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F&G Annuities & Life, Inc. FG

i

Market datapartial · fetched 2026-10-22T22:46:42.424Z

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 · 2026-10-22T22:30:00.001639015Z

FundamentalsAlpha Vantage · unavailable

Share price$21.45
1D+4.7%
AH$20.35$20.64$20.94$21.24$21.535:30 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.$0.29$2.54$4.80$7.06$9.31$15.61$18.08$20.56$23.03$25.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FG spot · $21.45FG PRICE$0.53$0.58$0.62$0.67$0.72$0.82$0.92$1.02$1.12$1.21$1.31$1.41$1.51$0.53$0.57$0.72$1.07$1.43$1.79$2.15$2.67$3.75$4.86$6.12$7.39$8.66
PutsExpensive1.69×
CallsExpensive1.13×
SkewBearish+29.63 pp
Implied moveBearish±$3.07
TiltBearish54.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.81111.4%50.8%18.2675.3%17.3%
25Δ29.3493.9%39.5%19.3061.4%12.7%
30Δ26.8776.4%28.2%20.1653.6%9.4%
35Δ24.3958.9%16.8%20.6558.5%8.7%
40Δ22.4445.0%8.0%21.1463.4%8.1%
45Δ22.1742.8%7.2%21.6368.3%7.5%
50Δ21.9140.7%6.4%22.1273.2%6.9%
55Δ21.6438.5%5.6%22.7679.6%6.3%
60Δ21.3736.3%4.9%23.9391.6%5.9%
65Δ21.1134.1%4.1%25.12102.8%5.5%
70Δ20.8431.9%3.3%26.60105.5%4.6%
75Δ20.5829.7%2.5%28.07108.2%3.6%
80Δ20.3127.5%1.7%29.55110.9%2.6%

20Δ

Calls
Pseudo strike
31.81
IV
111.4%
B/E move
50.8%
Puts
Pseudo strike
18.26
IV
75.3%
B/E move
17.3%

25Δ

Calls
Pseudo strike
29.34
IV
93.9%
B/E move
39.5%
Puts
Pseudo strike
19.30
IV
61.4%
B/E move
12.7%

30Δ

Calls
Pseudo strike
26.87
IV
76.4%
B/E move
28.2%
Puts
Pseudo strike
20.16
IV
53.6%
B/E move
9.4%

35Δ

Calls
Pseudo strike
24.39
IV
58.9%
B/E move
16.8%
Puts
Pseudo strike
20.65
IV
58.5%
B/E move
8.7%

40Δ

Calls
Pseudo strike
22.44
IV
45.0%
B/E move
8.0%
Puts
Pseudo strike
21.14
IV
63.4%
B/E move
8.1%

45Δ

Calls
Pseudo strike
22.17
IV
42.8%
B/E move
7.2%
Puts
Pseudo strike
21.63
IV
68.3%
B/E move
7.5%

50Δ

Calls
Pseudo strike
21.91
IV
40.7%
B/E move
6.4%
Puts
Pseudo strike
22.12
IV
73.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
21.64
IV
38.5%
B/E move
5.6%
Puts
Pseudo strike
22.76
IV
79.6%
B/E move
6.3%

60Δ

Calls
Pseudo strike
21.37
IV
36.3%
B/E move
4.9%
Puts
Pseudo strike
23.93
IV
91.6%
B/E move
5.9%

65Δ

Calls
Pseudo strike
21.11
IV
34.1%
B/E move
4.1%
Puts
Pseudo strike
25.12
IV
102.8%
B/E move
5.5%

70Δ

Calls
Pseudo strike
20.84
IV
31.9%
B/E move
3.3%
Puts
Pseudo strike
26.60
IV
105.5%
B/E move
4.6%

75Δ

Calls
Pseudo strike
20.58
IV
29.7%
B/E move
2.5%
Puts
Pseudo strike
28.07
IV
108.2%
B/E move
3.6%

80Δ

Calls
Pseudo strike
20.31
IV
27.5%
B/E move
1.7%
Puts
Pseudo strike
29.55
IV
110.9%
B/E move
2.6%

Options history

FG46.6047.4648.312026-10-20: 46.72%2026-10-21: 48.20%Oct 20Oct 21
Table
DateIV
46.72%
48.20%