV
107.9%
B/E move
4.8%

75Δ

Calls
Pseudo strike
14.74
IV
45.1%
B/E move
2.2%
Puts
Pseudo strike
20.60
IV
106.2%
B/E move
3.5%

80Δ

Calls
Pseudo strike
13.33
IV
73.6%
B/E move
2.1%
Puts
Pseudo strike
21.83
IV
108.4%
B/E move
2.6%

Options history

No recorded observations