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Southern First Bancshares Inc SFST

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T00:35:56.092Z

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 · 2026-10-22T20:00:00.373393722Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-23T00:35:55.782058+00:00

Share price$61.24
1D+2.2%
AH$59.65$60.19$60.74$61.29$61.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSFST
Sold putSold callAH

Southern First Bancshares Inc options

Live interpolated SFST call and put midpoint premiums by absolute delta.Southern First Bancshares Inc$1.31$2.70$4.09$5.47$6.86$50.82$56.17$61.52$66.86$72.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SFST spot · $61.24SFST PRICE$1.46$2.44$2.14$1.90$2.04$2.28$2.52$2.76$3.00$3.70$4.62$5.54$6.46$2.45$2.45$2.46$2.47$2.47$2.61$2.76$2.91$3.06$3.20$3.35$3.50$3.65
PutsExpensive1.49×
CallsExpensive1.31×
SkewBullish-3.20 pp
Implied moveBearish±$5.28
TiltBullish4.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.0486.2%29.8%49.71109.6%22.8%
25Δ79.59110.3%33.9%53.6285.8%16.4%
30Δ69.8872.6%17.6%56.1970.0%12.3%
35Δ65.8451.4%10.6%58.0458.4%9.2%
40Δ64.2345.0%8.2%59.9046.7%6.2%
45Δ63.2542.4%7.0%60.5343.2%5.4%
50Δ62.2739.7%5.8%61.0840.2%4.8%
55Δ61.3037.1%4.6%61.6437.1%4.1%
60Δ60.3234.5%3.4%62.2034.1%3.4%
65Δ59.2335.1%2.8%62.7531.0%2.8%
70Δ58.0837.3%2.4%63.3128.0%2.1%
75Δ56.9439.4%2.0%63.8724.9%1.4%
80Δ55.7941.5%1.7%64.4321.9%0.8%

20Δ

Calls
Pseudo strike
78.04
IV
86.2%
B/E move
29.8%
Puts
Pseudo strike
49.71
IV
109.6%
B/E move
22.8%

25Δ

Calls
Pseudo strike
79.59
IV
110.3%
B/E move
33.9%
Puts
Pseudo strike
53.62
IV
85.8%
B/E move
16.4%

30Δ

Calls
Pseudo strike
69.88
IV
72.6%
B/E move
17.6%
Puts
Pseudo strike
56.19
IV
70.0%
B/E move
12.3%

35Δ

Calls
Pseudo strike
65.84
IV
51.4%
B/E move
10.6%
Puts
Pseudo strike
58.04
IV
58.4%
B/E move
9.2%

40Δ

Calls
Pseudo strike
64.23
IV
45.0%
B/E move
8.2%
Puts
Pseudo strike
59.90
IV
46.7%
B/E move
6.2%

45Δ

Calls
Pseudo strike
63.25
IV
42.4%
B/E move
7.0%
Puts
Pseudo strike
60.53
IV
43.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
62.27
IV
39.7%
B/E move
5.8%
Puts
Pseudo strike
61.08
IV
40.2%
B/E move
4.8%

55Δ

Calls
Pseudo strike
61.30
IV
37.1%
B/E move
4.6%
Puts
Pseudo strike
61.64
IV
37.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
60.32
IV
34.5%
B/E move
3.4%
Puts
Pseudo strike
62.20
IV
34.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
59.23
IV
35.1%
B/E move
2.8%
Puts
Pseudo strike
62.75
IV
31.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
58.08
IV
37.3%
B/E move
2.4%
Puts
Pseudo strike
63.31
IV
28.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
56.94
IV
39.4%
B/E move
2.0%
Puts
Pseudo strike
63.87
IV
24.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
55.79
IV
41.5%
B/E move
1.7%
Puts
Pseudo strike
64.43
IV
21.9%
B/E move
0.8%

Options history

No recorded observations