IntraAlpha
Create free account Start free

Primis Financial Corp. Common Stock FRST

i

Market datapartial · fetched 2026-10-22T22:56:19.796Z

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 · 2026-10-22T20:00:08.959751533Z

FundamentalsAlpha Vantage · unavailable

Share price$15.94
1D+1.7%
AH$15.64$15.74$15.85$15.95$16.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRST
Sold putSold callAH

Primis Financial Corp. Common Stock options

Live interpolated FRST call and put midpoint premiums by absolute delta.Primis Financial Corp. Common Stock$0.21$1.72$3.22$4.73$6.23$11.44$13.34$15.24$17.15$19.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRST spot · $15.94FRST PRICE$0.38$0.38$0.41$0.52$0.63$0.74$0.86$0.97$1.08$1.19$1.31$1.83$2.61$0.41$0.44$0.47$0.89$1.32$1.74$2.17$2.60$3.06$3.54$4.02$4.50$5.80
PutsExpensive3.06×
CallsExpensive1.93×
SkewBearish+31.08 pp
Implied moveBearish±$3.03
TiltBearish41.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.0483.4%28.1%13.3581.0%18.8%
25Δ18.5664.1%18.8%14.1666.3%13.9%
30Δ17.4250.0%11.8%14.9751.5%9.0%
35Δ17.1349.3%10.7%15.4560.3%8.6%
40Δ16.8448.5%9.6%15.9269.8%8.4%
45Δ16.5647.7%8.5%16.3979.3%8.1%
50Δ16.2747.0%7.4%16.8688.9%7.8%
55Δ15.9846.2%6.3%17.3398.4%7.6%
60Δ15.6945.4%5.2%17.93100.8%6.7%
65Δ15.4044.7%4.1%18.6099.3%5.5%
70Δ15.1143.9%3.0%19.2797.8%4.4%
75Δ14.5051.9%2.4%19.9396.3%3.2%
80Δ13.6965.6%2.2%21.36101.8%2.4%

20Δ

Calls
Pseudo strike
20.04
IV
83.4%
B/E move
28.1%
Puts
Pseudo strike
13.35
IV
81.0%
B/E move
18.8%

25Δ

Calls
Pseudo strike
18.56
IV
64.1%
B/E move
18.8%
Puts
Pseudo strike
14.16
IV
66.3%
B/E move
13.9%

30Δ

Calls
Pseudo strike
17.42
IV
50.0%
B/E move
11.8%
Puts
Pseudo strike
14.97
IV
51.5%
B/E move
9.0%

35Δ

Calls
Pseudo strike
17.13
IV
49.3%
B/E move
10.7%
Puts
Pseudo strike
15.45
IV
60.3%
B/E move
8.6%

40Δ

Calls
Pseudo strike
16.84
IV
48.5%
B/E move
9.6%
Puts
Pseudo strike
15.92
IV
69.8%
B/E move
8.4%

45Δ

Calls
Pseudo strike
16.56
IV
47.7%
B/E move
8.5%
Puts
Pseudo strike
16.39
IV
79.3%
B/E move
8.1%

50Δ

Calls
Pseudo strike
16.27
IV
47.0%
B/E move
7.4%
Puts
Pseudo strike
16.86
IV
88.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
15.98
IV
46.2%
B/E move
6.3%
Puts
Pseudo strike
17.33
IV
98.4%
B/E move
7.6%

60Δ

Calls
Pseudo strike
15.69
IV
45.4%
B/E move
5.2%
Puts
Pseudo strike
17.93
IV
100.8%
B/E move
6.7%

65Δ

Calls
Pseudo strike
15.40
IV
44.7%
B/E move
4.1%
Puts
Pseudo strike
18.60
IV
99.3%
B/E move
5.5%

70Δ

Calls
Pseudo strike
15.11
IV
43.9%
B/E move
3.0%
Puts
Pseudo strike
19.27
IV
97.8%
B/E move
4.4%

75Δ

Calls
Pseudo strike
14.50
IV
51.9%
B/E move
2.4%
Puts
Pseudo strike
19.93
IV
96.3%
B/E move
3.2%

80Δ

Calls
Pseudo strike
13.69
IV
65.6%
B/E move
2.2%
Puts
Pseudo strike
21.36
IV
101.8%
B/E move
2.4%

Options history

No recorded observations