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American Financial Group, Inc. AFG

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Market datapartial · fetched 2026-10-22T21:09:46.792Z

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 · 2026-10-22T20:14:28.689118414Z

FundamentalsAlpha Vantage · unavailable

Share price$153.46
1D+2.0%
AH$149.92$150.90$151.89$152.87$153.855:30 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.$0.64$4.10$7.55$11.00$14.45$133.51$141.60$149.70$157.79$165.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFG spot · $153.46AFG PRICE$1.02$1.29$1.71$2.16$2.62$3.07$3.67$4.33$5.00$5.67$6.60$7.80$8.99$1.31$1.82$2.33$2.84$3.51$4.18$4.86$5.75$6.82$7.88$9.26$11.01$13.45
PutsExpensive1.86×
CallsExpensive1.11×
SkewBearish+5.61 pp
Implied moveBearish±$8.52
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ162.6621.7%6.7%145.1026.0%6.3%
25Δ160.4520.6%5.4%146.7226.2%5.6%
30Δ159.0420.6%4.8%148.3426.5%4.9%
35Δ157.8320.9%4.3%149.9626.7%4.1%
40Δ156.6221.2%3.8%151.4326.7%3.6%
45Δ155.4121.4%3.3%152.9026.6%3.1%
50Δ154.2121.6%2.9%154.3726.6%2.6%
55Δ153.0021.6%2.5%155.9126.8%2.1%
60Δ151.8021.7%2.2%157.5227.1%1.8%
65Δ150.5921.8%1.8%159.1327.4%1.4%
70Δ149.2121.9%1.5%161.0127.8%1.1%
75Δ147.6422.2%1.3%163.2028.4%0.8%
80Δ146.0722.4%1.0%166.0629.9%0.6%

20Δ

Calls
Pseudo strike
162.66
IV
21.7%
B/E move
6.7%
Puts
Pseudo strike
145.10
IV
26.0%
B/E move
6.3%

25Δ

Calls
Pseudo strike
160.45
IV
20.6%
B/E move
5.4%
Puts
Pseudo strike
146.72
IV
26.2%
B/E move
5.6%

30Δ

Calls
Pseudo strike
159.04
IV
20.6%
B/E move
4.8%
Puts
Pseudo strike
148.34
IV
26.5%
B/E move
4.9%

35Δ

Calls
Pseudo strike
157.83
IV
20.9%
B/E move
4.3%
Puts
Pseudo strike
149.96
IV
26.7%
B/E move
4.1%

40Δ

Calls
Pseudo strike
156.62
IV
21.2%
B/E move
3.8%
Puts
Pseudo strike
151.43
IV
26.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
155.41
IV
21.4%
B/E move
3.3%
Puts
Pseudo strike
152.90
IV
26.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
154.21
IV
21.6%
B/E move
2.9%
Puts
Pseudo strike
154.37
IV
26.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
153.00
IV
21.6%
B/E move
2.5%
Puts
Pseudo strike
155.91
IV
26.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
151.80
IV
21.7%
B/E move
2.2%
Puts
Pseudo strike
157.52
IV
27.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
150.59
IV
21.8%
B/E move
1.8%
Puts
Pseudo strike
159.13
IV
27.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
149.21
IV
21.9%
B/E move
1.5%
Puts
Pseudo strike
161.01
IV
27.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
147.64
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
163.20
IV
28.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
146.07
IV
22.4%
B/E move
1.0%
Puts
Pseudo strike
166.06
IV
29.9%
B/E move
0.6%

Options history

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