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Aflac Incorporated AFL

FINANCIAL SERVICES · INSURANCE - LIFE
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Market dataready · fetched 2026-10-16T00:19:17.765Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:17.155117+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
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Aflac Incorporated options

Live interpolated AFL call and put midpoint premiums by absolute delta.Aflac Incorporated$0.55$3.30$6.06$8.82$11.58$106.94$112.28$117.62$122.96$128.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFL spot · $118.05AFL PRICE$0.85$1.15$1.50$1.84$2.19$2.59$3.16$3.74$4.32$4.90$5.89$7.54$9.20$1.16$1.50$1.85$2.26$2.81$3.36$3.91$4.46$5.15$5.83$6.52$7.20$10.78
PutsExpensive1.54×
CallsExpensive1.32×
SkewBearish+2.33 pp
Implied moveBearish±$7.07
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ125.6420.8%7.1%110.6526.8%7.3%
25Δ124.2520.8%6.2%112.2825.9%6.2%
30Δ123.1220.9%5.6%113.9125.0%5.1%
35Δ121.9921.0%4.9%115.3924.4%4.2%
40Δ120.8621.0%4.2%116.5524.5%3.7%
45Δ119.7521.1%3.6%117.7024.5%3.1%
50Δ118.7221.3%3.3%118.8624.5%2.6%
55Δ117.6921.5%2.9%120.0224.6%2.1%
60Δ116.6621.7%2.5%121.1424.0%1.7%
65Δ115.6321.9%2.1%122.2623.3%1.4%
70Δ114.2722.9%1.8%123.3922.7%1.0%
75Δ112.3625.3%1.6%124.5122.1%0.6%
80Δ110.4627.6%1.4%128.3725.9%0.4%

20Δ

Calls
Pseudo strike
125.64
IV
20.8%
B/E move
7.1%
Puts
Pseudo strike
110.65
IV
26.8%
B/E move
7.3%

25Δ

Calls
Pseudo strike
124.25
IV
20.8%
B/E move
6.2%
Puts
Pseudo strike
112.28
IV
25.9%
B/E move
6.2%

30Δ

Calls
Pseudo strike
123.12
IV
20.9%
B/E move
5.6%
Puts
Pseudo strike
113.91
IV
25.0%
B/E move
5.1%

35Δ

Calls
Pseudo strike
121.99
IV
21.0%
B/E move
4.9%
Puts
Pseudo strike
115.39
IV
24.4%
B/E move
4.2%

40Δ

Calls
Pseudo strike
120.86
IV
21.0%
B/E move
4.2%
Puts
Pseudo strike
116.55
IV
24.5%
B/E move
3.7%

45Δ

Calls
Pseudo strike
119.75
IV
21.1%
B/E move
3.6%
Puts
Pseudo strike
117.70
IV
24.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
118.72
IV
21.3%
B/E move
3.3%
Puts
Pseudo strike
118.86
IV
24.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
117.69
IV
21.5%
B/E move
2.9%
Puts
Pseudo strike
120.02
IV
24.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
116.66
IV
21.7%
B/E move
2.5%
Puts
Pseudo strike
121.14
IV
24.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
115.63
IV
21.9%
B/E move
2.1%
Puts
Pseudo strike
122.26
IV
23.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
114.27
IV
22.9%
B/E move
1.8%
Puts
Pseudo strike
123.39
IV
22.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
112.36
IV
25.3%
B/E move
1.6%
Puts
Pseudo strike
124.51
IV
22.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
110.46
IV
27.6%
B/E move
1.4%
Puts
Pseudo strike
128.37
IV
25.9%
B/E move
0.4%