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Cullen/Frost Bankers Inc. CFR

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Market datapartial · fetched 2026-10-22T22:58:12.667Z

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 · 2026-10-22T22:45:12.3277649Z

FundamentalsAlpha Vantage · unavailable

Share price$157.57
1D+0.8%
AH$156.29$156.81$157.33$157.85$158.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCFR
Sold putSold callAH

Cullen/Frost Bankers Inc. options

Live interpolated CFR call and put midpoint premiums by absolute delta.Cullen/Frost Bankers Inc.$1.03$4.20$7.37$10.54$13.71$141.31$149.21$157.11$165.01$172.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CFR spot · $157.57CFR PRICE$1.37$1.59$2.04$2.64$3.24$3.84$4.71$5.58$6.44$7.64$8.95$10.34$12.80$1.82$2.18$2.70$3.26$3.92$4.96$6.01$6.93$7.57$8.20$8.84$10.57$12.52
PutsExpensive1.35×
CallsExpensive1.18×
SkewBearish+2.08 pp
Implied moveBearish±$10.72
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ171.1330.0%9.5%146.0535.2%8.5%
25Δ166.7625.4%6.8%149.3631.6%6.6%
30Δ164.1724.1%5.5%151.5530.3%5.5%
35Δ162.7925.0%5.0%153.4829.6%4.7%
40Δ161.4025.8%4.5%155.3629.2%3.9%
45Δ160.0126.7%4.0%157.0730.3%3.5%
50Δ158.4727.2%3.6%158.7831.4%3.0%
55Δ156.9227.7%3.1%160.4231.6%2.6%
60Δ155.3728.2%2.7%161.8629.9%2.1%
65Δ153.5828.8%2.3%163.3128.1%1.6%
70Δ151.7229.4%2.0%164.7526.3%1.1%
75Δ149.7830.1%1.6%166.9526.6%0.8%
80Δ146.8932.1%1.3%169.3027.4%0.5%

20Δ

Calls
Pseudo strike
171.13
IV
30.0%
B/E move
9.5%
Puts
Pseudo strike
146.05
IV
35.2%
B/E move
8.5%

25Δ

Calls
Pseudo strike
166.76
IV
25.4%
B/E move
6.8%
Puts
Pseudo strike
149.36
IV
31.6%
B/E move
6.6%

30Δ

Calls
Pseudo strike
164.17
IV
24.1%
B/E move
5.5%
Puts
Pseudo strike
151.55
IV
30.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
162.79
IV
25.0%
B/E move
5.0%
Puts
Pseudo strike
153.48
IV
29.6%
B/E move
4.7%

40Δ

Calls
Pseudo strike
161.40
IV
25.8%
B/E move
4.5%
Puts
Pseudo strike
155.36
IV
29.2%
B/E move
3.9%

45Δ

Calls
Pseudo strike
160.01
IV
26.7%
B/E move
4.0%
Puts
Pseudo strike
157.07
IV
30.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
158.47
IV
27.2%
B/E move
3.6%
Puts
Pseudo strike
158.78
IV
31.4%
B/E move
3.0%

55Δ

Calls
Pseudo strike
156.92
IV
27.7%
B/E move
3.1%
Puts
Pseudo strike
160.42
IV
31.6%
B/E move
2.6%

60Δ

Calls
Pseudo strike
155.37
IV
28.2%
B/E move
2.7%
Puts
Pseudo strike
161.86
IV
29.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
153.58
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
163.31
IV
28.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
151.72
IV
29.4%
B/E move
2.0%
Puts
Pseudo strike
164.75
IV
26.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
149.78
IV
30.1%
B/E move
1.6%
Puts
Pseudo strike
166.95
IV
26.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
146.89
IV
32.1%
B/E move
1.3%
Puts
Pseudo strike
169.30
IV
27.4%
B/E move
0.5%

Options history

CFR24.7725.2925.812026-10-20: 24.84%2026-10-21: 25.74%Oct 20Oct 21
Table
DateIV
24.84%
25.74%