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Southern First Bancshares, Inc. Common Stock SFST

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T07:29:11.640Z

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 · 2026-11-03T21:00:00.387398573Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T07:24:09.541277+00:00

Share price$60.20
1D-1.6%
AH$59.96$60.29$60.63$60.96$61.295:30 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$1.08$2.33$3.57$4.81$6.06$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESFST PRICE$1.93$1.56$1.81$2.06$2.30$2.62$3.24$3.85$4.47$5.08$5.70$2.29$1.22$1.51$1.81$2.10$2.40
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.07138.3%22.3%
25Δ73.09112.2%24.6%55.6859.2%9.5%
30Δ56.7257.2%8.3%
35Δ63.8355.1%8.6%57.7555.3%7.1%
40Δ62.8252.9%7.4%58.7953.4%5.8%
45Δ61.8250.7%6.1%59.8251.5%4.6%
50Δ60.8148.5%4.8%
55Δ59.8246.9%3.7%
60Δ58.9347.7%3.3%
65Δ58.0448.4%2.8%
70Δ57.1549.1%2.4%
75Δ56.2649.9%1.9%
80Δ55.3750.6%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.07
IV
138.3%
B/E move
22.3%

25Δ

Calls
Pseudo strike
73.09
IV
112.2%
B/E move
24.6%
Puts
Pseudo strike
55.68
IV
59.2%
B/E move
9.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.72
IV
57.2%
B/E move
8.3%

35Δ

Calls
Pseudo strike
63.83
IV
55.1%
B/E move
8.6%
Puts
Pseudo strike
57.75
IV
55.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
62.82
IV
52.9%
B/E move
7.4%
Puts
Pseudo strike
58.79
IV
53.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
61.82
IV
50.7%
B/E move
6.1%
Puts
Pseudo strike
59.82
IV
51.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
60.81
IV
48.5%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
59.82
IV
46.9%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
58.93
IV
47.7%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
58.04
IV
48.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
57.15
IV
49.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
56.26
IV
49.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
55.37
IV
50.6%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

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%