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First Western Financial, Inc. Common Stock MYFW

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Market datapartial · fetched 2026-10-22T14:58:26.255Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:47:56.994970648Z

FundamentalsAlpha Vantage · unavailable

Share price$30.00
1D+1.9%
$29.40$29.56$29.73$29.90$30.065:30 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$0.19$2.51$4.82$7.14$9.46$24.34$27.01$29.68$32.35$35.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MYFW spot · $30.00MYFW PRICE$0.44$0.59$0.74$0.88$1.03$1.17$1.32$1.51$2.00$2.49$2.97$3.46$3.95$0.54$0.69$0.85$1.00$1.15$1.31$1.98$2.72$3.46$4.19$4.93$5.88$8.79
PutsExpensive1.22×
CallsCheap0.88×
SkewBearish+9.53 pp
Implied moveBearish±$3.30
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8728.2%14.4%26.5035.4%13.5%
25Δ33.3128.3%13.0%27.1834.4%11.7%
30Δ32.7528.3%11.6%27.8733.3%9.9%
35Δ32.1928.4%10.2%28.5532.3%8.2%
40Δ31.6228.5%8.8%29.2431.2%6.4%
45Δ31.0628.6%7.5%29.9230.2%4.6%
50Δ30.5028.7%6.1%30.7733.0%4.0%
55Δ29.9228.8%4.8%31.6336.4%3.6%
60Δ29.2629.5%4.2%32.4939.7%3.2%
65Δ28.6030.2%3.6%33.3643.1%2.8%
70Δ27.9430.9%3.0%34.2246.4%2.4%
75Δ27.2831.6%2.5%35.2950.4%2.0%
80Δ26.6232.3%1.9%38.3260.6%1.6%

20Δ

Calls
Pseudo strike
33.87
IV
28.2%
B/E move
14.4%
Puts
Pseudo strike
26.50
IV
35.4%
B/E move
13.5%

25Δ

Calls
Pseudo strike
33.31
IV
28.3%
B/E move
13.0%
Puts
Pseudo strike
27.18
IV
34.4%
B/E move
11.7%

30Δ

Calls
Pseudo strike
32.75
IV
28.3%
B/E move
11.6%
Puts
Pseudo strike
27.87
IV
33.3%
B/E move
9.9%

35Δ

Calls
Pseudo strike
32.19
IV
28.4%
B/E move
10.2%
Puts
Pseudo strike
28.55
IV
32.3%
B/E move
8.2%

40Δ

Calls
Pseudo strike
31.62
IV
28.5%
B/E move
8.8%
Puts
Pseudo strike
29.24
IV
31.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
31.06
IV
28.6%
B/E move
7.5%
Puts
Pseudo strike
29.92
IV
30.2%
B/E move
4.6%

50Δ

Calls
Pseudo strike
30.50
IV
28.7%
B/E move
6.1%
Puts
Pseudo strike
30.77
IV
33.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
29.92
IV
28.8%
B/E move
4.8%
Puts
Pseudo strike
31.63
IV
36.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
29.26
IV
29.5%
B/E move
4.2%
Puts
Pseudo strike
32.49
IV
39.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
28.60
IV
30.2%
B/E move
3.6%
Puts
Pseudo strike
33.36
IV
43.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
27.94
IV
30.9%
B/E move
3.0%
Puts
Pseudo strike
34.22
IV
46.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
27.28
IV
31.6%
B/E move
2.5%
Puts
Pseudo strike
35.29
IV
50.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
26.62
IV
32.3%
B/E move
1.9%
Puts
Pseudo strike
38.32
IV
60.6%
B/E move
1.6%

Options history

No recorded observations