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BOK Financial Corporation Common Stock BOKF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T03:00:53.358Z

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 · 2026-11-11T21:00:01.809352337Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:56:36.648077+00:00

Share price$130.73
1D+0.6%
AH$129.72$130.06$130.40$130.74$131.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOKF
Sold putSold callAH

BOK Financial Corporation Common Stock options

Live interpolated BOKF call and put midpoint premiums by absolute delta.BOK Financial Corporation Common Stock$2.27$3.93$5.58$7.24$8.89$119.17$124.56$129.94$135.33$140.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BOKF spot · $130.73BOKF PRICE$2.45$2.45$2.45$2.45$2.46$2.47$2.48$2.49$2.45$2.45$2.45$2.45$2.45$2.54$3.01$3.48$3.95$4.43$4.90$6.12$8.41
PutsExpensive1.64×
Calls——
Skew——
Implied moveBearish±$5.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ155.19118.0%20.6%116.03101.2%13.1%
25Δ144.6586.9%12.5%121.3877.6%9.0%
30Δ139.2067.8%8.4%125.0960.7%6.2%
35Δ135.8254.4%5.8%126.8351.8%4.9%
40Δ134.1146.5%4.5%128.5842.9%3.5%
45Δ132.9340.3%3.6%130.1635.5%2.4%
50Δ131.7534.2%2.7%131.0234.7%2.1%
55Δ130.5728.0%1.8%131.8933.9%1.8%
60Δ132.7633.2%1.5%
65Δ133.6232.4%1.2%
70Δ134.4931.7%0.9%
75Δ136.0033.6%0.7%
80Δ138.4339.4%0.5%

20Δ

Calls
Pseudo strike
155.19
IV
118.0%
B/E move
20.6%
Puts
Pseudo strike
116.03
IV
101.2%
B/E move
13.1%

25Δ

Calls
Pseudo strike
144.65
IV
86.9%
B/E move
12.5%
Puts
Pseudo strike
121.38
IV
77.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
139.20
IV
67.8%
B/E move
8.4%
Puts
Pseudo strike
125.09
IV
60.7%
B/E move
6.2%

35Δ

Calls
Pseudo strike
135.82
IV
54.4%
B/E move
5.8%
Puts
Pseudo strike
126.83
IV
51.8%
B/E move
4.9%

40Δ

Calls
Pseudo strike
134.11
IV
46.5%
B/E move
4.5%
Puts
Pseudo strike
128.58
IV
42.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
132.93
IV
40.3%
B/E move
3.6%
Puts
Pseudo strike
130.16
IV
35.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
131.75
IV
34.2%
B/E move
2.7%
Puts
Pseudo strike
131.02
IV
34.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
130.57
IV
28.0%
B/E move
1.8%
Puts
Pseudo strike
131.89
IV
33.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
132.76
IV
33.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
133.62
IV
32.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
134.49
IV
31.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
136.00
IV
33.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
138.43
IV
39.4%
B/E move
0.5%

Options history

IV · four-Friday blend22.43%
Daily close
BOKF19.5%32.5%45.4%2026-08-13: 24.06%2026-08-14: 24.65%2026-08-17: 26.68%2026-08-18: 24.61%2026-08-20: 36.06%2026-08-21: 21.31%2026-08-24: 21.53%2026-08-25: 22.12%2026-08-26: 21.99%2026-08-27: 22.02%2026-08-28: 22.03%2026-08-31: 22.20%2026-09-01: 22.86%2026-09-02: 23.37%2026-09-03: 23.42%2026-09-04: 23.53%2026-09-08: 25.03%2026-09-09: 24.61%2026-09-10: 24.91%2026-09-11: 25.63%2026-09-14: 27.65%2026-09-16: 35.88%2026-09-18: 22.57%2026-09-21: 22.20%2026-09-22: 22.39%2026-09-23: 22.90%2026-09-24: 22.89%2026-09-25: 22.82%2026-09-28: 23.48%2026-09-29: 24.17%2026-09-30: 24.74%2026-10-01: 25.25%2026-10-02: 24.28%2026-10-05: 25.36%2026-10-06: 25.45%2026-10-07: 27.64%2026-10-08: 29.41%2026-10-09: 28.13%2026-10-13: 33.32%2026-10-14: 39.08%2026-10-15: 43.65%2026-10-16: 25.27%2026-10-19: 25.59%2026-10-20: 23.14%2026-10-21: 21.65%2026-10-22: 21.94%2026-10-23: 22.38%2026-10-26: 22.08%2026-10-27: 22.77%2026-10-28: 21.86%2026-10-29: 21.98%2026-10-30: 22.43%Aug 13Sep 23Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.06%
24.65%
26.68%
24.61%
36.06%
21.31%
21.53%
22.12%
21.99%
22.02%
22.03%
22.20%
22.86%
23.37%
23.42%
23.53%
25.03%
24.61%
24.91%
25.63%
27.65%
35.88%
22.57%
22.20%
22.39%
22.90%
22.89%
22.82%
23.48%
24.17%
24.74%
25.25%
24.28%
25.36%
25.45%
27.64%
29.41%
28.13%
33.32%
39.08%
43.65%
25.27%
25.59%
23.14%
21.65%
21.94%
22.38%
22.08%
22.77%
21.86%
21.98%
22.43%