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Primo Brands Corporation PRMB

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Market datapartial · fetched 2026-10-22T23:26:36.477Z

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 · 2026-10-22T23:00:00.002015497Z

FundamentalsAlpha Vantage · unavailable

Share price$20.14
1D+1.1%
AH$19.90$20.00$20.11$20.22$20.335:30 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$0.21$1.19$2.16$3.13$4.10$16.05$18.02$19.99$21.96$23.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRMB spot · $20.14PRMB PRICE$0.32$0.42$0.53$0.64$0.76$0.91$1.09$1.28$1.51$1.75$2.02$2.37$2.74$0.44$0.56$0.70$0.86$1.03$1.21$1.48$1.75$2.02$2.29$2.67$3.14$3.82
PutsExpensive1.54×
CallsExpensive1.36×
SkewBearish+5.33 pp
Implied moveBearish±$2.58
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.2553.8%17.0%17.5964.7%14.9%
25Δ22.6453.3%14.5%18.2759.8%12.0%
30Δ22.1052.8%12.4%18.7659.0%10.3%
35Δ21.6351.7%10.6%19.2158.2%8.9%
40Δ21.1750.5%8.9%19.6457.3%7.6%
45Δ20.7850.7%7.7%20.0656.7%6.4%
50Δ20.4151.8%6.8%20.4957.9%5.6%
55Δ20.0553.0%5.9%20.9259.0%4.8%
60Δ19.6553.8%5.1%21.3658.4%4.0%
65Δ19.2654.5%4.3%21.7957.4%3.2%
70Δ18.8355.4%3.5%22.3157.4%2.5%
75Δ18.3556.6%2.9%22.8958.4%1.9%
80Δ17.8557.3%2.2%23.6860.3%1.4%

20Δ

Calls
Pseudo strike
23.25
IV
53.8%
B/E move
17.0%
Puts
Pseudo strike
17.59
IV
64.7%
B/E move
14.9%

25Δ

Calls
Pseudo strike
22.64
IV
53.3%
B/E move
14.5%
Puts
Pseudo strike
18.27
IV
59.8%
B/E move
12.0%

30Δ

Calls
Pseudo strike
22.10
IV
52.8%
B/E move
12.4%
Puts
Pseudo strike
18.76
IV
59.0%
B/E move
10.3%

35Δ

Calls
Pseudo strike
21.63
IV
51.7%
B/E move
10.6%
Puts
Pseudo strike
19.21
IV
58.2%
B/E move
8.9%

40Δ

Calls
Pseudo strike
21.17
IV
50.5%
B/E move
8.9%
Puts
Pseudo strike
19.64
IV
57.3%
B/E move
7.6%

45Δ

Calls
Pseudo strike
20.78
IV
50.7%
B/E move
7.7%
Puts
Pseudo strike
20.06
IV
56.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
20.41
IV
51.8%
B/E move
6.8%
Puts
Pseudo strike
20.49
IV
57.9%
B/E move
5.6%

55Δ

Calls
Pseudo strike
20.05
IV
53.0%
B/E move
5.9%
Puts
Pseudo strike
20.92
IV
59.0%
B/E move
4.8%

60Δ

Calls
Pseudo strike
19.65
IV
53.8%
B/E move
5.1%
Puts
Pseudo strike
21.36
IV
58.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
19.26
IV
54.5%
B/E move
4.3%
Puts
Pseudo strike
21.79
IV
57.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
18.83
IV
55.4%
B/E move
3.5%
Puts
Pseudo strike
22.31
IV
57.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
18.35
IV
56.6%
B/E move
2.9%
Puts
Pseudo strike
22.89
IV
58.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
17.85
IV
57.3%
B/E move
2.2%
Puts
Pseudo strike
23.68
IV
60.3%
B/E move
1.4%

Options history

No recorded observations