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Northrim BanCorp Inc Common Stock NRIM

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Market datapartial · fetched 2026-10-23T16:42:16.875Z

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 · 2026-10-23T16:36:42.388374247Z

FundamentalsAlpha Vantage · unavailable

Share price$24.08
1D+0.0%
$23.91$24.02$24.13$24.24$24.355:30 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$0.29$2.21$4.14$6.06$7.99$18.59$21.31$24.04$26.76$29.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRIM spot · $24.08NRIM PRICE$0.50$0.66$0.82$0.98$1.14$1.30$1.64$2.01$2.38$2.75$3.12$3.49$3.86$0.66$0.80$0.95$1.09$1.24$1.38$1.52$1.67$2.31$3.59$4.87$6.15$7.43
PutsExpensive2.07×
CallsExpensive2.03×
SkewBearish+1.30 pp
Implied moveBullish±$3.16
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.3570.5%24.0%19.0591.3%23.6%
25Δ28.5169.1%21.1%19.8485.5%21.0%
30Δ27.6667.6%18.3%20.6279.7%18.3%
35Δ26.8266.2%15.4%21.4173.9%15.6%
40Δ25.9764.7%12.6%22.2068.1%12.9%
45Δ25.1363.3%9.8%22.9962.3%10.3%
50Δ24.4963.1%8.5%23.7756.5%7.6%
55Δ23.8963.2%7.6%24.5650.7%4.9%
60Δ23.3063.4%6.6%25.6149.5%3.2%
65Δ22.7063.5%5.7%27.0054.2%2.8%
70Δ22.1063.6%4.7%28.3958.9%2.3%
75Δ21.5063.7%3.8%29.7863.7%1.9%
80Δ20.9063.8%2.9%31.1868.4%1.4%

20Δ

Calls
Pseudo strike
29.35
IV
70.5%
B/E move
24.0%
Puts
Pseudo strike
19.05
IV
91.3%
B/E move
23.6%

25Δ

Calls
Pseudo strike
28.51
IV
69.1%
B/E move
21.1%
Puts
Pseudo strike
19.84
IV
85.5%
B/E move
21.0%

30Δ

Calls
Pseudo strike
27.66
IV
67.6%
B/E move
18.3%
Puts
Pseudo strike
20.62
IV
79.7%
B/E move
18.3%

35Δ

Calls
Pseudo strike
26.82
IV
66.2%
B/E move
15.4%
Puts
Pseudo strike
21.41
IV
73.9%
B/E move
15.6%

40Δ

Calls
Pseudo strike
25.97
IV
64.7%
B/E move
12.6%
Puts
Pseudo strike
22.20
IV
68.1%
B/E move
12.9%

45Δ

Calls
Pseudo strike
25.13
IV
63.3%
B/E move
9.8%
Puts
Pseudo strike
22.99
IV
62.3%
B/E move
10.3%

50Δ

Calls
Pseudo strike
24.49
IV
63.1%
B/E move
8.5%
Puts
Pseudo strike
23.77
IV
56.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
23.89
IV
63.2%
B/E move
7.6%
Puts
Pseudo strike
24.56
IV
50.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
23.30
IV
63.4%
B/E move
6.6%
Puts
Pseudo strike
25.61
IV
49.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
22.70
IV
63.5%
B/E move
5.7%
Puts
Pseudo strike
27.00
IV
54.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
22.10
IV
63.6%
B/E move
4.7%
Puts
Pseudo strike
28.39
IV
58.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
21.50
IV
63.7%
B/E move
3.8%
Puts
Pseudo strike
29.78
IV
63.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
20.90
IV
63.8%
B/E move
2.9%
Puts
Pseudo strike
31.18
IV
68.4%
B/E move
1.4%

Options history

No recorded observations