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PRIMERICA, INC. PRI

i

Market dataready · fetched 2026-11-12T15:10:14.726Z

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: 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 · 2026-11-12T15:07:36.062758922Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:10:13.942773+00:00

Share price$296.50
1D-0.5%
$295.66$296.28$296.91$297.53$298.155:30 AM6:30 AM9:00 AM1:00 PMPRI
Sold putSold call

PRIMERICA, INC. options

Live interpolated PRI call and put midpoint premiums by absolute delta.PRIMERICA, INC.$2.04$5.86$9.69$13.52$17.35$275.51$286.46$297.40$308.35$319.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PRI spot · $296.50PRI PRICE$2.45$2.57$3.29$4.02$4.74$5.35$5.69$6.02$6.36$6.70$7.04$7.37$2.45$2.45$2.56$3.20$3.83$4.47$5.11$5.75$6.39$8.57$10.84$13.10$16.24
PutsFair0.97×
Calls——
Skew——
Implied moveBullish±$10.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ318.1051.7%8.1%280.1247.7%6.4%
25Δ309.5839.6%5.3%285.5037.7%4.5%
30Δ306.9939.3%4.6%290.2729.2%3.0%
35Δ304.4138.9%4.0%291.8728.7%2.6%
40Δ301.8238.6%3.4%293.4828.3%2.3%
45Δ299.5937.5%2.8%295.0927.8%2.0%
50Δ298.2234.9%2.5%296.7027.3%1.7%
55Δ296.8432.2%2.1%298.3126.8%1.3%
60Δ295.4629.5%1.8%299.9226.3%1.0%
65Δ294.0926.8%1.4%302.5028.5%0.9%
70Δ292.7124.2%1.1%305.1530.8%0.7%
75Δ291.3321.5%0.7%307.7933.2%0.6%
80Δ311.2836.6%0.5%

20Δ

Calls
Pseudo strike
318.10
IV
51.7%
B/E move
8.1%
Puts
Pseudo strike
280.12
IV
47.7%
B/E move
6.4%

25Δ

Calls
Pseudo strike
309.58
IV
39.6%
B/E move
5.3%
Puts
Pseudo strike
285.50
IV
37.7%
B/E move
4.5%

30Δ

Calls
Pseudo strike
306.99
IV
39.3%
B/E move
4.6%
Puts
Pseudo strike
290.27
IV
29.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
304.41
IV
38.9%
B/E move
4.0%
Puts
Pseudo strike
291.87
IV
28.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
301.82
IV
38.6%
B/E move
3.4%
Puts
Pseudo strike
293.48
IV
28.3%
B/E move
2.3%

45Δ

Calls
Pseudo strike
299.59
IV
37.5%
B/E move
2.8%
Puts
Pseudo strike
295.09
IV
27.8%
B/E move
2.0%

50Δ

Calls
Pseudo strike
298.22
IV
34.9%
B/E move
2.5%
Puts
Pseudo strike
296.70
IV
27.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
296.84
IV
32.2%
B/E move
2.1%
Puts
Pseudo strike
298.31
IV
26.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
295.46
IV
29.5%
B/E move
1.8%
Puts
Pseudo strike
299.92
IV
26.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
294.09
IV
26.8%
B/E move
1.4%
Puts
Pseudo strike
302.50
IV
28.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
292.71
IV
24.2%
B/E move
1.1%
Puts
Pseudo strike
305.15
IV
30.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
291.33
IV
21.5%
B/E move
0.7%
Puts
Pseudo strike
307.79
IV
33.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
311.28
IV
36.6%
B/E move
0.5%

Options history

IV · four-Friday blend24.25%
Daily EOD
PRI21.6%23.0%24.4%2026-10-19: 21.81%2026-10-20: 22.06%2026-10-21: 21.98%2026-10-22: 22.11%2026-10-23: 23.76%2026-10-26: 23.98%2026-10-27: 23.91%2026-10-28: 22.60%2026-10-29: 23.55%2026-10-30: 24.25%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.81%
22.06%
21.98%
22.11%
23.76%
23.98%
23.91%
22.60%
23.55%
24.25%