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Privia Health Group, Inc. Common Stock PRVA

i

Market dataready · fetched 2026-11-12T02:44:22.668Z

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 · 2026-11-11T21:00:01.578659741Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:44:22.246557+00:00

Share price$24.04
1D-2.0%
AH$23.93$24.10$24.26$24.43$24.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPRVA
Sold putSold callAH

Privia Health Group, Inc. Common Stock options

Live interpolated PRVA call and put midpoint premiums by absolute delta.Privia Health Group, Inc. Common Stock$0.28$0.63$0.98$1.33$1.69$20.57$22.17$23.77$25.36$26.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ 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 PRVA spot · $24.04PRVA PRICE$0.31$0.44$0.57$0.70$0.82$0.95$1.08$1.20$1.33$1.46$1.59$0.64$0.83$1.03$1.18$1.25$1.31$1.38$1.45$1.52
Puts——
Calls——
Skew——
Implied moveBearish±$2.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.52135.8%17.3%
25Δ21.28132.6%14.9%
30Δ24.8136.1%4.5%22.04129.3%12.6%
35Δ24.6036.8%4.2%22.67123.2%10.6%
40Δ24.3937.5%3.8%23.10113.0%9.1%
45Δ24.1738.2%3.5%23.52102.7%7.6%
50Δ23.9638.9%3.1%23.9592.4%6.1%
55Δ23.7539.6%2.7%24.3882.2%4.6%
60Δ23.5440.3%2.4%24.8071.9%3.1%
65Δ23.3341.0%2.0%
70Δ23.1141.7%1.7%
75Δ22.9042.4%1.3%
80Δ22.6943.1%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.52
IV
135.8%
B/E move
17.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.28
IV
132.6%
B/E move
14.9%

30Δ

Calls
Pseudo strike
24.81
IV
36.1%
B/E move
4.5%
Puts
Pseudo strike
22.04
IV
129.3%
B/E move
12.6%

35Δ

Calls
Pseudo strike
24.60
IV
36.8%
B/E move
4.2%
Puts
Pseudo strike
22.67
IV
123.2%
B/E move
10.6%

40Δ

Calls
Pseudo strike
24.39
IV
37.5%
B/E move
3.8%
Puts
Pseudo strike
23.10
IV
113.0%
B/E move
9.1%

45Δ

Calls
Pseudo strike
24.17
IV
38.2%
B/E move
3.5%
Puts
Pseudo strike
23.52
IV
102.7%
B/E move
7.6%

50Δ

Calls
Pseudo strike
23.96
IV
38.9%
B/E move
3.1%
Puts
Pseudo strike
23.95
IV
92.4%
B/E move
6.1%

55Δ

Calls
Pseudo strike
23.75
IV
39.6%
B/E move
2.7%
Puts
Pseudo strike
24.38
IV
82.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
23.54
IV
40.3%
B/E move
2.4%
Puts
Pseudo strike
24.80
IV
71.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
23.33
IV
41.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.11
IV
41.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.90
IV
42.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.69
IV
43.1%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.87%
Daily EOD
PRVA46.6%51.0%55.3%2026-10-19: 49.29%2026-10-20: 47.23%2026-10-22: 48.24%2026-10-23: 50.70%2026-10-26: 51.97%2026-10-27: 54.69%2026-10-28: 54.41%2026-10-29: 51.65%2026-10-30: 52.87%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.29%
47.23%
48.24%
50.70%
51.97%
54.69%
54.41%
51.65%
52.87%