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BancFirst Corporation Common Stock BANF

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Market datapartial · fetched 2026-10-22T18:11:17.045Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:05:40.258276124Z

FundamentalsAlpha Vantage · unavailable

Share price$112.53
1D+2.2%
$108$110$111$112$1135:30 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$1.68$4.46$7.23$10.01$12.78$97.56$104.26$110.97$117.67$124.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BANF spot · $112.53BANF PRICE$1.99$2.50$3.01$3.52$4.03$4.54$5.40$6.37$7.34$1.98$2.81$3.65$4.48$5.31$6.15$6.98$7.81$8.65$9.48$10.31$11.15$11.98
PutsExpensive1.52×
CallsCheap0.81×
SkewBearish+15.28 pp
Implied moveBearish±$9.99
TiltBearish40.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.6844.0%11.4%
25Δ103.4743.2%10.6%
30Δ105.2542.3%9.7%
35Δ107.0441.5%8.9%
40Δ114.9722.8%3.9%108.8340.7%8.0%
45Δ114.0223.0%3.5%110.6239.8%7.2%
50Δ113.0723.3%3.2%112.4139.0%6.3%
55Δ112.1223.5%2.8%114.1938.2%5.5%
60Δ111.1723.7%2.4%115.9837.3%4.6%
65Δ110.2123.9%2.0%117.7736.5%3.8%
70Δ109.0124.2%1.7%119.5635.7%2.9%
75Δ107.7424.4%1.4%121.3534.8%2.1%
80Δ106.4624.6%1.1%123.1334.0%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
101.68
IV
44.0%
B/E move
11.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.47
IV
43.2%
B/E move
10.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
105.25
IV
42.3%
B/E move
9.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
107.04
IV
41.5%
B/E move
8.9%

40Δ

Calls
Pseudo strike
114.97
IV
22.8%
B/E move
3.9%
Puts
Pseudo strike
108.83
IV
40.7%
B/E move
8.0%

45Δ

Calls
Pseudo strike
114.02
IV
23.0%
B/E move
3.5%
Puts
Pseudo strike
110.62
IV
39.8%
B/E move
7.2%

50Δ

Calls
Pseudo strike
113.07
IV
23.3%
B/E move
3.2%
Puts
Pseudo strike
112.41
IV
39.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
112.12
IV
23.5%
B/E move
2.8%
Puts
Pseudo strike
114.19
IV
38.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
111.17
IV
23.7%
B/E move
2.4%
Puts
Pseudo strike
115.98
IV
37.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
110.21
IV
23.9%
B/E move
2.0%
Puts
Pseudo strike
117.77
IV
36.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
109.01
IV
24.2%
B/E move
1.7%
Puts
Pseudo strike
119.56
IV
35.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
107.74
IV
24.4%
B/E move
1.4%
Puts
Pseudo strike
121.35
IV
34.8%
B/E move
2.1%

80Δ

Calls
Pseudo strike
106.46
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
123.13
IV
34.0%
B/E move
1.2%

Options history

BANF23.7223.8423.962026-10-20: 23.75%2026-10-21: 23.94%Oct 20Oct 21
Table
DateIV
23.75%
23.94%