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Blue Ridge Bankshares, Inc. BRBS

i

Market datapartial · fetched 2026-11-07T08:07:09.450Z

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 · 2026-11-07T01:00:00.074934729Z

FundamentalsAlpha Vantage · unavailable

Share price$3.99
1D+0.5%
AH$3.97$3.98$3.99$4.01$4.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRBS
Sold putSold callAH

Blue Ridge Bankshares, Inc. options

Live interpolated BRBS call and put midpoint premiums by absolute delta.Blue Ridge Bankshares, Inc.$0.16$0.35$0.55$0.75$0.95$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBRBS PRICE$0.18$0.23$0.28$0.34$0.20$0.26$0.32$0.38$0.43$0.49$0.55$0.60$0.66$0.72$0.78$0.83$0.89
PutsExpensive4.76×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.97249.4%79.2%2.95144.0%31.3%
25Δ6.44243.5%67.2%3.09139.6%29.1%
30Δ5.91237.5%55.1%3.23135.2%27.0%
35Δ5.37231.5%43.1%3.38130.9%24.8%
40Δ3.52126.5%22.7%
45Δ3.66122.1%20.5%
50Δ3.81117.8%18.3%
55Δ3.95113.4%16.2%
60Δ4.09109.0%14.0%
65Δ4.24104.7%11.9%
70Δ4.38100.3%9.7%
75Δ4.5295.9%7.6%
80Δ4.6791.6%5.4%

20Δ

Calls
Pseudo strike
6.97
IV
249.4%
B/E move
79.2%
Puts
Pseudo strike
2.95
IV
144.0%
B/E move
31.3%

25Δ

Calls
Pseudo strike
6.44
IV
243.5%
B/E move
67.2%
Puts
Pseudo strike
3.09
IV
139.6%
B/E move
29.1%

30Δ

Calls
Pseudo strike
5.91
IV
237.5%
B/E move
55.1%
Puts
Pseudo strike
3.23
IV
135.2%
B/E move
27.0%

35Δ

Calls
Pseudo strike
5.37
IV
231.5%
B/E move
43.1%
Puts
Pseudo strike
3.38
IV
130.9%
B/E move
24.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.52
IV
126.5%
B/E move
22.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
122.1%
B/E move
20.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.81
IV
117.8%
B/E move
18.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.95
IV
113.4%
B/E move
16.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.09
IV
109.0%
B/E move
14.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.24
IV
104.7%
B/E move
11.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
100.3%
B/E move
9.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.52
IV
95.9%
B/E move
7.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.67
IV
91.6%
B/E move
5.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations