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Cincinnati Financial Corporation Common Stock CINF

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Market datapartial · fetched 2026-10-22T04:40:27.750Z

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 · 2026-10-21T20:18:00.528226121Z

FundamentalsAlpha Vantage · unavailable

Share price$173.46
1D+0.8%
AH$171.81$172.36$172.91$173.45$174.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCINF
Sold putSold callAH

Cincinnati Financial Corporation Common Stock options

Live interpolated CINF call and put midpoint premiums by absolute delta.Cincinnati Financial Corporation Common Stock$0.95$4.15$7.36$10.56$13.77$155.68$164.26$172.83$181.41$189.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CINF spot · $173.46CINF PRICE$1.29$1.86$2.43$3.01$3.66$4.30$5.02$5.90$6.78$7.84$9.32$10.81$12.85$1.60$2.06$2.63$3.20$3.96$4.78$5.61$6.53$7.48$8.42$9.70$11.10$12.66
PutsExpensive1.48×
CallsExpensive1.25×
SkewNeutral-0.12 pp
Implied moveBearish±$10.63
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ184.3023.3%7.0%163.0528.2%6.9%
25Δ182.8024.6%6.5%165.7127.0%5.7%
30Δ181.3026.0%5.9%167.6026.7%4.9%
35Δ179.7627.2%5.4%169.4926.5%4.1%
40Δ177.9927.0%4.7%171.2126.7%3.6%
45Δ176.2326.9%4.1%172.8726.9%3.1%
50Δ174.5026.8%3.5%174.5327.2%2.6%
55Δ172.8326.8%3.0%176.1927.0%2.2%
60Δ171.1726.8%2.6%177.8526.6%1.8%
65Δ169.4027.0%2.2%179.5226.2%1.4%
70Δ167.3727.7%1.9%181.3725.9%1.0%
75Δ165.3328.4%1.5%183.2925.6%0.7%
80Δ162.7829.0%1.3%185.3525.4%0.4%

20Δ

Calls
Pseudo strike
184.30
IV
23.3%
B/E move
7.0%
Puts
Pseudo strike
163.05
IV
28.2%
B/E move
6.9%

25Δ

Calls
Pseudo strike
182.80
IV
24.6%
B/E move
6.5%
Puts
Pseudo strike
165.71
IV
27.0%
B/E move
5.7%

30Δ

Calls
Pseudo strike
181.30
IV
26.0%
B/E move
5.9%
Puts
Pseudo strike
167.60
IV
26.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
179.76
IV
27.2%
B/E move
5.4%
Puts
Pseudo strike
169.49
IV
26.5%
B/E move
4.1%

40Δ

Calls
Pseudo strike
177.99
IV
27.0%
B/E move
4.7%
Puts
Pseudo strike
171.21
IV
26.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
176.23
IV
26.9%
B/E move
4.1%
Puts
Pseudo strike
172.87
IV
26.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
174.50
IV
26.8%
B/E move
3.5%
Puts
Pseudo strike
174.53
IV
27.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
172.83
IV
26.8%
B/E move
3.0%
Puts
Pseudo strike
176.19
IV
27.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
171.17
IV
26.8%
B/E move
2.6%
Puts
Pseudo strike
177.85
IV
26.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
169.40
IV
27.0%
B/E move
2.2%
Puts
Pseudo strike
179.52
IV
26.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
167.37
IV
27.7%
B/E move
1.9%
Puts
Pseudo strike
181.37
IV
25.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
165.33
IV
28.4%
B/E move
1.5%
Puts
Pseudo strike
183.29
IV
25.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
162.78
IV
29.0%
B/E move
1.3%
Puts
Pseudo strike
185.35
IV
25.4%
B/E move
0.4%

Options history

No recorded observations