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BOK Financial Corporation BOKF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T23:21:41.756Z

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 · 2026-10-22T20:00:03.284449926Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-22T23:21:39.632376+00:00

Share price$129.09
1D+2.5%
AH$125.75$126.65$127.54$128.44$129.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOKF
Sold putSold callAH

BOK Financial Corporation options

Live interpolated BOKF call and put midpoint premiums by absolute delta.BOK Financial Corporation$1.92$5.28$8.64$11.99$15.35$113.91$120.94$127.96$134.99$142.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOKF spot · $129.09BOKF PRICE$2.45$2.45$2.36$2.29$2.37$2.45$2.73$3.36$3.98$4.60$5.22$5.93$6.93$2.45$2.45$2.47$2.74$3.26$3.79$4.31$5.42$6.59$7.75$9.41$11.21$14.38
PutsExpensive1.38×
CallsExpensive1.14×
SkewBearish+6.22 pp
Implied moveBearish±$7.04
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.6466.5%21.7%114.8756.0%12.9%
25Δ144.2349.5%13.6%120.2642.8%8.7%
30Δ137.7036.6%8.5%123.4234.6%6.3%
35Δ134.2928.5%5.8%125.7030.2%4.7%
40Δ132.6624.8%4.6%127.1029.5%4.1%
45Δ131.0221.2%3.4%128.4928.9%3.4%
50Δ129.6419.0%2.5%129.8928.2%2.7%
55Δ128.6619.3%2.3%131.4729.3%2.4%
60Δ127.6919.7%2.0%133.0630.6%2.0%
65Δ126.7220.0%1.7%134.6631.8%1.7%
70Δ125.7520.3%1.5%136.7433.0%1.4%
75Δ124.7020.4%1.2%138.9634.1%1.0%
80Δ123.4419.8%1.0%142.4837.4%0.8%

20Δ

Calls
Pseudo strike
154.64
IV
66.5%
B/E move
21.7%
Puts
Pseudo strike
114.87
IV
56.0%
B/E move
12.9%

25Δ

Calls
Pseudo strike
144.23
IV
49.5%
B/E move
13.6%
Puts
Pseudo strike
120.26
IV
42.8%
B/E move
8.7%

30Δ

Calls
Pseudo strike
137.70
IV
36.6%
B/E move
8.5%
Puts
Pseudo strike
123.42
IV
34.6%
B/E move
6.3%

35Δ

Calls
Pseudo strike
134.29
IV
28.5%
B/E move
5.8%
Puts
Pseudo strike
125.70
IV
30.2%
B/E move
4.7%

40Δ

Calls
Pseudo strike
132.66
IV
24.8%
B/E move
4.6%
Puts
Pseudo strike
127.10
IV
29.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
131.02
IV
21.2%
B/E move
3.4%
Puts
Pseudo strike
128.49
IV
28.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
129.64
IV
19.0%
B/E move
2.5%
Puts
Pseudo strike
129.89
IV
28.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
128.66
IV
19.3%
B/E move
2.3%
Puts
Pseudo strike
131.47
IV
29.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
127.69
IV
19.7%
B/E move
2.0%
Puts
Pseudo strike
133.06
IV
30.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
126.72
IV
20.0%
B/E move
1.7%
Puts
Pseudo strike
134.66
IV
31.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
125.75
IV
20.3%
B/E move
1.5%
Puts
Pseudo strike
136.74
IV
33.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
124.70
IV
20.4%
B/E move
1.2%
Puts
Pseudo strike
138.96
IV
34.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
123.44
IV
19.8%
B/E move
1.0%
Puts
Pseudo strike
142.48
IV
37.4%
B/E move
0.8%

Options history

BOKF21.4022.3423.272026-10-20: 23.15%2026-10-21: 21.53%Oct 20Oct 21
Table
DateIV
23.15%
21.53%