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First Financial Corporation Common Stock THFF

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Market datapartial · fetched 2026-10-22T22:55:09.142Z

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 · 2026-10-22T20:00:01.848030006Z

FundamentalsAlpha Vantage · unavailable

Share price$76.18
1D+1.6%
AH$74.84$75.35$75.85$76.35$76.865:30 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$2.31$3.56$4.81$6.06$7.31$64.60$70.63$76.66$82.68$88.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive THFF spot · $76.18THFF PRICE$2.45$2.45$2.45$2.45$2.48$2.59$2.70$2.81$2.91$3.55$4.45$5.35$6.24$2.45$2.45$2.47$2.51$2.54$2.85$3.22$3.59$3.96$4.33$4.70$5.83$6.95
PutsExpensive1.54×
CallsExpensive1.66×
SkewBullish-4.44 pp
Implied moveBearish±$5.92
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.29119.1%44.1%63.5891.1%19.8%
25Δ92.9386.4%25.2%68.0170.6%13.9%
30Δ85.9066.3%16.0%70.9257.1%10.2%
35Δ82.2853.7%11.2%72.7848.3%7.7%
40Δ79.6944.1%7.9%74.6539.5%5.3%
45Δ78.6039.9%6.6%75.7036.5%4.4%
50Δ77.5235.6%5.3%76.5635.0%3.7%
55Δ76.4431.3%4.0%77.4233.4%3.1%
60Δ75.3527.0%2.7%78.2831.9%2.4%
65Δ74.2526.6%2.1%79.1430.3%1.8%
70Δ73.1528.1%1.9%80.0028.8%1.2%
75Δ72.0429.7%1.6%81.3429.2%0.9%
80Δ70.9331.2%1.3%82.6829.5%0.6%

20Δ

Calls
Pseudo strike
107.29
IV
119.1%
B/E move
44.1%
Puts
Pseudo strike
63.58
IV
91.1%
B/E move
19.8%

25Δ

Calls
Pseudo strike
92.93
IV
86.4%
B/E move
25.2%
Puts
Pseudo strike
68.01
IV
70.6%
B/E move
13.9%

30Δ

Calls
Pseudo strike
85.90
IV
66.3%
B/E move
16.0%
Puts
Pseudo strike
70.92
IV
57.1%
B/E move
10.2%

35Δ

Calls
Pseudo strike
82.28
IV
53.7%
B/E move
11.2%
Puts
Pseudo strike
72.78
IV
48.3%
B/E move
7.7%

40Δ

Calls
Pseudo strike
79.69
IV
44.1%
B/E move
7.9%
Puts
Pseudo strike
74.65
IV
39.5%
B/E move
5.3%

45Δ

Calls
Pseudo strike
78.60
IV
39.9%
B/E move
6.6%
Puts
Pseudo strike
75.70
IV
36.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
77.52
IV
35.6%
B/E move
5.3%
Puts
Pseudo strike
76.56
IV
35.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
76.44
IV
31.3%
B/E move
4.0%
Puts
Pseudo strike
77.42
IV
33.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
75.35
IV
27.0%
B/E move
2.7%
Puts
Pseudo strike
78.28
IV
31.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
74.25
IV
26.6%
B/E move
2.1%
Puts
Pseudo strike
79.14
IV
30.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
73.15
IV
28.1%
B/E move
1.9%
Puts
Pseudo strike
80.00
IV
28.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
72.04
IV
29.7%
B/E move
1.6%
Puts
Pseudo strike
81.34
IV
29.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
70.93
IV
31.2%
B/E move
1.3%
Puts
Pseudo strike
82.68
IV
29.5%
B/E move
0.6%

Options history

No recorded observations