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First Western Financial Inc MYFW

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T14:05:43.565Z

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 · 2026-10-22T14:01:20.555107812Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:05:42.552116+00:00

Share price$29.45
1D+0.0%
$29.43$29.44$29.45$29.45$29.465:30 AM6:30 AM9:00 AM1:00 PMMYFW
Sold putSold call

First Western Financial Inc options

Live interpolated MYFW call and put midpoint premiums by absolute delta.First Western Financial Inc$0.37$1.41$2.44$3.47$4.50$25.37$27.38$29.39$31.40$33.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MYFW spot · $29.45MYFW PRICE$1.26$1.69$2.11$2.53$2.95$3.37$3.79$0.49$0.63$0.77$0.91$1.05$1.19$1.34$1.55$2.08$2.61$3.14$3.67$4.21
PutsExpensive1.22×
CallsExpensive1.13×
SkewBearish+1.32 pp
Implied moveBearish±$2.60
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.1445.6%12.9%
25Δ26.7144.2%11.4%
30Δ27.2842.8%10.0%
35Δ27.8441.4%8.5%
40Δ28.4140.0%7.1%
45Δ28.9738.7%5.7%
50Δ29.4633.2%4.4%29.5437.3%4.2%
55Δ28.9134.9%3.9%30.1236.2%3.0%
60Δ28.3736.6%3.5%30.7736.7%2.6%
65Δ27.8238.3%3.1%31.4237.2%2.2%
70Δ27.2740.0%2.6%32.0637.7%1.8%
75Δ26.7341.6%2.2%32.7138.2%1.4%
80Δ26.1843.3%1.8%33.3638.7%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.14
IV
45.6%
B/E move
12.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.71
IV
44.2%
B/E move
11.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.28
IV
42.8%
B/E move
10.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.84
IV
41.4%
B/E move
8.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.41
IV
40.0%
B/E move
7.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.97
IV
38.7%
B/E move
5.7%

50Δ

Calls
Pseudo strike
29.46
IV
33.2%
B/E move
4.4%
Puts
Pseudo strike
29.54
IV
37.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
28.91
IV
34.9%
B/E move
3.9%
Puts
Pseudo strike
30.12
IV
36.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
28.37
IV
36.6%
B/E move
3.5%
Puts
Pseudo strike
30.77
IV
36.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
27.82
IV
38.3%
B/E move
3.1%
Puts
Pseudo strike
31.42
IV
37.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
27.27
IV
40.0%
B/E move
2.6%
Puts
Pseudo strike
32.06
IV
37.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
26.73
IV
41.6%
B/E move
2.2%
Puts
Pseudo strike
32.71
IV
38.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
26.18
IV
43.3%
B/E move
1.8%
Puts
Pseudo strike
33.36
IV
38.7%
B/E move
1.0%

Options history

No recorded observations