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Aflac Incorporated AFL

FINANCIAL SERVICES · INSURANCE - LIFE
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Market dataready · fetched 2026-10-16T22:45:17.893Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.002665183Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:45:17.512109+00:00

Share price$119.97
1D+2.1%
AH$117.30$118.02$118.74$119.45$120.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAFL
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Aflac Incorporated options

Live interpolated AFL call and put midpoint premiums by absolute delta.Aflac Incorporated$0.38$2.64$4.89$7.15$9.41$114.23$116.91$119.58$122.25$124.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFL spot · $119.97AFL PRICE$1.01$0.94$0.89$0.84$0.84$0.97$1.09$1.33$1.60$1.87$2.12$2.36$2.56$0.87$0.62$0.66$0.81$0.96$1.10$1.27$1.52$1.78$3.10$4.90$4.80$8.76
PutsExpensive1.68×
CallsFair1.03×
SkewBearish+4.73 pp
Implied moveBearish±$2.36
TiltBearish25.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ128.6557.0%8.1%112.4953.4%7.0%
25Δ124.8640.0%4.9%116.7627.7%3.2%
30Δ123.4131.8%3.6%118.3320.3%1.9%
35Δ121.9723.7%2.4%118.8020.3%1.6%
40Δ120.8718.0%1.5%119.2519.8%1.4%
45Δ120.4917.3%1.2%119.6819.1%1.2%
50Δ120.1016.7%1.0%120.1118.7%0.9%
55Δ119.7117.1%0.9%120.5219.1%0.8%
60Δ119.3117.9%0.8%120.9319.5%0.7%
65Δ118.9218.4%0.7%122.0529.1%0.9%
70Δ118.5318.0%0.6%123.8238.3%0.9%
75Δ118.1417.5%0.4%124.0533.8%0.6%
80Δ117.8216.3%0.3%127.8952.0%0.7%

20Δ

Calls
Pseudo strike
128.65
IV
57.0%
B/E move
8.1%
Puts
Pseudo strike
112.49
IV
53.4%
B/E move
7.0%

25Δ

Calls
Pseudo strike
124.86
IV
40.0%
B/E move
4.9%
Puts
Pseudo strike
116.76
IV
27.7%
B/E move
3.2%

30Δ

Calls
Pseudo strike
123.41
IV
31.8%
B/E move
3.6%
Puts
Pseudo strike
118.33
IV
20.3%
B/E move
1.9%

35Δ

Calls
Pseudo strike
121.97
IV
23.7%
B/E move
2.4%
Puts
Pseudo strike
118.80
IV
20.3%
B/E move
1.6%

40Δ

Calls
Pseudo strike
120.87
IV
18.0%
B/E move
1.5%
Puts
Pseudo strike
119.25
IV
19.8%
B/E move
1.4%

45Δ

Calls
Pseudo strike
120.49
IV
17.3%
B/E move
1.2%
Puts
Pseudo strike
119.68
IV
19.1%
B/E move
1.2%

50Δ

Calls
Pseudo strike
120.10
IV
16.7%
B/E move
1.0%
Puts
Pseudo strike
120.11
IV
18.7%
B/E move
0.9%

55Δ

Calls
Pseudo strike
119.71
IV
17.1%
B/E move
0.9%
Puts
Pseudo strike
120.52
IV
19.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
119.31
IV
17.9%
B/E move
0.8%
Puts
Pseudo strike
120.93
IV
19.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
118.92
IV
18.4%
B/E move
0.7%
Puts
Pseudo strike
122.05
IV
29.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
118.53
IV
18.0%
B/E move
0.6%
Puts
Pseudo strike
123.82
IV
38.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
118.14
IV
17.5%
B/E move
0.4%
Puts
Pseudo strike
124.05
IV
33.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
117.82
IV
16.3%
B/E move
0.3%
Puts
Pseudo strike
127.89
IV
52.0%
B/E move
0.7%