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American Financial Group, Inc. AFG

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Market datapartial · fetched 2026-10-22T12:28:24.855Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003811745Z

FundamentalsAlpha Vantage · unavailable

Share price$149.68
1D-0.1%
AH$149.06$149.30$149.54$149.78$150.025:30 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.$0.79$3.36$5.93$8.51$11.08$133.85$141.06$148.26$155.47$162.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFG spot · $149.68AFG PRICE$1.07$1.46$1.85$2.31$2.87$3.43$3.98$4.70$5.52$6.35$7.17$8.41$9.68$1.30$1.65$2.04$2.64$3.24$3.84$4.48$5.18$5.88$6.59$7.65$8.99$10.34
PutsExpensive1.66×
CallsExpensive1.29×
SkewBearish+0.57 pp
Implied moveBearish±$8.46
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ158.5421.7%6.6%141.1726.6%6.6%
25Δ157.1622.5%6.0%143.2325.3%5.4%
30Δ155.7823.2%5.3%145.1924.3%4.4%
35Δ154.4423.7%4.7%146.5324.6%3.9%
40Δ153.1324.0%4.2%147.8624.9%3.4%
45Δ151.8224.2%3.7%149.1925.2%2.9%
50Δ150.5124.4%3.2%150.5125.2%2.4%
55Δ149.1624.6%2.8%151.8224.7%2.0%
60Δ147.7924.7%2.4%153.1224.2%1.6%
65Δ146.4224.9%2.1%154.4223.8%1.2%
70Δ145.0525.0%1.7%155.9623.6%0.9%
75Δ143.3824.9%1.4%157.6823.8%0.7%
80Δ141.7024.8%1.1%159.4124.0%0.4%

20Δ

Calls
Pseudo strike
158.54
IV
21.7%
B/E move
6.6%
Puts
Pseudo strike
141.17
IV
26.6%
B/E move
6.6%

25Δ

Calls
Pseudo strike
157.16
IV
22.5%
B/E move
6.0%
Puts
Pseudo strike
143.23
IV
25.3%
B/E move
5.4%

30Δ

Calls
Pseudo strike
155.78
IV
23.2%
B/E move
5.3%
Puts
Pseudo strike
145.19
IV
24.3%
B/E move
4.4%

35Δ

Calls
Pseudo strike
154.44
IV
23.7%
B/E move
4.7%
Puts
Pseudo strike
146.53
IV
24.6%
B/E move
3.9%

40Δ

Calls
Pseudo strike
153.13
IV
24.0%
B/E move
4.2%
Puts
Pseudo strike
147.86
IV
24.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
151.82
IV
24.2%
B/E move
3.7%
Puts
Pseudo strike
149.19
IV
25.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
150.51
IV
24.4%
B/E move
3.2%
Puts
Pseudo strike
150.51
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
149.16
IV
24.6%
B/E move
2.8%
Puts
Pseudo strike
151.82
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
147.79
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
153.12
IV
24.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
146.42
IV
24.9%
B/E move
2.1%
Puts
Pseudo strike
154.42
IV
23.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
145.05
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
155.96
IV
23.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
143.38
IV
24.9%
B/E move
1.4%
Puts
Pseudo strike
157.68
IV
23.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
141.70
IV
24.8%
B/E move
1.1%
Puts
Pseudo strike
159.41
IV
24.0%
B/E move
0.4%

Options history

AFG21.7721.8221.872026-10-20: 21.79%2026-10-21: 21.85%Oct 20Oct 21
Table
DateIV
21.79%
21.85%