Southern First Bancshares, Inc. (SFST) Volatility Skew

Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.

Southern First Bancshares, Inc. (SFST) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $527.0M, listed on NASDAQ, employing roughly 297 people, carrying a beta of 0.68 to the broader market. Southern First Bancshares, Inc. Led by R. Arthur Seaver Jr., public since 1999-10-28.

Snapshot as of May 15, 2026.

Spot Price
$54.92
ATM IV
147.7%
IV Skew 25Δ
0.015
IV Rank
91.2%
IV Percentile
99.6%
Term Structure Slope
-1.111

As of May 15, 2026, Southern First Bancshares, Inc. (SFST) at-the-money implied volatility is 147.7%. IV rank is 91.2% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 99.6%. The 25-delta skew is +0.015: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.

SFST Strategy Selection at Current Volatility Levels

For Southern First Bancshares, Inc. options at 147.7% ATM IV, high IV rank (91.2%) favors premium-selling structures: credit spreads, iron condors, covered calls, cash-secured puts. The risk: a continued vol expansion through high-rank levels is rare but expensive when it happens. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.

Learn how volatility skew is reported and how to read the data →

Frequently asked SFST volatility skew questions

What is the current SFST ATM implied volatility?
As of May 15, 2026, Southern First Bancshares, Inc. (SFST) at-the-money implied volatility is 147.7%. IV rank is 91.2% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
Is SFST IV high or low historically?
IV is elevated relative to its 1-year history, conditions that typically favor premium-selling strategies (credit spreads, iron condors, covered calls).
What does SFST volatility skew tell options traders?
Volatility skew is the pattern by which IV varies across strikes for a given expiration. Southern First Bancshares, Inc. skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.