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First Financial Corporation Common Stock THFF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T00:55:08.030Z

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 · 2026-11-11T21:00:02.245242475Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:55:07.647733+00:00

Share price$77.11
1D+0.1%
AH$76.79$76.93$77.07$77.22$77.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTHFF
Sold putSold callAH

First Financial Corporation Common Stock options

Live interpolated THFF call and put midpoint premiums by absolute delta.First Financial Corporation Common Stock$1.15$2.63$4.11$5.59$7.07$72.92$75.32$77.72$80.11$82.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive THFF spot · $77.11THFF PRICE$2.45$1.69$2.06$2.43$2.59$2.75$2.90$3.06$3.21$3.89$5.27$6.65$2.45$2.45$1.31$1.46$1.62$1.77$1.93$2.08$2.24$2.39$2.55$2.70
Puts——
Calls——
Skew——
Implied moveBullish±$4.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.74212.4%42.9%64.40162.2%19.7%
25Δ68.84125.6%13.9%
30Δ82.9876.8%9.8%
35Δ81.5476.2%8.4%75.1845.1%4.2%
40Δ80.1075.7%7.0%75.6342.7%3.8%
45Δ79.1570.0%6.0%76.0940.2%3.4%
50Δ78.2464.0%5.0%76.5437.8%3.0%
55Δ77.3358.0%4.1%77.0035.3%2.6%
60Δ76.4352.0%3.1%77.4532.9%2.3%
65Δ75.5245.9%2.1%77.9130.4%1.9%
70Δ74.3545.5%1.5%78.3728.0%1.5%
75Δ72.8352.2%1.3%78.8225.5%1.1%
80Δ71.3259.0%1.1%79.2823.1%0.7%

20Δ

Calls
Pseudo strike
107.74
IV
212.4%
B/E move
42.9%
Puts
Pseudo strike
64.40
IV
162.2%
B/E move
19.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.84
IV
125.6%
B/E move
13.9%

30Δ

Calls
Pseudo strike
82.98
IV
76.8%
B/E move
9.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
81.54
IV
76.2%
B/E move
8.4%
Puts
Pseudo strike
75.18
IV
45.1%
B/E move
4.2%

40Δ

Calls
Pseudo strike
80.10
IV
75.7%
B/E move
7.0%
Puts
Pseudo strike
75.63
IV
42.7%
B/E move
3.8%

45Δ

Calls
Pseudo strike
79.15
IV
70.0%
B/E move
6.0%
Puts
Pseudo strike
76.09
IV
40.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
78.24
IV
64.0%
B/E move
5.0%
Puts
Pseudo strike
76.54
IV
37.8%
B/E move
3.0%

55Δ

Calls
Pseudo strike
77.33
IV
58.0%
B/E move
4.1%
Puts
Pseudo strike
77.00
IV
35.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
76.43
IV
52.0%
B/E move
3.1%
Puts
Pseudo strike
77.45
IV
32.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
75.52
IV
45.9%
B/E move
2.1%
Puts
Pseudo strike
77.91
IV
30.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
74.35
IV
45.5%
B/E move
1.5%
Puts
Pseudo strike
78.37
IV
28.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
72.83
IV
52.2%
B/E move
1.3%
Puts
Pseudo strike
78.82
IV
25.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
71.32
IV
59.0%
B/E move
1.1%
Puts
Pseudo strike
79.28
IV
23.1%
B/E move
0.7%

Options history

IV · four-Friday blend30.08%
Daily EOD
THFF27.1%28.7%30.3%2026-10-19: 27.36%2026-10-20: 27.40%2026-10-21: 27.34%2026-10-22: 28.87%2026-10-23: 27.86%2026-10-26: 28.88%2026-10-27: 27.38%2026-10-28: 29.14%2026-10-29: 29.01%2026-10-30: 30.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.36%
27.40%
27.34%
28.87%
27.86%
28.88%
27.38%
29.14%
29.01%
30.08%