Northrim BanCorp (NRIM) Options Chain
NASDAQ: NRIMFinanceSavings InstitutionsUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Nov 20, 2026
- Days to expiration
- 40
- Share price
- $24.24
- Put/call ratio (OI)
- 0.00
- Put/call ratio (volume)
- 0.00
- Expected move
- ±$4.65
- Open interest (C / P)
- 1 / 0
NRIM options summary
The NRIM options chain for the November 20, 2026 expiration lists 1 call and 0 put contracts, with 40 days until expiration. Open interest stands at 1 calls and 0 puts, a put/call ratio of 0.00, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $25.00 strike is 58.0%, which implies the market expects a move of about ±$4.65 (19.2%) in Northrim BanCorp stock by expiration.
Summary generated from market data by MetaCap's automated system. Methodology
NRIM options chain · November 20, 2026
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 1.05 | 0.00 | 3.10 | 25.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the NRIM put/call ratio?
For the November 20, 2026 expiration, the NRIM put/call ratio based on open interest is 0.00 (0 puts vs 1 calls), and 0.00 based on today's volume. A ratio above 1 means more puts than calls.
What is NRIM's implied volatility?
At-the-money implied volatility for NRIM options expiring November 20, 2026 is about 58.0%, an annualized estimate of how much the market expects Northrim BanCorp stock to move.
How many NRIM option expiration dates are there?
NRIM has 4 listed expiration dates, from Oct 16, 2026 to Mar 19, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.