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Cincinnati Financial Corporation Common Stock CINF

i

Market dataready · fetched 2026-11-11T05:54:58.819Z

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 · 2026-11-10T21:00:00.274993645Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T05:54:58.009563+00:00

Share price$189.89
1D+1.3%
AH$186$187$188$189$1905:30 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$0.58$3.04$5.49$7.95$10.41$178.69$184.16$189.63$195.10$200.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CINF spot · $189.89CINF PRICE$0.85$1.06$1.45$1.86$2.28$2.69$3.10$3.80$4.60$5.39$6.19$7.19$8.42$0.95$1.18$1.57$1.95$2.34$2.73$3.23$4.08$4.93$5.78$6.65$8.18$9.70
PutsExpensive1.13×
CallsFair0.97×
SkewBearish+0.76 pp
Implied moveBalanced±$6.33
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ197.2926.2%4.3%182.9628.3%4.1%
25Δ195.2024.2%3.4%185.0825.8%3.2%
30Δ194.1224.5%3.0%186.1125.8%2.8%
35Δ193.1525.0%2.7%187.1425.8%2.5%
40Δ192.1825.5%2.4%188.1825.8%2.1%
45Δ191.2026.0%2.1%189.2125.8%1.8%
50Δ190.2326.5%1.8%190.2826.0%1.5%
55Δ189.1127.2%1.6%191.4727.0%1.3%
60Δ187.9427.9%1.4%192.6628.0%1.1%
65Δ186.7828.7%1.2%193.8529.0%1.0%
70Δ185.6129.4%1.0%195.0730.1%0.8%
75Δ184.2629.7%0.8%196.9031.0%0.6%
80Δ182.7029.5%0.6%198.7331.9%0.5%

20Δ

Calls
Pseudo strike
197.29
IV
26.2%
B/E move
4.3%
Puts
Pseudo strike
182.96
IV
28.3%
B/E move
4.1%

25Δ

Calls
Pseudo strike
195.20
IV
24.2%
B/E move
3.4%
Puts
Pseudo strike
185.08
IV
25.8%
B/E move
3.2%

30Δ

Calls
Pseudo strike
194.12
IV
24.5%
B/E move
3.0%
Puts
Pseudo strike
186.11
IV
25.8%
B/E move
2.8%

35Δ

Calls
Pseudo strike
193.15
IV
25.0%
B/E move
2.7%
Puts
Pseudo strike
187.14
IV
25.8%
B/E move
2.5%

40Δ

Calls
Pseudo strike
192.18
IV
25.5%
B/E move
2.4%
Puts
Pseudo strike
188.18
IV
25.8%
B/E move
2.1%

45Δ

Calls
Pseudo strike
191.20
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
189.21
IV
25.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
190.23
IV
26.5%
B/E move
1.8%
Puts
Pseudo strike
190.28
IV
26.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
189.11
IV
27.2%
B/E move
1.6%
Puts
Pseudo strike
191.47
IV
27.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
187.94
IV
27.9%
B/E move
1.4%
Puts
Pseudo strike
192.66
IV
28.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
186.78
IV
28.7%
B/E move
1.2%
Puts
Pseudo strike
193.85
IV
29.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
185.61
IV
29.4%
B/E move
1.0%
Puts
Pseudo strike
195.07
IV
30.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
184.26
IV
29.7%
B/E move
0.8%
Puts
Pseudo strike
196.90
IV
31.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
182.70
IV
29.5%
B/E move
0.6%
Puts
Pseudo strike
198.73
IV
31.9%
B/E move
0.5%

Options history

IV · four-Friday blend23.08%
Daily EOD
CINF21.1%23.2%25.4%2026-10-19: 24.42%2026-10-20: 23.87%2026-10-21: 24.05%2026-10-22: 24.28%2026-10-23: 24.55%2026-10-26: 25.06%2026-10-27: 22.30%2026-10-28: 22.23%2026-10-29: 21.39%2026-10-30: 23.08%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.42%
23.87%
24.05%
24.28%
24.55%
25.06%
22.30%
22.23%
21.39%
23.08%