IntraAlpha
Create free account Start free

Primis Financial Corp. Common Stock FRST

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T02:07:53.984Z

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 · 2026-11-11T21:00:03.536448445Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:02:07.682099+00:00

Share price$14.73
1D+0.2%
AH$14.45$14.53$14.61$14.69$14.775:30 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$0.00$2.49$4.98$7.46$9.95$13.85$14.32$14.78$15.24$15.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FRST spot · $14.73FRST PRICE$0.38$0.19$0.43$0.66$0.90$1.14$1.38$1.61$1.85$2.09$2.33$0.39$0.50$0.60$0.71$0.81$0.92$1.02$9.23
Puts——
Calls——
Skew——
Implied moveBearish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.15168.8%32.6%12.56138.5%17.4%
25Δ12.95132.1%15.4%
30Δ13.34125.7%13.5%
35Δ14.9327.3%2.7%13.73119.4%11.6%
40Δ14.6836.7%2.6%14.12113.0%9.7%
45Δ14.4346.0%2.5%14.51106.6%7.7%
50Δ14.1855.4%2.4%14.90100.3%5.8%
55Δ13.9364.7%2.3%
60Δ13.6874.1%2.2%
65Δ13.4383.4%2.1%
70Δ13.1892.8%2.1%
75Δ12.93102.1%2.0%23.13314.3%5.6%
80Δ12.68111.5%1.9%

20Δ

Calls
Pseudo strike
19.15
IV
168.8%
B/E move
32.6%
Puts
Pseudo strike
12.56
IV
138.5%
B/E move
17.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.95
IV
132.1%
B/E move
15.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.34
IV
125.7%
B/E move
13.5%

35Δ

Calls
Pseudo strike
14.93
IV
27.3%
B/E move
2.7%
Puts
Pseudo strike
13.73
IV
119.4%
B/E move
11.6%

40Δ

Calls
Pseudo strike
14.68
IV
36.7%
B/E move
2.6%
Puts
Pseudo strike
14.12
IV
113.0%
B/E move
9.7%

45Δ

Calls
Pseudo strike
14.43
IV
46.0%
B/E move
2.5%
Puts
Pseudo strike
14.51
IV
106.6%
B/E move
7.7%

50Δ

Calls
Pseudo strike
14.18
IV
55.4%
B/E move
2.4%
Puts
Pseudo strike
14.90
IV
100.3%
B/E move
5.8%

55Δ

Calls
Pseudo strike
13.93
IV
64.7%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.68
IV
74.1%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.43
IV
83.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.18
IV
92.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.93
IV
102.1%
B/E move
2.0%
Puts
Pseudo strike
23.13
IV
314.3%
B/E move
5.6%

80Δ

Calls
Pseudo strike
12.68
IV
111.5%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.71%
Daily close
FRST28.3%77.6%126.9%2026-08-19: 117.70%2026-08-21: 58.53%2026-08-25: 48.94%2026-08-27: 51.46%2026-08-28: 54.00%2026-08-31: 45.87%2026-09-01: 52.88%2026-09-02: 50.36%2026-09-03: 47.94%2026-09-04: 47.83%2026-09-09: 54.35%2026-09-14: 71.81%2026-09-15: 82.39%2026-09-16: 80.56%2026-09-17: 120.14%2026-09-18: 49.28%2026-09-21: 42.58%2026-09-22: 42.59%2026-09-23: 42.03%2026-09-24: 45.04%2026-09-28: 41.52%2026-09-29: 59.07%2026-09-30: 49.76%2026-10-01: 52.62%2026-10-05: 57.76%2026-10-06: 61.18%2026-10-07: 50.10%2026-10-08: 65.55%2026-10-09: 64.27%2026-10-12: 74.11%2026-10-13: 74.60%2026-10-14: 82.62%2026-10-15: 92.11%2026-10-16: 36.23%2026-10-19: 48.21%2026-10-20: 44.12%2026-10-21: 38.13%2026-10-22: 42.51%2026-10-23: 45.81%2026-10-26: 49.94%2026-10-27: 39.11%2026-10-28: 43.49%2026-10-29: 35.14%2026-10-30: 37.71%Aug 19Sep 29Oct 30
44 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
117.70%
58.53%
48.94%
51.46%
54.00%
45.87%
52.88%
50.36%
47.94%
47.83%
54.35%
71.81%
82.39%
80.56%
120.14%
49.28%
42.58%
42.59%
42.03%
45.04%
41.52%
59.07%
49.76%
52.62%
57.76%
61.18%
50.10%
65.55%
64.27%
74.11%
74.60%
82.62%
92.11%
36.23%
48.21%
44.12%
38.13%
42.51%
45.81%
49.94%
39.11%
43.49%
35.14%
37.71%