IntraAlpha
Create free account Start free

Citizens Financial Group, Inc. CFG

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T15:29:52.542Z

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 · 2026-11-12T15:29:49.036888535Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:29:51.948354+00:00

Share price$64.75
1D-0.7%
$64.65$64.80$64.95$65.10$65.255:30 AM6:30 AM9:00 AM1:00 PMCFG
Sold putSold call

Citizens Financial Group, Inc. options

Live interpolated CFG call and put midpoint premiums by absolute delta.Citizens Financial Group, Inc.$0.21$1.19$2.17$3.16$4.14$59.80$62.20$64.60$67.00$69.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CFG spot · $64.75CFG PRICE$0.32$0.44$0.57$0.69$0.82$0.95$1.17$1.55$1.92$2.30$2.68$3.15$3.85$0.36$0.47$0.57$0.68$0.78$0.89$1.00$1.17$1.41$1.65$1.89$2.12$2.36
PutsCheap0.64×
CallsCheap0.86×
SkewBullish-6.16 pp
Implied moveBullish±$2.16
TiltBullish14.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.2227.7%4.3%62.1533.4%4.6%
25Δ66.8228.0%3.9%62.7531.7%3.8%
30Δ66.4328.3%3.5%63.1630.5%3.3%
35Δ66.0328.5%3.1%63.5729.2%2.9%
40Δ65.6428.8%2.6%63.9828.0%2.4%
45Δ65.2529.1%2.2%64.3926.7%1.9%
50Δ64.8130.1%1.9%64.8025.4%1.5%
55Δ64.3232.3%1.7%65.1724.6%1.2%
60Δ63.8334.6%1.6%65.5124.2%1.0%
65Δ63.3436.9%1.4%65.8523.8%0.8%
70Δ62.8539.1%1.2%66.1923.5%0.7%
75Δ62.2641.1%1.0%66.5323.1%0.5%
80Δ61.4242.4%0.8%66.8822.7%0.4%

20Δ

Calls
Pseudo strike
67.22
IV
27.7%
B/E move
4.3%
Puts
Pseudo strike
62.15
IV
33.4%
B/E move
4.6%

25Δ

Calls
Pseudo strike
66.82
IV
28.0%
B/E move
3.9%
Puts
Pseudo strike
62.75
IV
31.7%
B/E move
3.8%

30Δ

Calls
Pseudo strike
66.43
IV
28.3%
B/E move
3.5%
Puts
Pseudo strike
63.16
IV
30.5%
B/E move
3.3%

35Δ

Calls
Pseudo strike
66.03
IV
28.5%
B/E move
3.1%
Puts
Pseudo strike
63.57
IV
29.2%
B/E move
2.9%

40Δ

Calls
Pseudo strike
65.64
IV
28.8%
B/E move
2.6%
Puts
Pseudo strike
63.98
IV
28.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
65.25
IV
29.1%
B/E move
2.2%
Puts
Pseudo strike
64.39
IV
26.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
64.81
IV
30.1%
B/E move
1.9%
Puts
Pseudo strike
64.80
IV
25.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
64.32
IV
32.3%
B/E move
1.7%
Puts
Pseudo strike
65.17
IV
24.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
63.83
IV
34.6%
B/E move
1.6%
Puts
Pseudo strike
65.51
IV
24.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
63.34
IV
36.9%
B/E move
1.4%
Puts
Pseudo strike
65.85
IV
23.8%
B/E move
0.8%

70Δ

Calls
Pseudo strike
62.85
IV
39.1%
B/E move
1.2%
Puts
Pseudo strike
66.19
IV
23.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
62.26
IV
41.1%
B/E move
1.0%
Puts
Pseudo strike
66.53
IV
23.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
61.42
IV
42.4%
B/E move
0.8%
Puts
Pseudo strike
66.88
IV
22.7%
B/E move
0.4%

Options history

IV · four-Friday blend26.06%
Daily close
CFG21.4%32.5%43.7%2026-08-14: 22.91%2026-08-17: 23.86%2026-08-21: 25.24%2026-08-24: 26.08%2026-08-25: 26.04%2026-08-26: 26.16%2026-08-27: 25.73%2026-08-28: 25.26%2026-08-31: 25.60%2026-09-01: 25.87%2026-09-02: 25.20%2026-09-03: 25.20%2026-09-04: 25.46%2026-09-09: 27.18%2026-09-10: 26.57%2026-09-11: 25.81%2026-09-14: 28.26%2026-09-15: 30.10%2026-09-17: 32.35%2026-09-18: 27.98%2026-09-21: 28.42%2026-09-22: 28.96%2026-09-23: 28.34%2026-09-24: 29.26%2026-09-25: 27.78%2026-09-28: 29.11%2026-09-29: 30.01%2026-09-30: 29.32%2026-10-01: 30.16%2026-10-02: 29.74%2026-10-05: 30.42%2026-10-06: 30.90%2026-10-07: 32.36%2026-10-08: 32.54%2026-10-09: 31.87%2026-10-12: 33.62%2026-10-13: 34.76%2026-10-14: 37.33%2026-10-15: 42.16%2026-10-16: 26.80%2026-10-19: 27.01%2026-10-20: 25.68%2026-10-21: 25.71%2026-10-22: 25.87%2026-10-23: 25.95%2026-10-26: 25.83%2026-10-27: 25.47%2026-10-28: 25.26%2026-10-29: 24.98%2026-10-30: 26.06%Aug 14Sep 25Oct 30
50 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
22.91%
23.86%
25.24%
26.08%
26.04%
26.16%
25.73%
25.26%
25.60%
25.87%
25.20%
25.20%
25.46%
27.18%
26.57%
25.81%
28.26%
30.10%
32.35%
27.98%
28.42%
28.96%
28.34%
29.26%
27.78%
29.11%
30.01%
29.32%
30.16%
29.74%
30.42%
30.90%
32.36%
32.54%
31.87%
33.62%
34.76%
37.33%
42.16%
26.80%
27.01%
25.68%
25.71%
25.87%
25.95%
25.83%
25.47%
25.26%
24.98%
26.06%