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Northrim BanCorp Inc Common Stock NRIM

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Market datapartial · fetched 2026-10-22T21:07:25.368Z

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 · 2026-10-22T20:00:00.157331171Z

FundamentalsAlpha Vantage · unavailable

Share price$24.20
1D+2.2%
AH$23.62$23.81$24.00$24.19$24.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNRIM
Sold putSold callAH

Northrim BanCorp Inc Common Stock options

Live interpolated NRIM call and put midpoint premiums by absolute delta.Northrim BanCorp Inc Common Stock$0.42$1.30$2.19$3.07$3.96$20.56$22.73$24.89$27.06$29.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NRIM spot · $24.20NRIM PRICE$0.88$0.93$0.98$1.04$1.10$1.32$1.54$1.76$1.98$2.20$2.68$3.65$0.51$0.56$0.65$0.75$0.85$0.95$1.05$1.15$1.25$1.78$2.42$3.06$3.70
PutsExpensive1.31×
CallsExpensive1.86×
SkewBullish-20.34 pp
Implied moveBullish±$2.37
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.9965.5%15.4%
25Δ30.5999.0%30.0%22.1452.6%10.8%
30Δ28.8685.0%23.1%22.7546.9%8.7%
35Δ27.5774.0%18.0%23.1144.4%7.6%
40Δ26.2962.9%12.9%23.4842.0%6.5%
45Δ25.0051.8%7.9%23.8439.5%5.4%
50Δ24.5651.2%6.9%24.2037.1%4.3%
55Δ24.1250.7%6.0%24.5634.6%3.3%
60Δ23.6850.1%5.1%24.9332.2%2.2%
65Δ23.2349.6%4.2%25.5732.8%1.7%
70Δ22.7949.0%3.3%26.2834.2%1.4%
75Δ22.1552.0%2.6%27.0035.6%1.1%
80Δ21.1062.0%2.3%27.7137.0%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.99
IV
65.5%
B/E move
15.4%

25Δ

Calls
Pseudo strike
30.59
IV
99.0%
B/E move
30.0%
Puts
Pseudo strike
22.14
IV
52.6%
B/E move
10.8%

30Δ

Calls
Pseudo strike
28.86
IV
85.0%
B/E move
23.1%
Puts
Pseudo strike
22.75
IV
46.9%
B/E move
8.7%

35Δ

Calls
Pseudo strike
27.57
IV
74.0%
B/E move
18.0%
Puts
Pseudo strike
23.11
IV
44.4%
B/E move
7.6%

40Δ

Calls
Pseudo strike
26.29
IV
62.9%
B/E move
12.9%
Puts
Pseudo strike
23.48
IV
42.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
25.00
IV
51.8%
B/E move
7.9%
Puts
Pseudo strike
23.84
IV
39.5%
B/E move
5.4%

50Δ

Calls
Pseudo strike
24.56
IV
51.2%
B/E move
6.9%
Puts
Pseudo strike
24.20
IV
37.1%
B/E move
4.3%

55Δ

Calls
Pseudo strike
24.12
IV
50.7%
B/E move
6.0%
Puts
Pseudo strike
24.56
IV
34.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
23.68
IV
50.1%
B/E move
5.1%
Puts
Pseudo strike
24.93
IV
32.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
23.23
IV
49.6%
B/E move
4.2%
Puts
Pseudo strike
25.57
IV
32.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
22.79
IV
49.0%
B/E move
3.3%
Puts
Pseudo strike
26.28
IV
34.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
22.15
IV
52.0%
B/E move
2.6%
Puts
Pseudo strike
27.00
IV
35.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
21.10
IV
62.0%
B/E move
2.3%
Puts
Pseudo strike
27.71
IV
37.0%
B/E move
0.8%

Options history

No recorded observations