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Primerica Inc PRI

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-10-23T04:07:28.852Z

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 · 2026-10-22T23:00:00.003413303Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:28.430776+00:00

Share price$285.72
1D+0.8%
AH$281$282$284$285$2875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRI
Sold putSold callAH

Primerica Inc options

Live interpolated PRI call and put midpoint premiums by absolute delta.Primerica Inc$1.83$7.53$13.22$18.92$24.61$258.13$271.81$285.50$299.18$312.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRI spot · $285.72PRI PRICE$2.45$2.61$3.62$4.62$5.63$6.63$7.58$8.52$9.46$10.40$12.69$15.33$17.98$4.59$4.02$4.42$4.82$5.93$7.11$8.28$9.46$11.37$13.39$15.40$18.43$22.97
PutsExpensive1.15×
CallsCheap0.89×
SkewBearish+3.69 pp
Implied moveBearish±$15.86
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ308.1628.8%8.7%258.3348.1%11.2%
25Δ299.6122.2%5.8%270.5532.7%6.7%
30Δ297.1923.1%5.3%275.1028.8%5.3%
35Δ294.7624.0%4.8%279.6425.0%3.8%
40Δ292.3424.9%4.3%282.2824.6%3.3%
45Δ289.9225.8%3.8%284.7524.6%2.8%
50Δ287.5624.8%3.3%287.2324.5%2.4%
55Δ285.2023.9%2.8%289.7024.5%1.9%
60Δ282.8523.0%2.3%292.5324.7%1.6%
65Δ280.4922.1%1.8%295.4125.0%1.3%
70Δ277.4022.7%1.5%298.2925.3%1.0%
75Δ274.1223.8%1.3%302.0826.2%0.7%
80Δ270.8324.9%1.1%307.2428.0%0.5%

20Δ

Calls
Pseudo strike
308.16
IV
28.8%
B/E move
8.7%
Puts
Pseudo strike
258.33
IV
48.1%
B/E move
11.2%

25Δ

Calls
Pseudo strike
299.61
IV
22.2%
B/E move
5.8%
Puts
Pseudo strike
270.55
IV
32.7%
B/E move
6.7%

30Δ

Calls
Pseudo strike
297.19
IV
23.1%
B/E move
5.3%
Puts
Pseudo strike
275.10
IV
28.8%
B/E move
5.3%

35Δ

Calls
Pseudo strike
294.76
IV
24.0%
B/E move
4.8%
Puts
Pseudo strike
279.64
IV
25.0%
B/E move
3.8%

40Δ

Calls
Pseudo strike
292.34
IV
24.9%
B/E move
4.3%
Puts
Pseudo strike
282.28
IV
24.6%
B/E move
3.3%

45Δ

Calls
Pseudo strike
289.92
IV
25.8%
B/E move
3.8%
Puts
Pseudo strike
284.75
IV
24.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
287.56
IV
24.8%
B/E move
3.3%
Puts
Pseudo strike
287.23
IV
24.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
285.20
IV
23.9%
B/E move
2.8%
Puts
Pseudo strike
289.70
IV
24.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
282.85
IV
23.0%
B/E move
2.3%
Puts
Pseudo strike
292.53
IV
24.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
280.49
IV
22.1%
B/E move
1.8%
Puts
Pseudo strike
295.41
IV
25.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
277.40
IV
22.7%
B/E move
1.5%
Puts
Pseudo strike
298.29
IV
25.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
274.12
IV
23.8%
B/E move
1.3%
Puts
Pseudo strike
302.08
IV
26.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
270.83
IV
24.9%
B/E move
1.1%
Puts
Pseudo strike
307.24
IV
28.0%
B/E move
0.5%

Options history

No recorded observations