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BancFirst Corporation BANF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T21:13:25.533Z

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 · 2026-10-22T20:00:08.868965757Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:06:57.789092+00:00

Share price$112.36
1D+2.0%
AH$108$110$111$112$1135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBANF
Sold putSold callAH

BancFirst Corporation options

Live interpolated BANF call and put midpoint premiums by absolute delta.BancFirst Corporation$0.93$2.97$5.00$7.03$9.07$102.08$107.47$112.87$118.26$123.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BANF spot · $112.36BANF PRICE$1.15$1.27$1.50$1.72$2.02$2.55$3.08$3.61$4.14$4.68$5.69$6.71$7.72$1.43$1.65$1.84$2.03$2.34$2.67$3.00$3.33$3.66$4.41$5.74$7.07$8.48
PutsFair1.01×
CallsCheap0.88×
SkewNeutral+0.18 pp
Implied moveBalanced±$6.08
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.2234.7%10.7%103.2438.9%9.4%
25Δ119.4928.2%7.5%105.9733.9%7.2%
30Δ117.8726.2%6.2%107.8830.1%5.6%
35Δ116.2624.3%5.0%109.7926.2%4.1%
40Δ114.7922.8%4.0%110.8224.9%3.5%
45Δ113.8223.2%3.6%111.7323.8%2.9%
50Δ112.8623.7%3.2%112.6422.7%2.4%
55Δ111.9024.1%2.8%113.5621.7%1.9%
60Δ110.9324.5%2.4%114.4720.6%1.4%
65Δ109.9625.0%2.0%115.6420.8%1.0%
70Δ108.6325.4%1.7%117.1722.6%0.8%
75Δ107.2925.9%1.5%118.7024.5%0.6%
80Δ105.9626.4%1.2%120.3226.1%0.5%

20Δ

Calls
Pseudo strike
123.22
IV
34.7%
B/E move
10.7%
Puts
Pseudo strike
103.24
IV
38.9%
B/E move
9.4%

25Δ

Calls
Pseudo strike
119.49
IV
28.2%
B/E move
7.5%
Puts
Pseudo strike
105.97
IV
33.9%
B/E move
7.2%

30Δ

Calls
Pseudo strike
117.87
IV
26.2%
B/E move
6.2%
Puts
Pseudo strike
107.88
IV
30.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
116.26
IV
24.3%
B/E move
5.0%
Puts
Pseudo strike
109.79
IV
26.2%
B/E move
4.1%

40Δ

Calls
Pseudo strike
114.79
IV
22.8%
B/E move
4.0%
Puts
Pseudo strike
110.82
IV
24.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
113.82
IV
23.2%
B/E move
3.6%
Puts
Pseudo strike
111.73
IV
23.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
112.86
IV
23.7%
B/E move
3.2%
Puts
Pseudo strike
112.64
IV
22.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
111.90
IV
24.1%
B/E move
2.8%
Puts
Pseudo strike
113.56
IV
21.7%
B/E move
1.9%

60Δ

Calls
Pseudo strike
110.93
IV
24.5%
B/E move
2.4%
Puts
Pseudo strike
114.47
IV
20.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
109.96
IV
25.0%
B/E move
2.0%
Puts
Pseudo strike
115.64
IV
20.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
108.63
IV
25.4%
B/E move
1.7%
Puts
Pseudo strike
117.17
IV
22.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
107.29
IV
25.9%
B/E move
1.5%
Puts
Pseudo strike
118.70
IV
24.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
105.96
IV
26.4%
B/E move
1.2%
Puts
Pseudo strike
120.32
IV
26.1%
B/E move
0.5%

Options history

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