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Primo Brands Corporation PRMB

i

Market dataready · fetched 2026-11-12T00:45:26.667Z

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 · 2026-11-12T00:33:25.268458098Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:45:26.195098+00:00

Share price$23.61
1D+1.1%
AH$23.54$23.69$23.84$23.99$24.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRMB
Sold putSold callAH

Primo Brands Corporation options

Live interpolated PRMB call and put midpoint premiums by absolute delta.Primo Brands Corporation$0.11$0.73$1.36$1.98$2.61$19.04$21.44$23.83$26.23$28.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 PRICELive PRMB spot · $23.61PRMB PRICE$0.18$0.24$0.31$0.38$0.44$0.58$0.78$0.97$1.17$1.40$1.66$1.92$2.43$0.17$0.20$0.24$0.28$0.33$0.38$0.43$0.48$0.53
Puts——
CallsCheap0.49×
Skew——
Implied moveBullish±$1.21
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.2246.3%7.6%22.3242.5%6.2%
25Δ24.8544.1%6.3%22.7037.0%4.7%
30Δ24.6043.8%5.5%23.0332.4%3.5%
35Δ24.3643.5%4.8%23.1731.2%3.1%
40Δ24.1143.2%4.0%23.3130.1%2.7%
45Δ23.8745.8%3.6%23.4528.9%2.3%
50Δ23.6250.8%3.3%23.5827.8%1.9%
55Δ23.3855.8%3.1%23.7226.6%1.5%
60Δ23.1360.8%2.9%23.8625.5%1.2%
65Δ22.8364.3%2.6%
70Δ22.4766.0%2.2%
75Δ22.1067.8%1.8%
80Δ21.5274.4%1.5%

20Δ

Calls
Pseudo strike
25.22
IV
46.3%
B/E move
7.6%
Puts
Pseudo strike
22.32
IV
42.5%
B/E move
6.2%

25Δ

Calls
Pseudo strike
24.85
IV
44.1%
B/E move
6.3%
Puts
Pseudo strike
22.70
IV
37.0%
B/E move
4.7%

30Δ

Calls
Pseudo strike
24.60
IV
43.8%
B/E move
5.5%
Puts
Pseudo strike
23.03
IV
32.4%
B/E move
3.5%

35Δ

Calls
Pseudo strike
24.36
IV
43.5%
B/E move
4.8%
Puts
Pseudo strike
23.17
IV
31.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
24.11
IV
43.2%
B/E move
4.0%
Puts
Pseudo strike
23.31
IV
30.1%
B/E move
2.7%

45Δ

Calls
Pseudo strike
23.87
IV
45.8%
B/E move
3.6%
Puts
Pseudo strike
23.45
IV
28.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
23.62
IV
50.8%
B/E move
3.3%
Puts
Pseudo strike
23.58
IV
27.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
23.38
IV
55.8%
B/E move
3.1%
Puts
Pseudo strike
23.72
IV
26.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
23.13
IV
60.8%
B/E move
2.9%
Puts
Pseudo strike
23.86
IV
25.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
22.83
IV
64.3%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
22.47
IV
66.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.10
IV
67.8%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.52
IV
74.4%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend48.10%
Daily EOD
PRMB45.0%46.9%48.7%2026-10-19: 45.27%2026-10-20: 46.00%2026-10-21: 45.49%2026-10-22: 46.96%2026-10-23: 47.56%2026-10-26: 48.45%2026-10-27: 47.96%2026-10-28: 48.38%2026-10-29: 48.32%2026-10-30: 48.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.27%
46.00%
45.49%
46.96%
47.56%
48.45%
47.96%
48.38%
48.32%
48.10%