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Citizens Financial Group, Inc. CFG

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Market datapartial · fetched 2026-10-23T04:11:47.571Z

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 · 2026-10-22T23:00:00.002823282Z

FundamentalsAlpha Vantage · unavailable

Share price$65.24
1D+1.1%
AH$64.45$64.82$65.19$65.56$65.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCFG
Sold putSold callAH

Citizens Financial Group, Inc. options

Live interpolated CFG call and put midpoint premiums by absolute delta.Citizens Financial Group, Inc.$0.26$2.13$4.00$5.87$7.73$58.44$61.82$65.20$68.58$71.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CFG spot · $65.24CFG PRICE$0.46$0.61$0.76$0.97$1.21$1.45$1.69$1.93$2.33$2.73$3.14$3.54$4.15$0.64$0.85$1.08$1.33$1.59$1.85$2.17$2.50$2.83$3.17$4.46$5.78$7.20
PutsFair1.01×
CallsCheap0.80×
SkewBearish+6.37 pp
Implied moveBearish±$3.86
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.2422.5%6.8%61.1629.6%7.2%
25Δ68.5222.6%6.0%62.0629.7%6.2%
30Δ67.8022.6%5.1%62.8629.6%5.3%
35Δ67.1922.8%4.5%63.5729.3%4.6%
40Δ66.6523.1%4.0%64.2829.0%3.9%
45Δ66.1123.4%3.6%64.9928.7%3.2%
50Δ65.5723.7%3.1%65.6228.2%2.7%
55Δ65.0424.0%2.7%66.2527.7%2.3%
60Δ64.4324.2%2.3%66.8827.2%1.8%
65Δ63.8124.5%2.0%67.5226.7%1.4%
70Δ63.2024.7%1.7%68.8931.4%1.2%
75Δ62.5925.0%1.4%70.3235.6%1.1%
80Δ61.8124.7%1.1%71.9337.8%0.8%

20Δ

Calls
Pseudo strike
69.24
IV
22.5%
B/E move
6.8%
Puts
Pseudo strike
61.16
IV
29.6%
B/E move
7.2%

25Δ

Calls
Pseudo strike
68.52
IV
22.6%
B/E move
6.0%
Puts
Pseudo strike
62.06
IV
29.7%
B/E move
6.2%

30Δ

Calls
Pseudo strike
67.80
IV
22.6%
B/E move
5.1%
Puts
Pseudo strike
62.86
IV
29.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
67.19
IV
22.8%
B/E move
4.5%
Puts
Pseudo strike
63.57
IV
29.3%
B/E move
4.6%

40Δ

Calls
Pseudo strike
66.65
IV
23.1%
B/E move
4.0%
Puts
Pseudo strike
64.28
IV
29.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
66.11
IV
23.4%
B/E move
3.6%
Puts
Pseudo strike
64.99
IV
28.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
65.57
IV
23.7%
B/E move
3.1%
Puts
Pseudo strike
65.62
IV
28.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
65.04
IV
24.0%
B/E move
2.7%
Puts
Pseudo strike
66.25
IV
27.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
64.43
IV
24.2%
B/E move
2.3%
Puts
Pseudo strike
66.88
IV
27.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
63.81
IV
24.5%
B/E move
2.0%
Puts
Pseudo strike
67.52
IV
26.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
63.20
IV
24.7%
B/E move
1.7%
Puts
Pseudo strike
68.89
IV
31.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
62.59
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
70.32
IV
35.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
61.81
IV
24.7%
B/E move
1.1%
Puts
Pseudo strike
71.93
IV
37.8%
B/E move
0.8%

Options history

CFG25.6425.7225.802026-10-20: 25.67%2026-10-21: 25.78%Oct 20Oct 21
Table
DateIV
25.67%
25.78%