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First American Financial Corporation FAF

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Market datapartial · fetched 2026-10-22T21:13:06.112Z

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 · 2026-10-22T20:10:00.00197977Z

FundamentalsAlpha Vantage · unavailable

Share price$65.07
1D+2.5%
AH$63$64$65$66$675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFAF
Sold putSold callAH

First American Financial Corporation options

Live interpolated FAF call and put midpoint premiums by absolute delta.First American Financial Corporation$2.31$3.58$4.86$6.13$7.40$52.17$58.27$64.38$70.48$76.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FAF spot · $65.07FAF PRICE$2.45$2.45$2.52$2.55$2.55$2.55$2.73$3.39$4.04$4.70$5.36$6.02$2.51$2.62$2.73$2.83$2.94$3.05$3.38$3.78$4.18$4.59$4.99$5.39$7.04
PutsExpensive1.20×
CallsExpensive1.15×
SkewBearish+7.56 pp
Implied moveBearish±$5.93
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.45114.8%24.8%
25Δ83.01103.2%31.3%54.04101.3%21.0%
30Δ75.1878.5%19.3%56.6387.8%17.2%
35Δ71.4765.1%13.7%59.2174.2%13.4%
40Δ69.1155.0%10.1%61.8060.7%9.5%
45Δ67.6046.9%7.8%64.3947.2%5.7%
50Δ66.1038.9%5.5%65.6342.5%4.3%
55Δ64.7533.3%3.7%66.4640.6%3.7%
60Δ63.8134.1%3.3%67.2938.7%3.0%
65Δ62.8734.9%2.8%68.1136.8%2.4%
70Δ61.9335.7%2.4%68.9434.9%1.7%
75Δ60.9936.6%2.0%69.7733.0%1.1%
80Δ60.0537.4%1.5%71.6535.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.45
IV
114.8%
B/E move
24.8%

25Δ

Calls
Pseudo strike
83.01
IV
103.2%
B/E move
31.3%
Puts
Pseudo strike
54.04
IV
101.3%
B/E move
21.0%

30Δ

Calls
Pseudo strike
75.18
IV
78.5%
B/E move
19.3%
Puts
Pseudo strike
56.63
IV
87.8%
B/E move
17.2%

35Δ

Calls
Pseudo strike
71.47
IV
65.1%
B/E move
13.7%
Puts
Pseudo strike
59.21
IV
74.2%
B/E move
13.4%

40Δ

Calls
Pseudo strike
69.11
IV
55.0%
B/E move
10.1%
Puts
Pseudo strike
61.80
IV
60.7%
B/E move
9.5%

45Δ

Calls
Pseudo strike
67.60
IV
46.9%
B/E move
7.8%
Puts
Pseudo strike
64.39
IV
47.2%
B/E move
5.7%

50Δ

Calls
Pseudo strike
66.10
IV
38.9%
B/E move
5.5%
Puts
Pseudo strike
65.63
IV
42.5%
B/E move
4.3%

55Δ

Calls
Pseudo strike
64.75
IV
33.3%
B/E move
3.7%
Puts
Pseudo strike
66.46
IV
40.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
63.81
IV
34.1%
B/E move
3.3%
Puts
Pseudo strike
67.29
IV
38.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
62.87
IV
34.9%
B/E move
2.8%
Puts
Pseudo strike
68.11
IV
36.8%
B/E move
2.4%

70Δ

Calls
Pseudo strike
61.93
IV
35.7%
B/E move
2.4%
Puts
Pseudo strike
68.94
IV
34.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
60.99
IV
36.6%
B/E move
2.0%
Puts
Pseudo strike
69.77
IV
33.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
60.05
IV
37.4%
B/E move
1.5%
Puts
Pseudo strike
71.65
IV
35.3%
B/E move
0.7%

Options history

FAF31.5531.9032.252026-10-20: 32.20%2026-10-21: 31.60%Oct 20Oct 21
Table
DateIV
32.20%
31.60%