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Capitol Federal Financial Inc CFFN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T05:35:07.595Z

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 · 2026-10-22T20:00:02.819359038Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:35:07.263820+00:00

Share price$8.33
1D+2.1%
AH$8.14$8.19$8.24$8.29$8.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCFFN
Sold putSold callAH

Capitol Federal Financial Inc options

Live interpolated CFFN call and put midpoint premiums by absolute delta.Capitol Federal Financial Inc$0.00$2.42$4.84$7.26$9.68$5.75$7.52$9.29$11.06$12.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CFFN spot · $8.33CFFN PRICE$0.38$0.49$0.73$0.97$1.21$1.45$1.69$1.93$2.17$2.41$2.65$2.89$3.13$0.16$0.32$0.49$0.65$0.82$0.98$1.15$1.31$1.48$1.64$1.81$2.86$8.98
PutsExpensive3.31×
CallsExpensive6.22×
SkewBullish-82.57 pp
Implied moveBullish±$2.84
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.59180.1%79.6%7.5448.5%11.3%
25Δ12.23150.2%52.7%7.7752.1%10.5%
30Δ11.67152.5%48.9%8.0055.6%9.8%
35Δ11.11154.7%45.1%8.2359.2%9.0%
40Δ10.56156.9%41.3%8.4662.7%8.2%
45Δ10.00159.2%37.4%8.6966.2%7.5%
50Δ9.44161.4%33.6%8.9269.8%6.7%
55Δ8.88163.6%29.8%9.1573.3%5.9%
60Δ8.33165.9%26.0%9.3876.9%5.2%
65Δ7.77168.1%22.2%9.6180.4%4.4%
70Δ7.21170.3%18.4%9.8484.0%3.6%
75Δ6.66172.6%14.6%10.91109.2%3.4%
80Δ6.10174.8%10.8%16.92219.0%4.6%

20Δ

Calls
Pseudo strike
14.59
IV
180.1%
B/E move
79.6%
Puts
Pseudo strike
7.54
IV
48.5%
B/E move
11.3%

25Δ

Calls
Pseudo strike
12.23
IV
150.2%
B/E move
52.7%
Puts
Pseudo strike
7.77
IV
52.1%
B/E move
10.5%

30Δ

Calls
Pseudo strike
11.67
IV
152.5%
B/E move
48.9%
Puts
Pseudo strike
8.00
IV
55.6%
B/E move
9.8%

35Δ

Calls
Pseudo strike
11.11
IV
154.7%
B/E move
45.1%
Puts
Pseudo strike
8.23
IV
59.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
10.56
IV
156.9%
B/E move
41.3%
Puts
Pseudo strike
8.46
IV
62.7%
B/E move
8.2%

45Δ

Calls
Pseudo strike
10.00
IV
159.2%
B/E move
37.4%
Puts
Pseudo strike
8.69
IV
66.2%
B/E move
7.5%

50Δ

Calls
Pseudo strike
9.44
IV
161.4%
B/E move
33.6%
Puts
Pseudo strike
8.92
IV
69.8%
B/E move
6.7%

55Δ

Calls
Pseudo strike
8.88
IV
163.6%
B/E move
29.8%
Puts
Pseudo strike
9.15
IV
73.3%
B/E move
5.9%

60Δ

Calls
Pseudo strike
8.33
IV
165.9%
B/E move
26.0%
Puts
Pseudo strike
9.38
IV
76.9%
B/E move
5.2%

65Δ

Calls
Pseudo strike
7.77
IV
168.1%
B/E move
22.2%
Puts
Pseudo strike
9.61
IV
80.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
7.21
IV
170.3%
B/E move
18.4%
Puts
Pseudo strike
9.84
IV
84.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
6.66
IV
172.6%
B/E move
14.6%
Puts
Pseudo strike
10.91
IV
109.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
6.10
IV
174.8%
B/E move
10.8%
Puts
Pseudo strike
16.92
IV
219.0%
B/E move
4.6%

Options history

No recorded observations