IntraAlpha
Create free account Start free

American Financial Group, Inc. AFG

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-11T13:54:42.072Z

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 · 2026-11-11T00:00:00.003828584Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:54:41.727556+00:00

Share price$160.84
1D+1.0%
AH$157$158$159$160$1615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAFG
Sold putSold callAH

American Financial Group, Inc. options

Live interpolated AFG call and put midpoint premiums by absolute delta.American Financial Group, Inc.$0.40$2.66$4.91$7.17$9.42$148.18$154.27$160.35$166.44$172.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFG spot · $160.84AFG PRICE$0.65$0.82$1.15$1.48$1.81$2.14$2.47$2.80$3.30$3.92$4.55$5.17$5.80$0.82$1.13$1.45$1.76$2.08$2.47$3.03$3.59$4.14$4.70$5.26$6.97$8.77
PutsFair0.97×
CallsCheap0.64×
SkewBearish+5.24 pp
Implied moveBearish±$5.50
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.7124.2%4.1%155.2927.7%4.0%
25Δ164.7821.3%3.0%156.2927.7%3.5%
30Δ164.0421.8%2.7%157.3027.6%3.1%
35Δ163.3022.2%2.4%158.3027.6%2.7%
40Δ162.5622.6%2.2%159.3127.6%2.2%
45Δ161.8123.1%1.9%160.2927.6%1.9%
50Δ161.0723.5%1.7%161.2227.7%1.7%
55Δ160.3323.9%1.4%162.1427.8%1.4%
60Δ159.5124.1%1.2%163.0727.9%1.2%
65Δ158.6124.0%1.1%164.0028.0%1.0%
70Δ157.7223.8%0.9%164.9328.1%0.7%
75Δ156.8223.7%0.7%166.8530.8%0.6%
80Δ155.9323.6%0.6%168.8633.8%0.5%

20Δ

Calls
Pseudo strike
166.71
IV
24.2%
B/E move
4.1%
Puts
Pseudo strike
155.29
IV
27.7%
B/E move
4.0%

25Δ

Calls
Pseudo strike
164.78
IV
21.3%
B/E move
3.0%
Puts
Pseudo strike
156.29
IV
27.7%
B/E move
3.5%

30Δ

Calls
Pseudo strike
164.04
IV
21.8%
B/E move
2.7%
Puts
Pseudo strike
157.30
IV
27.6%
B/E move
3.1%

35Δ

Calls
Pseudo strike
163.30
IV
22.2%
B/E move
2.4%
Puts
Pseudo strike
158.30
IV
27.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
162.56
IV
22.6%
B/E move
2.2%
Puts
Pseudo strike
159.31
IV
27.6%
B/E move
2.2%

45Δ

Calls
Pseudo strike
161.81
IV
23.1%
B/E move
1.9%
Puts
Pseudo strike
160.29
IV
27.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
161.07
IV
23.5%
B/E move
1.7%
Puts
Pseudo strike
161.22
IV
27.7%
B/E move
1.7%

55Δ

Calls
Pseudo strike
160.33
IV
23.9%
B/E move
1.4%
Puts
Pseudo strike
162.14
IV
27.8%
B/E move
1.4%

60Δ

Calls
Pseudo strike
159.51
IV
24.1%
B/E move
1.2%
Puts
Pseudo strike
163.07
IV
27.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
158.61
IV
24.0%
B/E move
1.1%
Puts
Pseudo strike
164.00
IV
28.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
157.72
IV
23.8%
B/E move
0.9%
Puts
Pseudo strike
164.93
IV
28.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
156.82
IV
23.7%
B/E move
0.7%
Puts
Pseudo strike
166.85
IV
30.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
155.93
IV
23.6%
B/E move
0.6%
Puts
Pseudo strike
168.86
IV
33.8%
B/E move
0.5%

Options history

IV · four-Friday blend23.13%
Daily close
AFG17.8%23.4%29.0%2026-08-13: 20.56%2026-08-14: 19.75%2026-08-17: 21.57%2026-08-20: 28.27%2026-08-21: 19.87%2026-08-24: 20.13%2026-08-25: 20.15%2026-08-26: 19.14%2026-08-27: 19.53%2026-08-28: 19.29%2026-08-31: 18.60%2026-09-01: 18.83%2026-09-02: 19.08%2026-09-03: 18.59%2026-09-04: 19.21%2026-09-08: 20.67%2026-09-09: 21.08%2026-09-10: 21.26%2026-09-14: 22.10%2026-09-15: 21.72%2026-09-16: 22.51%2026-09-18: 21.05%2026-09-21: 21.14%2026-09-22: 21.25%2026-09-23: 20.66%2026-09-24: 20.70%2026-09-25: 20.79%2026-09-28: 20.88%2026-09-29: 21.38%2026-09-30: 20.45%2026-10-01: 20.69%2026-10-05: 21.04%2026-10-06: 22.27%2026-10-07: 22.05%2026-10-09: 22.71%2026-10-16: 21.03%2026-10-19: 22.03%2026-10-20: 21.77%2026-10-21: 21.84%2026-10-22: 21.51%2026-10-23: 22.26%2026-10-26: 22.70%2026-10-27: 22.73%2026-10-28: 22.72%2026-10-29: 22.47%2026-10-30: 23.13%Aug 13Sep 21Oct 30
46 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
20.56%
19.75%
21.57%
28.27%
19.87%
20.13%
20.15%
19.14%
19.53%
19.29%
18.60%
18.83%
19.08%
18.59%
19.21%
20.67%
21.08%
21.26%
22.10%
21.72%
22.51%
21.05%
21.14%
21.25%
20.66%
20.70%
20.79%
20.88%
21.38%
20.45%
20.69%
21.04%
22.27%
22.05%
22.71%
21.03%
22.03%
21.77%
21.84%
21.51%
22.26%
22.70%
22.73%
22.72%
22.47%
23.13%