Share price$4.30
1D-3.4%
Sold putSold call
BRC Group Holdings, Inc. RILY
FINANCIAL SERVICES · FINANCIAL CONGLOMERATESi
Market dataready · fetched 2026-10-21T17:52:14.198Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:47:57.100621811Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:11.322758+00:00
BRC Group Holdings, Inc. options
PutsExpensive2.86×
CallsExpensive1.26×
SkewBearish+231.78 pp
Implied moveBearish±$1.29
TiltBearish79.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.43 | 661.6% | 77.2% | 4.13 | 131.6% | 7.5% |
| 25Δ | 4.56 | 99.1% | 7.1% | 4.30 | 169.5% | 7.3% |
| 30Δ | 4.46 | 84.9% | 5.2% | 4.48 | 207.5% | 7.1% |
| 35Δ | 4.43 | 83.0% | 4.8% | 4.65 | 245.5% | 7.0% |
| 40Δ | 4.39 | 81.1% | 4.4% | 4.83 | 283.5% | 6.8% |
| 45Δ | 4.36 | 79.3% | 4.0% | 5.01 | 321.5% | 6.6% |
| 50Δ | 4.32 | 77.4% | 3.6% | 5.18 | 359.4% | 6.4% |
| 55Δ | 4.29 | 75.5% | 3.2% | 5.36 | 397.4% | 6.2% |
| 60Δ | 4.25 | 73.7% | 2.8% | 5.53 | 435.4% | 6.0% |
| 65Δ | 4.21 | 71.8% | 2.5% | 5.71 | 473.4% | 5.8% |
| 70Δ | 4.18 | 69.9% | 2.1% | 5.89 | 511.3% | 5.6% |
| 75Δ | 4.14 | 68.0% | 1.7% | 5.52 | 273.8% | 4.4% |
| 80Δ | 4.11 | 66.2% | 1.3% | 8.55 | 794.8% | 13.0% |
20Δ
- Pseudo strike
- 7.43
- IV
- 661.6%
- B/E move
- 77.2%
- Pseudo strike
- 4.13
- IV
- 131.6%
- B/E move
- 7.5%
25Δ
- Pseudo strike
- 4.56
- IV
- 99.1%
- B/E move
- 7.1%
- Pseudo strike
- 4.30
- IV
- 169.5%
- B/E move
- 7.3%
30Δ
- Pseudo strike
- 4.46
- IV
- 84.9%
- B/E move
- 5.2%
- Pseudo strike
- 4.48
- IV
- 207.5%
- B/E move
- 7.1%
35Δ
- Pseudo strike
- 4.43
- IV
- 83.0%
- B/E move
- 4.8%
- Pseudo strike
- 4.65
- IV
- 245.5%
- B/E move
- 7.0%
40Δ
- Pseudo strike
- 4.39
- IV
- 81.1%
- B/E move
- 4.4%
- Pseudo strike
- 4.83
- IV
- 283.5%
- B/E move
- 6.8%
45Δ
- Pseudo strike
- 4.36
- IV
- 79.3%
- B/E move
- 4.0%
- Pseudo strike
- 5.01
- IV
- 321.5%
- B/E move
- 6.6%
50Δ
- Pseudo strike
- 4.32
- IV
- 77.4%
- B/E move
- 3.6%
- Pseudo strike
- 5.18
- IV
- 359.4%
- B/E move
- 6.4%
55Δ
- Pseudo strike
- 4.29
- IV
- 75.5%
- B/E move
- 3.2%
- Pseudo strike
- 5.36
- IV
- 397.4%
- B/E move
- 6.2%
60Δ
- Pseudo strike
- 4.25
- IV
- 73.7%
- B/E move
- 2.8%
- Pseudo strike
- 5.53
- IV
- 435.4%
- B/E move
- 6.0%
65Δ
- Pseudo strike
- 4.21
- IV
- 71.8%
- B/E move
- 2.5%
- Pseudo strike
- 5.71
- IV
- 473.4%
- B/E move
- 5.8%
70Δ
- Pseudo strike
- 4.18
- IV
- 69.9%
- B/E move
- 2.1%
- Pseudo strike
- 5.89
- IV
- 511.3%
- B/E move
- 5.6%
75Δ
- Pseudo strike
- 4.14
- IV
- 68.0%
- B/E move
- 1.7%
- Pseudo strike
- 5.52
- IV
- 273.8%
- B/E move
- 4.4%
80Δ
- Pseudo strike
- 4.11
- IV
- 66.2%
- B/E move
- 1.3%
- Pseudo strike
- 8.55
- IV
- 794.8%
- B/E move
- 13.0%
Options history
Table
| Date | IV |
|---|---|
| 104.76% | |
| 128.88% |