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Privia Health Group, Inc. Common Stock PRVA

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Market datapartial · fetched 2026-10-22T22:08:12.772Z

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 · 2026-10-22T20:00:02.616318098Z

FundamentalsAlpha Vantage · unavailable

Share price$22.89
1D+1.3%
AH$22.57$22.68$22.79$22.90$23.015:30 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$0.33$2.11$3.89$5.67$7.45$16.64$19.43$22.21$25.00$27.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PRVA spot · $22.89PRVA PRICE$0.55$0.52$0.57$0.76$0.96$1.16$1.35$1.55$1.81$2.19$2.57$2.95$3.32$0.81$1.01$1.14$1.27$1.40$1.69$2.09$2.48$2.88$3.79$5.30$6.81$6.94
PutsExpensive2.67×
CallsExpensive1.58×
SkewBearish+20.84 pp
Implied moveBearish±$3.44
TiltBearish30.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.5899.2%40.4%18.7599.1%21.6%
25Δ27.6067.7%22.9%19.9291.9%17.4%
30Δ24.8647.7%11.1%20.7084.1%14.5%
35Δ24.4449.3%10.1%21.4576.4%11.8%
40Δ24.0250.8%9.2%22.2068.7%9.1%
45Δ23.6052.4%8.2%22.8666.4%7.5%
50Δ23.1853.9%7.2%23.4667.8%6.6%
55Δ22.7655.4%6.2%24.0769.1%5.7%
60Δ22.3056.9%5.4%24.6770.5%4.8%
65Δ21.7558.0%4.6%25.7476.0%4.1%
70Δ21.2059.2%3.9%27.3686.3%3.6%
75Δ20.6660.4%3.1%28.9996.6%3.1%
80Δ20.1161.5%2.4%29.3190.5%2.2%

20Δ

Calls
Pseudo strike
31.58
IV
99.2%
B/E move
40.4%
Puts
Pseudo strike
18.75
IV
99.1%
B/E move
21.6%

25Δ

Calls
Pseudo strike
27.60
IV
67.7%
B/E move
22.9%
Puts
Pseudo strike
19.92
IV
91.9%
B/E move
17.4%

30Δ

Calls
Pseudo strike
24.86
IV
47.7%
B/E move
11.1%
Puts
Pseudo strike
20.70
IV
84.1%
B/E move
14.5%

35Δ

Calls
Pseudo strike
24.44
IV
49.3%
B/E move
10.1%
Puts
Pseudo strike
21.45
IV
76.4%
B/E move
11.8%

40Δ

Calls
Pseudo strike
24.02
IV
50.8%
B/E move
9.2%
Puts
Pseudo strike
22.20
IV
68.7%
B/E move
9.1%

45Δ

Calls
Pseudo strike
23.60
IV
52.4%
B/E move
8.2%
Puts
Pseudo strike
22.86
IV
66.4%
B/E move
7.5%

50Δ

Calls
Pseudo strike
23.18
IV
53.9%
B/E move
7.2%
Puts
Pseudo strike
23.46
IV
67.8%
B/E move
6.6%

55Δ

Calls
Pseudo strike
22.76
IV
55.4%
B/E move
6.2%
Puts
Pseudo strike
24.07
IV
69.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
22.30
IV
56.9%
B/E move
5.4%
Puts
Pseudo strike
24.67
IV
70.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
21.75
IV
58.0%
B/E move
4.6%
Puts
Pseudo strike
25.74
IV
76.0%
B/E move
4.1%

70Δ

Calls
Pseudo strike
21.20
IV
59.2%
B/E move
3.9%
Puts
Pseudo strike
27.36
IV
86.3%
B/E move
3.6%

75Δ

Calls
Pseudo strike
20.66
IV
60.4%
B/E move
3.1%
Puts
Pseudo strike
28.99
IV
96.6%
B/E move
3.1%

80Δ

Calls
Pseudo strike
20.11
IV
61.5%
B/E move
2.4%
Puts
Pseudo strike
29.31
IV
90.5%
B/E move
2.2%

Options history

No recorded observations