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Southern First Bancshares, Inc. Common Stock SFST

i

Market dataready · fetched 2026-11-12T00:56:39.227Z

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 · 2026-11-11T21:00:00.588142645Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:50:25.941121+00:00

Share price$61.03
1D+0.7%
AH$60.55$60.72$60.89$61.07$61.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFST
Sold putSold callAH

Southern First Bancshares, Inc. Common Stock options

Live interpolated SFST call and put midpoint premiums by absolute delta.Southern First Bancshares, Inc. Common Stock$0.72$1.95$3.17$4.40$5.62$56.40$59.44$62.48$65.52$68.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SFST spot · $61.03SFST PRICE$0.86$1.12$1.38$1.63$1.83$2.04$2.24$2.45$2.65$3.31$3.96$4.62$5.27$1.36$1.68$2.01$2.34$2.62$2.88$3.14$3.39$3.65$3.91$4.17$4.60
Puts——
CallsExpensive1.52×
Skew——
Implied moveBearish±$5.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.0884.7%14.6%
25Δ67.5382.9%12.5%56.0288.2%10.4%
30Δ65.9781.0%10.4%57.2185.5%9.0%
35Δ64.6578.1%8.6%58.4082.7%7.6%
40Δ63.7273.4%7.4%59.5980.0%6.2%
45Δ62.7968.6%6.2%60.4376.2%5.3%
50Δ61.8663.9%5.0%61.1071.8%4.6%
55Δ60.9359.1%3.8%61.7667.4%3.9%
60Δ60.0054.4%2.7%62.4263.1%3.3%
65Δ59.1355.0%2.3%63.0858.7%2.6%
70Δ58.2555.5%1.9%63.7554.3%2.0%
75Δ57.3856.1%1.6%64.4149.9%1.3%
80Δ56.5156.6%1.2%65.2146.6%0.7%

20Δ

Calls
Pseudo strike
69.08
IV
84.7%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
67.53
IV
82.9%
B/E move
12.5%
Puts
Pseudo strike
56.02
IV
88.2%
B/E move
10.4%

30Δ

Calls
Pseudo strike
65.97
IV
81.0%
B/E move
10.4%
Puts
Pseudo strike
57.21
IV
85.5%
B/E move
9.0%

35Δ

Calls
Pseudo strike
64.65
IV
78.1%
B/E move
8.6%
Puts
Pseudo strike
58.40
IV
82.7%
B/E move
7.6%

40Δ

Calls
Pseudo strike
63.72
IV
73.4%
B/E move
7.4%
Puts
Pseudo strike
59.59
IV
80.0%
B/E move
6.2%

45Δ

Calls
Pseudo strike
62.79
IV
68.6%
B/E move
6.2%
Puts
Pseudo strike
60.43
IV
76.2%
B/E move
5.3%

50Δ

Calls
Pseudo strike
61.86
IV
63.9%
B/E move
5.0%
Puts
Pseudo strike
61.10
IV
71.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
60.93
IV
59.1%
B/E move
3.8%
Puts
Pseudo strike
61.76
IV
67.4%
B/E move
3.9%

60Δ

Calls
Pseudo strike
60.00
IV
54.4%
B/E move
2.7%
Puts
Pseudo strike
62.42
IV
63.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
59.13
IV
55.0%
B/E move
2.3%
Puts
Pseudo strike
63.08
IV
58.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
58.25
IV
55.5%
B/E move
1.9%
Puts
Pseudo strike
63.75
IV
54.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
57.38
IV
56.1%
B/E move
1.6%
Puts
Pseudo strike
64.41
IV
49.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
56.51
IV
56.6%
B/E move
1.2%
Puts
Pseudo strike
65.21
IV
46.6%
B/E move
0.7%

Options history

IV · four-Friday blend31.92%
Daily EOD
SFST30.4%32.1%33.7%2026-10-19: 30.65%2026-10-20: 30.95%2026-10-21: 30.72%2026-10-22: 30.95%2026-10-23: 32.08%2026-10-27: 33.47%2026-10-28: 33.32%2026-10-30: 31.92%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.65%
30.95%
30.72%
30.95%
32.08%
33.47%
33.32%
31.92%