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F&G Annuities & Life, Inc. FG

i

Market dataready · fetched 2026-11-12T00:57:19.453Z

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 · 2026-11-12T00:00:00.001689151Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:57:19.037954+00:00

Share price$24.80
1D+0.4%
AH$24.50$24.62$24.75$24.87$25.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFG
Sold putSold callAH

F&G Annuities & Life, Inc. options

Live interpolated FG call and put midpoint premiums by absolute delta.F&G Annuities & Life, Inc.$0.23$2.04$3.86$5.68$7.49$20.53$22.73$24.93$27.13$29.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FG spot · $24.80FG PRICE$0.42$0.46$0.49$0.52$0.55$0.59$0.72$0.95$1.18$1.40$1.63$1.85$2.08$0.46$0.52$0.59$0.66$0.73$0.80$0.87$1.60$2.67$3.75$4.82$5.89$6.97
PutsExpensive1.76×
CallsCheap0.75×
SkewBearish+5.10 pp
Implied moveBearish±$1.60
TiltBearish40.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.87145.3%34.3%21.87103.4%13.7%
25Δ31.43126.7%28.6%22.7586.8%10.4%
30Δ29.99108.2%22.9%23.1780.4%9.0%
35Δ28.5489.6%17.2%23.5974.0%7.5%
40Δ27.1071.0%11.5%24.0167.6%6.1%
45Δ25.6652.4%5.8%24.4361.2%4.7%
50Δ24.8344.6%3.1%24.8554.8%3.3%
55Δ24.5346.0%2.7%25.7457.9%2.6%
60Δ24.2247.3%2.4%26.8966.2%2.3%
65Δ23.9248.6%2.1%28.0474.5%2.0%
70Δ23.6150.0%1.8%29.1982.8%1.7%
75Δ23.3151.3%1.4%30.3491.1%1.4%
80Δ23.0052.7%1.1%31.4999.5%1.1%

20Δ

Calls
Pseudo strike
32.87
IV
145.3%
B/E move
34.3%
Puts
Pseudo strike
21.87
IV
103.4%
B/E move
13.7%

25Δ

Calls
Pseudo strike
31.43
IV
126.7%
B/E move
28.6%
Puts
Pseudo strike
22.75
IV
86.8%
B/E move
10.4%

30Δ

Calls
Pseudo strike
29.99
IV
108.2%
B/E move
22.9%
Puts
Pseudo strike
23.17
IV
80.4%
B/E move
9.0%

35Δ

Calls
Pseudo strike
28.54
IV
89.6%
B/E move
17.2%
Puts
Pseudo strike
23.59
IV
74.0%
B/E move
7.5%

40Δ

Calls
Pseudo strike
27.10
IV
71.0%
B/E move
11.5%
Puts
Pseudo strike
24.01
IV
67.6%
B/E move
6.1%

45Δ

Calls
Pseudo strike
25.66
IV
52.4%
B/E move
5.8%
Puts
Pseudo strike
24.43
IV
61.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
24.83
IV
44.6%
B/E move
3.1%
Puts
Pseudo strike
24.85
IV
54.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
24.53
IV
46.0%
B/E move
2.7%
Puts
Pseudo strike
25.74
IV
57.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
24.22
IV
47.3%
B/E move
2.4%
Puts
Pseudo strike
26.89
IV
66.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
23.92
IV
48.6%
B/E move
2.1%
Puts
Pseudo strike
28.04
IV
74.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
23.61
IV
50.0%
B/E move
1.8%
Puts
Pseudo strike
29.19
IV
82.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
23.31
IV
51.3%
B/E move
1.4%
Puts
Pseudo strike
30.34
IV
91.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
23.00
IV
52.7%
B/E move
1.1%
Puts
Pseudo strike
31.49
IV
99.5%
B/E move
1.1%

Options history

IV · four-Friday blend53.36%
Daily close
FG35.7%60.3%84.9%2026-08-20: 81.52%2026-08-21: 43.80%2026-08-24: 44.30%2026-08-25: 39.07%2026-08-27: 40.12%2026-08-31: 40.99%2026-09-04: 40.19%2026-09-08: 44.51%2026-09-09: 43.52%2026-09-11: 47.66%2026-09-18: 42.11%2026-09-21: 44.37%2026-09-22: 41.56%2026-09-23: 45.76%2026-09-24: 44.14%2026-09-25: 47.94%2026-09-28: 47.73%2026-09-29: 47.70%2026-09-30: 51.05%2026-10-02: 51.16%2026-10-05: 48.54%2026-10-07: 49.28%2026-10-08: 48.89%2026-10-16: 44.23%2026-10-19: 46.29%2026-10-20: 46.73%2026-10-21: 48.28%2026-10-22: 49.72%2026-10-23: 45.02%2026-10-26: 53.34%2026-10-27: 52.54%2026-10-28: 55.07%2026-10-29: 52.69%2026-10-30: 53.36%Aug 20Sep 28Oct 30
34 observations2026-08-20 — 2026-10-30
Table
DateIV (%)
81.52%
43.80%
44.30%
39.07%
40.12%
40.99%
40.19%
44.51%
43.52%
47.66%
42.11%
44.37%
41.56%
45.76%
44.14%
47.94%
47.73%
47.70%
51.05%
51.16%
48.54%
49.28%
48.89%
44.23%
46.29%
46.73%
48.28%
49.72%
45.02%
53.34%
52.54%
55.07%
52.69%
53.36%