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BRC Group Holdings, Inc. Common Stock RILY

FINANCIAL SERVICES · FINANCIAL CONGLOMERATES
i

Market dataready · fetched 2026-11-11T04:15:58.165Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:58:54.584055831Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T04:15:58.350743+00:00

Share price$3.67
1D-4.7%
AH$3.61$3.68$3.75$3.81$3.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRILY
Sold putSold callAH

BRC Group Holdings, Inc. Common Stock options

Live interpolated RILY call and put midpoint premiums by absolute delta.BRC Group Holdings, Inc. Common Stock$0.10$0.26$0.43$0.60$0.77$2.94$3.24$3.53$3.82$4.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RILY spot · $3.67RILY PRICE$0.15$0.20$0.25$0.31$0.36$0.41$0.46$0.51$0.56$0.62$0.67$0.72$0.11$0.13$0.14$0.15$0.20$0.24$0.29$0.34$0.38$0.43$0.49$0.55$0.61
PutsExpensive1.61×
Calls——
Skew——
Implied moveBullish±$0.70
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.05293.2%20.1%
25Δ3.82118.2%8.2%3.19255.7%16.4%
30Δ3.75131.7%7.7%3.34218.2%12.8%
35Δ3.68145.3%7.2%3.49180.7%9.1%
40Δ3.61158.8%6.7%3.57177.9%8.0%
45Δ3.54172.3%6.2%3.65178.4%7.1%
50Δ3.47185.8%5.7%3.73179.0%6.2%
55Δ3.40199.3%5.2%3.81179.5%5.4%
60Δ3.33212.9%4.7%3.89180.1%4.5%
65Δ3.26226.4%4.2%3.97180.7%3.6%
70Δ3.19239.9%3.7%4.05175.3%2.9%
75Δ3.12253.4%3.2%4.13165.4%2.4%
80Δ3.05267.0%2.7%4.21155.6%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.05
IV
293.2%
B/E move
20.1%

25Δ

Calls
Pseudo strike
3.82
IV
118.2%
B/E move
8.2%
Puts
Pseudo strike
3.19
IV
255.7%
B/E move
16.4%

30Δ

Calls
Pseudo strike
3.75
IV
131.7%
B/E move
7.7%
Puts
Pseudo strike
3.34
IV
218.2%
B/E move
12.8%

35Δ

Calls
Pseudo strike
3.68
IV
145.3%
B/E move
7.2%
Puts
Pseudo strike
3.49
IV
180.7%
B/E move
9.1%

40Δ

Calls
Pseudo strike
3.61
IV
158.8%
B/E move
6.7%
Puts
Pseudo strike
3.57
IV
177.9%
B/E move
8.0%

45Δ

Calls
Pseudo strike
3.54
IV
172.3%
B/E move
6.2%
Puts
Pseudo strike
3.65
IV
178.4%
B/E move
7.1%

50Δ

Calls
Pseudo strike
3.47
IV
185.8%
B/E move
5.7%
Puts
Pseudo strike
3.73
IV
179.0%
B/E move
6.2%

55Δ

Calls
Pseudo strike
3.40
IV
199.3%
B/E move
5.2%
Puts
Pseudo strike
3.81
IV
179.5%
B/E move
5.4%

60Δ

Calls
Pseudo strike
3.33
IV
212.9%
B/E move
4.7%
Puts
Pseudo strike
3.89
IV
180.1%
B/E move
4.5%

65Δ

Calls
Pseudo strike
3.26
IV
226.4%
B/E move
4.2%
Puts
Pseudo strike
3.97
IV
180.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
3.19
IV
239.9%
B/E move
3.7%
Puts
Pseudo strike
4.05
IV
175.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
3.12
IV
253.4%
B/E move
3.2%
Puts
Pseudo strike
4.13
IV
165.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
3.05
IV
267.0%
B/E move
2.7%
Puts
Pseudo strike
4.21
IV
155.6%
B/E move
1.9%

Options history

IV · four-Friday blend170.23%
Daily close
RILY46.0%171.3%296.5%2026-08-12: 86.37%2026-08-13: 102.46%2026-08-14: 72.85%2026-08-17: 71.63%2026-08-18: 63.96%2026-08-19: 65.79%2026-08-20: 83.72%2026-08-24: 63.40%2026-08-25: 71.87%2026-08-28: 63.30%2026-09-02: 71.92%2026-09-04: 69.39%2026-09-08: 74.03%2026-09-11: 66.26%2026-09-15: 67.43%2026-09-16: 102.44%2026-09-17: 84.42%2026-09-22: 96.67%2026-09-25: 173.64%2026-09-28: 77.23%2026-10-01: 166.92%2026-10-02: 146.32%2026-10-06: 80.34%2026-10-09: 206.59%2026-10-12: 185.45%2026-10-14: 279.21%2026-10-16: 198.53%2026-10-19: 104.74%2026-10-20: 129.97%2026-10-23: 255.24%2026-10-26: 160.14%2026-10-27: 222.26%2026-10-30: 170.23%Aug 12Sep 17Oct 30
33 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
86.37%
102.46%
72.85%
71.63%
63.96%
65.79%
83.72%
63.40%
71.87%
63.30%
71.92%
69.39%
74.03%
66.26%
67.43%
102.44%
84.42%
96.67%
173.64%
77.23%
166.92%
146.32%
80.34%
206.59%
185.45%
279.21%
198.53%
104.74%
129.97%
255.24%
160.14%
222.26%
170.23%