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First Western Financial, Inc. Common Stock MYFW

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-11T15:56:44.126Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T15:49:23.719482243Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:56:42.956977+00:00

Share price$31.05
1D-0.2%
$31.03$31.05$31.08$31.10$31.135:30 AM6:30 AM9:00 AM1:00 PMMYFW
Sold putSold call

First Western Financial, Inc. Common Stock options

Live interpolated MYFW call and put midpoint premiums by absolute delta.First Western Financial, Inc. Common Stock$0.49$1.52$2.55$3.58$4.62$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEMYFW PRICE$2.70$3.24$3.78$4.32$0.60$0.70$0.80
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.8847.5%18.6%
25Δ27.3740.4%14.1%
30Δ28.8733.3%9.6%
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ29.7835.9%4.6%
70Δ29.0334.9%3.9%
75Δ28.2733.8%3.2%
80Δ27.5132.7%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.88
IV
47.5%
B/E move
18.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.37
IV
40.4%
B/E move
14.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.87
IV
33.3%
B/E move
9.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
29.78
IV
35.9%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
29.03
IV
34.9%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
28.27
IV
33.8%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
27.51
IV
32.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.27%
Daily EOD
MYFW28.5%34.6%40.7%2026-10-19: 33.37%2026-10-20: 29.64%2026-10-21: 30.96%2026-10-22: 39.86%2026-10-23: 29.31%2026-10-26: 31.27%Oct 19Oct 21Oct 26
6 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
33.37%
29.64%
30.96%
39.86%
29.31%
31.27%