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BRC Group Holdings, Inc. RILY

FINANCIAL SERVICES · FINANCIAL CONGLOMERATES
i

Market dataready · fetched 2026-10-21T17:00:18.290Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:48:50.515714174Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:17.277816+00:00

Share price$4.35
1D-2.4%
$4.25$4.31$4.37$4.43$4.495:30 AM6:30 AM9:00 AM1:00 PMRILY
Sold putSold call

BRC Group Holdings, Inc. options

Live interpolated RILY call and put midpoint premiums by absolute delta.BRC Group Holdings, Inc.$0.00$1.30$2.60$3.90$5.20$2.32$3.30$4.28$5.26$6.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RILY spot · $4.34RILY PRICE$0.27$0.18$0.05$0.22$0.38$0.55$0.72$0.88$1.05$1.22$0.47$0.44$0.41$0.39$0.36$0.34$0.31$0.28$0.26$0.23$1.70$3.50$4.82
PutsExpensive4.03×
CallsExpensive4.20×
SkewBearish+38.61 pp
Implied moveBullish±$1.03
TiltBearish42.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.65671.6%82.3%3.06772.3%40.3%
25Δ6.75519.1%59.5%3.22699.9%36.1%
30Δ4.5085.3%4.7%3.37627.6%31.9%
35Δ4.43181.8%7.0%3.53555.2%27.7%
40Δ4.36278.3%9.3%3.68482.9%23.6%
45Δ4.30374.8%11.6%3.84410.5%19.4%
50Δ4.23471.3%13.9%3.99338.2%15.2%
55Δ4.16567.8%16.1%4.15265.8%11.0%
60Δ4.09664.3%18.4%4.30193.5%6.9%
65Δ4.03760.9%20.7%4.46121.1%2.7%
70Δ5.80498.0%5.8%
75Δ7.37691.4%11.0%
80Δ8.69793.3%10.9%

20Δ

Calls
Pseudo strike
7.65
IV
671.6%
B/E move
82.3%
Puts
Pseudo strike
3.06
IV
772.3%
B/E move
40.3%

25Δ

Calls
Pseudo strike
6.75
IV
519.1%
B/E move
59.5%
Puts
Pseudo strike
3.22
IV
699.9%
B/E move
36.1%

30Δ

Calls
Pseudo strike
4.50
IV
85.3%
B/E move
4.7%
Puts
Pseudo strike
3.37
IV
627.6%
B/E move
31.9%

35Δ

Calls
Pseudo strike
4.43
IV
181.8%
B/E move
7.0%
Puts
Pseudo strike
3.53
IV
555.2%
B/E move
27.7%

40Δ

Calls
Pseudo strike
4.36
IV
278.3%
B/E move
9.3%
Puts
Pseudo strike
3.68
IV
482.9%
B/E move
23.6%

45Δ

Calls
Pseudo strike
4.30
IV
374.8%
B/E move
11.6%
Puts
Pseudo strike
3.84
IV
410.5%
B/E move
19.4%

50Δ

Calls
Pseudo strike
4.23
IV
471.3%
B/E move
13.9%
Puts
Pseudo strike
3.99
IV
338.2%
B/E move
15.2%

55Δ

Calls
Pseudo strike
4.16
IV
567.8%
B/E move
16.1%
Puts
Pseudo strike
4.15
IV
265.8%
B/E move
11.0%

60Δ

Calls
Pseudo strike
4.09
IV
664.3%
B/E move
18.4%
Puts
Pseudo strike
4.30
IV
193.5%
B/E move
6.9%

65Δ

Calls
Pseudo strike
4.03
IV
760.9%
B/E move
20.7%
Puts
Pseudo strike
4.46
IV
121.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.80
IV
498.0%
B/E move
5.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.37
IV
691.4%
B/E move
11.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.69
IV
793.3%
B/E move
10.9%

Options history

RILY102.83116.82130.812026-10-19: 104.76%2026-10-20: 128.88%Oct 19Oct 20
Table
DateIV
104.76%
128.88%