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Northrim BanCorp Inc Common Stock NRIM

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T18:24:10.032Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-13T18:17:42.487734792Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:24:08.579428+00:00

Share price$23.91
1D-0.9%
$23.88$23.96$24.03$24.11$24.185:30 AM6:30 AM9:00 AM1:00 PMNRIM
Sold putSold call

Northrim BanCorp Inc Common Stock options

Live interpolated NRIM call and put midpoint premiums by absolute delta.Northrim BanCorp Inc Common Stock$0.46$1.46$2.46$3.46$4.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICENRIM PRICE$0.57$0.87$1.17$1.47$1.77$2.07$2.37$2.67$2.97$3.27$3.57$3.87$4.17$1.05$1.32$1.60
Puts——
CallsExpensive1.09×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.6534.8%26.4%18.5057.9%27.0%
25Δ28.9334.6%24.6%19.9154.5%22.3%
30Δ28.2034.5%22.8%21.3251.2%17.5%
35Δ27.4734.4%21.0%
40Δ26.7434.2%19.2%
45Δ26.0134.1%17.5%
50Δ25.2834.0%15.7%
55Δ24.5633.8%13.9%
60Δ23.8333.7%12.1%
65Δ23.1033.6%10.3%
70Δ22.3733.4%8.5%
75Δ21.6433.3%6.7%
80Δ20.9133.2%4.9%

20Δ

Calls
Pseudo strike
29.65
IV
34.8%
B/E move
26.4%
Puts
Pseudo strike
18.50
IV
57.9%
B/E move
27.0%

25Δ

Calls
Pseudo strike
28.93
IV
34.6%
B/E move
24.6%
Puts
Pseudo strike
19.91
IV
54.5%
B/E move
22.3%

30Δ

Calls
Pseudo strike
28.20
IV
34.5%
B/E move
22.8%
Puts
Pseudo strike
21.32
IV
51.2%
B/E move
17.5%

35Δ

Calls
Pseudo strike
27.47
IV
34.4%
B/E move
21.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
26.74
IV
34.2%
B/E move
19.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.01
IV
34.1%
B/E move
17.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.28
IV
34.0%
B/E move
15.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
24.56
IV
33.8%
B/E move
13.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
23.83
IV
33.7%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.10
IV
33.6%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.37
IV
33.4%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.64
IV
33.3%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.91
IV
33.2%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.29%
Daily EOD
NRIM35.2%40.7%46.3%2026-10-20: 35.96%2026-10-21: 38.20%2026-10-22: 36.73%2026-10-23: 41.14%2026-10-26: 42.75%2026-10-27: 44.27%2026-10-28: 45.54%2026-10-29: 41.92%2026-10-30: 43.29%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
35.96%
38.20%
36.73%
41.14%
42.75%
44.27%
45.54%
41.92%
43.29%