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First Financial Corporation Common Stock THFF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T00:21:37.735Z

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 · 2026-11-03T21:00:02.318429407Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T00:21:35.450787+00:00

Share price$77.66
1D-0.5%
AH$76.85$77.18$77.51$77.83$78.165:30 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$1.12$2.41$3.71$5.00$6.29$71.65$74.87$78.10$81.32$84.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive THFF spot · $77.66THFF PRICE$1.26$1.61$1.95$2.30$2.58$2.79$3.01$3.23$3.45$3.67$4.51$5.69$2.45$2.45$1.49$1.77$2.05$2.34$2.62$2.90$3.19$4.00$4.96$5.92
Puts——
Calls——
Skew——
Implied moveBullish±$5.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.06116.2%19.4%
25Δ84.6753.1%10.6%69.5789.6%13.6%
30Δ83.3152.4%9.3%
35Δ81.9451.8%8.0%75.6435.3%4.5%
40Δ80.5851.1%6.7%76.3434.3%4.0%
45Δ79.5248.9%5.7%77.0433.3%3.4%
50Δ78.6745.6%4.9%77.7432.2%2.9%
55Δ77.8342.4%4.1%78.4431.2%2.4%
60Δ76.9939.1%3.3%79.1430.2%1.8%
65Δ76.1435.8%2.5%79.8429.1%1.3%
70Δ75.3032.5%1.7%80.8829.7%1.0%
75Δ74.1232.7%1.3%82.0130.8%0.8%
80Δ72.7734.8%1.0%83.1431.8%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.06
IV
116.2%
B/E move
19.4%

25Δ

Calls
Pseudo strike
84.67
IV
53.1%
B/E move
10.6%
Puts
Pseudo strike
69.57
IV
89.6%
B/E move
13.6%

30Δ

Calls
Pseudo strike
83.31
IV
52.4%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
81.94
IV
51.8%
B/E move
8.0%
Puts
Pseudo strike
75.64
IV
35.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
80.58
IV
51.1%
B/E move
6.7%
Puts
Pseudo strike
76.34
IV
34.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
79.52
IV
48.9%
B/E move
5.7%
Puts
Pseudo strike
77.04
IV
33.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
78.67
IV
45.6%
B/E move
4.9%
Puts
Pseudo strike
77.74
IV
32.2%
B/E move
2.9%

55Δ

Calls
Pseudo strike
77.83
IV
42.4%
B/E move
4.1%
Puts
Pseudo strike
78.44
IV
31.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
76.99
IV
39.1%
B/E move
3.3%
Puts
Pseudo strike
79.14
IV
30.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
76.14
IV
35.8%
B/E move
2.5%
Puts
Pseudo strike
79.84
IV
29.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
75.30
IV
32.5%
B/E move
1.7%
Puts
Pseudo strike
80.88
IV
29.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
74.12
IV
32.7%
B/E move
1.3%
Puts
Pseudo strike
82.01
IV
30.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
72.77
IV
34.8%
B/E move
1.0%
Puts
Pseudo strike
83.14
IV
31.8%
B/E move
0.6%

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%