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Aflac Incorporated AFL

FINANCIAL SERVICES · INSURANCE - LIFE
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Market dataready · fetched 2026-10-16T01:00:49.730Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003880749Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:49.349778+00:00

Share price$118.05
1D-1.6%
AH$117.68$118.44$119.19$119.94$120.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAFL
Sold putSold callAH

Aflac Incorporated options

Live interpolated AFL call and put midpoint premiums by absolute delta.Aflac Incorporated$0.13$1.09$2.06$3.02$3.98$115.31$117.27$119.23$121.19$123.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFL spot · $118.05AFL PRICE$0.99$1.08$1.09$1.09$1.10$0.92$0.69$0.95$1.54$2.13$2.72$3.70$3.60$0.23$0.29$0.34$0.39$0.45$0.50$0.58$0.70$0.83$0.96$1.09
PutsCheap0.77×
CallsExpensive2.22×
SkewBullish-51.34 pp
Implied moveBullish±$1.27
TiltBullish54.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.43167.0%7.9%116.2838.2%1.7%
25Δ125.16154.0%6.9%116.7335.5%1.4%
30Δ123.23127.4%5.3%117.1032.7%1.1%
35Δ121.29100.7%3.7%117.3529.9%0.9%
40Δ119.3674.1%2.0%117.6027.0%0.8%
45Δ118.6352.2%1.3%117.8524.2%0.6%
50Δ118.1831.3%0.7%118.0822.7%0.5%
55Δ117.6829.6%0.5%118.2822.9%0.4%
60Δ117.1440.4%0.5%118.4723.2%0.3%
65Δ116.6151.3%0.6%118.6723.5%0.3%
70Δ116.0862.1%0.6%118.8723.7%0.2%
75Δ115.0072.8%0.6%
80Δ114.9163.0%0.4%

20Δ

Calls
Pseudo strike
126.43
IV
167.0%
B/E move
7.9%
Puts
Pseudo strike
116.28
IV
38.2%
B/E move
1.7%

25Δ

Calls
Pseudo strike
125.16
IV
154.0%
B/E move
6.9%
Puts
Pseudo strike
116.73
IV
35.5%
B/E move
1.4%

30Δ

Calls
Pseudo strike
123.23
IV
127.4%
B/E move
5.3%
Puts
Pseudo strike
117.10
IV
32.7%
B/E move
1.1%

35Δ

Calls
Pseudo strike
121.29
IV
100.7%
B/E move
3.7%
Puts
Pseudo strike
117.35
IV
29.9%
B/E move
0.9%

40Δ

Calls
Pseudo strike
119.36
IV
74.1%
B/E move
2.0%
Puts
Pseudo strike
117.60
IV
27.0%
B/E move
0.8%

45Δ

Calls
Pseudo strike
118.63
IV
52.2%
B/E move
1.3%
Puts
Pseudo strike
117.85
IV
24.2%
B/E move
0.6%

50Δ

Calls
Pseudo strike
118.18
IV
31.3%
B/E move
0.7%
Puts
Pseudo strike
118.08
IV
22.7%
B/E move
0.5%

55Δ

Calls
Pseudo strike
117.68
IV
29.6%
B/E move
0.5%
Puts
Pseudo strike
118.28
IV
22.9%
B/E move
0.4%

60Δ

Calls
Pseudo strike
117.14
IV
40.4%
B/E move
0.5%
Puts
Pseudo strike
118.47
IV
23.2%
B/E move
0.3%

65Δ

Calls
Pseudo strike
116.61
IV
51.3%
B/E move
0.6%
Puts
Pseudo strike
118.67
IV
23.5%
B/E move
0.3%

70Δ

Calls
Pseudo strike
116.08
IV
62.1%
B/E move
0.6%
Puts
Pseudo strike
118.87
IV
23.7%
B/E move
0.2%

75Δ

Calls
Pseudo strike
115.00
IV
72.8%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
114.91
IV
63.0%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move