IntraAlpha
Create free account Start free

BancFirst Corporation Common Stock BANF

i

Market datapartial · fetched 2026-11-13T19:12:32.795Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-13T19:06:46.701171621Z

FundamentalsAlpha Vantage · unavailable

Share price$118.61
1D+0.0%
$118.27$118.57$118.88$119.19$119.495:30 AM6:30 AM9:00 AM1:00 PMBANF
Sold putSold call

BancFirst Corporation Common Stock options

Live interpolated BANF call and put midpoint premiums by absolute delta.BancFirst Corporation Common Stock$1.48$4.56$7.64$10.73$13.81$101.74$109.85$117.97$126.08$134.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BANF spot · $118.61BANF PRICE$3.21$3.89$4.58$5.26$6.10$7.81$9.53$1.81$2.12$2.44$2.75$3.07$3.38$4.13$5.89$7.65$9.40$11.16$12.92
Puts——
Calls——
Skew——
Implied moveBearish±$6.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ111.2632.3%7.7%
30Δ112.7930.4%6.7%
35Δ114.3328.4%5.7%
40Δ115.8626.4%4.6%
45Δ117.4024.5%3.6%
50Δ119.2722.1%3.3%118.9322.5%2.6%
55Δ118.1622.6%2.9%120.6221.5%1.8%
60Δ117.0523.1%2.5%122.6822.8%1.5%
65Δ115.9523.6%2.2%124.7424.1%1.3%
70Δ114.7124.3%1.9%126.8025.5%1.0%
75Δ112.7226.6%1.6%128.8626.8%0.8%
80Δ110.7228.8%1.4%130.9228.1%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.26
IV
32.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
112.79
IV
30.4%
B/E move
6.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.33
IV
28.4%
B/E move
5.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.86
IV
26.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
117.40
IV
24.5%
B/E move
3.6%

50Δ

Calls
Pseudo strike
119.27
IV
22.1%
B/E move
3.3%
Puts
Pseudo strike
118.93
IV
22.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
118.16
IV
22.6%
B/E move
2.9%
Puts
Pseudo strike
120.62
IV
21.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
117.05
IV
23.1%
B/E move
2.5%
Puts
Pseudo strike
122.68
IV
22.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
115.95
IV
23.6%
B/E move
2.2%
Puts
Pseudo strike
124.74
IV
24.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
114.71
IV
24.3%
B/E move
1.9%
Puts
Pseudo strike
126.80
IV
25.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
112.72
IV
26.6%
B/E move
1.6%
Puts
Pseudo strike
128.86
IV
26.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
110.72
IV
28.8%
B/E move
1.4%
Puts
Pseudo strike
130.92
IV
28.1%
B/E move
0.5%

Options history

IV · four-Friday blend25.37%
Daily close
BANF22.2%33.7%45.1%2026-08-17: 28.42%2026-08-18: 28.47%2026-08-21: 26.32%2026-08-24: 26.07%2026-08-25: 25.81%2026-08-26: 26.36%2026-08-27: 26.30%2026-08-28: 25.94%2026-08-31: 26.99%2026-09-01: 27.02%2026-09-02: 26.36%2026-09-03: 26.14%2026-09-04: 26.52%2026-09-08: 28.22%2026-09-09: 28.67%2026-09-10: 28.56%2026-09-11: 28.49%2026-09-14: 30.64%2026-09-15: 31.66%2026-09-16: 31.90%2026-09-17: 39.96%2026-09-18: 24.65%2026-09-21: 25.53%2026-09-22: 27.98%2026-09-23: 26.42%2026-09-24: 26.48%2026-09-25: 26.91%2026-09-28: 27.16%2026-09-29: 27.17%2026-09-30: 27.01%2026-10-01: 27.19%2026-10-02: 26.78%2026-10-05: 27.91%2026-10-06: 29.08%2026-10-07: 29.19%2026-10-08: 29.45%2026-10-09: 30.75%2026-10-12: 34.44%2026-10-13: 36.68%2026-10-14: 40.56%2026-10-15: 43.56%2026-10-16: 24.85%2026-10-19: 25.63%2026-10-20: 23.80%2026-10-21: 24.06%2026-10-22: 24.04%2026-10-23: 24.83%2026-10-26: 24.99%2026-10-27: 24.78%2026-10-28: 24.98%2026-10-29: 24.88%2026-10-30: 25.37%Aug 17Sep 24Oct 30
52 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
28.42%
28.47%
26.32%
26.07%
25.81%
26.36%
26.30%
25.94%
26.99%
27.02%
26.36%
26.14%
26.52%
28.22%
28.67%
28.56%
28.49%
30.64%
31.66%
31.90%
39.96%
24.65%
25.53%
27.98%
26.42%
26.48%
26.91%
27.16%
27.17%
27.01%
27.19%
26.78%
27.91%
29.08%
29.19%
29.45%
30.75%
34.44%
36.68%
40.56%
43.56%
24.85%
25.63%
23.80%
24.06%
24.04%
24.83%
24.99%
24.78%
24.98%
24.88%
25.37%