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Axos Financial, Inc. Common Stock AX

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T14:55:10.151Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T14:51:09.004475943Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:55:08.882065+00:00

Share price$92.07
1D+0.9%
$91.18$91.42$91.66$91.90$92.145:30 AM6:30 AM9:00 AM1:00 PMAX
Sold putSold call

Axos Financial, Inc. Common Stock options

Live interpolated AX call and put midpoint premiums by absolute delta.Axos Financial, Inc. Common Stock$0.32$1.95$3.58$5.21$6.84$85.70$88.93$92.16$95.39$98.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AX spot · $92.07AX PRICE$0.50$0.64$0.95$1.25$1.56$1.86$2.16$2.47$2.77$3.08$4.14$5.25$6.37$0.63$0.76$0.89$1.10$1.39$1.68$1.97$2.26$2.55$2.84$3.13$3.42$4.44
PutsCheap0.87×
CallsExpensive1.22×
SkewBullish-4.94 pp
Implied moveBullish±$4.13
TiltBullish9.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.3333.1%5.2%86.7742.7%6.4%
25Δ94.9732.1%3.8%88.0738.5%5.2%
30Δ94.3532.8%3.5%89.3734.2%3.9%
35Δ93.7433.5%3.2%90.2831.9%3.1%
40Δ93.1234.2%2.8%90.8331.5%2.9%
45Δ92.5034.9%2.5%91.3731.1%2.6%
50Δ91.8935.6%2.2%91.9230.7%2.3%
55Δ91.2736.4%1.8%92.4730.3%2.0%
60Δ90.6637.1%1.5%93.0229.9%1.7%
65Δ90.0437.8%1.1%93.5629.4%1.5%
70Δ88.8141.5%1.0%94.1129.0%1.2%
75Δ87.5345.3%0.8%94.6628.6%0.9%
80Δ86.2549.2%0.6%95.8731.4%0.7%

20Δ

Calls
Pseudo strike
96.33
IV
33.1%
B/E move
5.2%
Puts
Pseudo strike
86.77
IV
42.7%
B/E move
6.4%

25Δ

Calls
Pseudo strike
94.97
IV
32.1%
B/E move
3.8%
Puts
Pseudo strike
88.07
IV
38.5%
B/E move
5.2%

30Δ

Calls
Pseudo strike
94.35
IV
32.8%
B/E move
3.5%
Puts
Pseudo strike
89.37
IV
34.2%
B/E move
3.9%

35Δ

Calls
Pseudo strike
93.74
IV
33.5%
B/E move
3.2%
Puts
Pseudo strike
90.28
IV
31.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
93.12
IV
34.2%
B/E move
2.8%
Puts
Pseudo strike
90.83
IV
31.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
92.50
IV
34.9%
B/E move
2.5%
Puts
Pseudo strike
91.37
IV
31.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
91.89
IV
35.6%
B/E move
2.2%
Puts
Pseudo strike
91.92
IV
30.7%
B/E move
2.3%

55Δ

Calls
Pseudo strike
91.27
IV
36.4%
B/E move
1.8%
Puts
Pseudo strike
92.47
IV
30.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
90.66
IV
37.1%
B/E move
1.5%
Puts
Pseudo strike
93.02
IV
29.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
90.04
IV
37.8%
B/E move
1.1%
Puts
Pseudo strike
93.56
IV
29.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
88.81
IV
41.5%
B/E move
1.0%
Puts
Pseudo strike
94.11
IV
29.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
87.53
IV
45.3%
B/E move
0.8%
Puts
Pseudo strike
94.66
IV
28.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
86.25
IV
49.2%
B/E move
0.6%
Puts
Pseudo strike
95.87
IV
31.4%
B/E move
0.7%

Options history

IV · four-Friday blend30.87%
Daily close
AX27.3%34.3%41.3%2026-08-14: 28.82%2026-08-17: 29.66%2026-08-19: 32.85%2026-08-21: 29.07%2026-08-24: 29.49%2026-08-25: 28.91%2026-08-26: 28.51%2026-08-27: 28.83%2026-08-28: 28.98%2026-08-31: 29.65%2026-09-01: 29.51%2026-09-02: 28.60%2026-09-03: 28.26%2026-09-04: 28.35%2026-09-08: 29.50%2026-09-09: 31.32%2026-09-10: 30.88%2026-09-11: 30.56%2026-09-14: 31.62%2026-09-16: 32.15%2026-09-18: 29.97%2026-09-21: 31.08%2026-09-22: 31.29%2026-09-23: 31.35%2026-09-24: 31.50%2026-09-25: 32.04%2026-09-28: 32.35%2026-09-29: 32.60%2026-09-30: 31.76%2026-10-01: 33.55%2026-10-02: 32.76%2026-10-05: 33.72%2026-10-06: 32.94%2026-10-07: 33.29%2026-10-08: 33.30%2026-10-09: 32.68%2026-10-12: 33.96%2026-10-13: 34.09%2026-10-14: 37.63%2026-10-15: 40.31%2026-10-16: 34.80%2026-10-19: 35.69%2026-10-20: 34.11%2026-10-21: 35.40%2026-10-22: 34.73%2026-10-23: 35.02%2026-10-26: 34.95%2026-10-27: 34.12%2026-10-28: 34.63%2026-10-29: 35.08%2026-10-30: 30.87%Aug 14Sep 25Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
28.82%
29.66%
32.85%
29.07%
29.49%
28.91%
28.51%
28.83%
28.98%
29.65%
29.51%
28.60%
28.26%
28.35%
29.50%
31.32%
30.88%
30.56%
31.62%
32.15%
29.97%
31.08%
31.29%
31.35%
31.50%
32.04%
32.35%
32.60%
31.76%
33.55%
32.76%
33.72%
32.94%
33.29%
33.30%
32.68%
33.96%
34.09%
37.63%
40.31%
34.80%
35.69%
34.11%
35.40%
34.73%
35.02%
34.95%
34.12%
34.63%
35.08%
30.87%