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Primis Financial Corp. Common Stock FRST

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Market datapartial · fetched 2026-10-22T16:35:39.841Z

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 · 2026-10-22T16:31:20.851404383Z

FundamentalsAlpha Vantage · unavailable

Share price$15.92
1D+1.5%
$15.65$15.73$15.80$15.88$15.965:30 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$0.21$1.75$3.30$4.84$6.38$10.89$12.95$15.00$17.05$19.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRST spot · $15.92FRST PRICE$0.38$0.38$0.41$0.52$0.63$0.74$0.85$0.96$1.07$1.17$1.28$1.99$3.05$0.41$0.44$0.47$1.02$1.61$2.20$2.79$3.30$3.66$4.02$4.37$4.89$5.94
PutsExpensive3.36×
CallsExpensive1.91×
SkewBearish+41.06 pp
Implied moveBearish±$3.63
TiltBearish44.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0283.1%28.1%13.3380.6%18.8%
25Δ18.5363.8%18.8%14.1466.1%14.0%
30Δ17.4150.1%11.9%14.9451.5%9.1%
35Δ17.1349.3%10.8%15.5065.5%9.0%
40Δ16.8448.4%9.7%16.0581.8%9.3%
45Δ16.5547.5%8.6%16.5998.1%9.6%
50Δ16.2646.7%7.5%17.14114.3%9.8%
55Δ15.9745.8%6.3%17.71123.2%9.5%
60Δ15.6844.9%5.2%18.32117.6%7.9%
65Δ15.4044.1%4.1%18.92112.0%6.4%
70Δ15.1143.2%3.0%19.53106.4%4.8%
75Δ14.3053.2%2.3%20.28102.4%3.4%
80Δ13.1969.6%2.0%21.46103.8%2.5%

20Δ

Calls
Pseudo strike
20.02
IV
83.1%
B/E move
28.1%
Puts
Pseudo strike
13.33
IV
80.6%
B/E move
18.8%

25Δ

Calls
Pseudo strike
18.53
IV
63.8%
B/E move
18.8%
Puts
Pseudo strike
14.14
IV
66.1%
B/E move
14.0%

30Δ

Calls
Pseudo strike
17.41
IV
50.1%
B/E move
11.9%
Puts
Pseudo strike
14.94
IV
51.5%
B/E move
9.1%

35Δ

Calls
Pseudo strike
17.13
IV
49.3%
B/E move
10.8%
Puts
Pseudo strike
15.50
IV
65.5%
B/E move
9.0%

40Δ

Calls
Pseudo strike
16.84
IV
48.4%
B/E move
9.7%
Puts
Pseudo strike
16.05
IV
81.8%
B/E move
9.3%

45Δ

Calls
Pseudo strike
16.55
IV
47.5%
B/E move
8.6%
Puts
Pseudo strike
16.59
IV
98.1%
B/E move
9.6%

50Δ

Calls
Pseudo strike
16.26
IV
46.7%
B/E move
7.5%
Puts
Pseudo strike
17.14
IV
114.3%
B/E move
9.8%

55Δ

Calls
Pseudo strike
15.97
IV
45.8%
B/E move
6.3%
Puts
Pseudo strike
17.71
IV
123.2%
B/E move
9.5%

60Δ

Calls
Pseudo strike
15.68
IV
44.9%
B/E move
5.2%
Puts
Pseudo strike
18.32
IV
117.6%
B/E move
7.9%

65Δ

Calls
Pseudo strike
15.40
IV
44.1%
B/E move
4.1%
Puts
Pseudo strike
18.92
IV
112.0%
B/E move
6.4%

70Δ

Calls
Pseudo strike
15.11
IV
43.2%
B/E move
3.0%
Puts
Pseudo strike
19.53
IV
106.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
14.30
IV
53.2%
B/E move
2.3%
Puts
Pseudo strike
20.28
IV
102.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
13.19
IV
69.6%
B/E move
2.0%
Puts
Pseudo strike
21.46
IV
103.8%
B/E move
2.5%

Options history

No recorded observations