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First Horizon Corporation FHN

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Market datapartial · fetched 2026-10-22T23:44:08.236Z

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 · 2026-10-22T23:00:00.002553933Z

FundamentalsAlpha Vantage · unavailable

Share price$23.54
1D+0.8%
AH$23.14$23.25$23.37$23.49$23.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFHN
Sold putSold callAH

First Horizon Corporation options

Live interpolated FHN call and put midpoint premiums by absolute delta.First Horizon Corporation$0.08$0.85$1.63$2.41$3.18$21.06$22.33$23.59$24.86$26.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FHN spot · $23.54FHN PRICE$0.16$0.23$0.30$0.36$0.43$0.53$0.64$0.75$0.87$0.98$1.13$1.29$1.45$0.22$0.29$0.36$0.43$0.54$0.64$0.75$0.85$1.02$1.25$1.48$1.90$2.96
PutsFair0.96×
CallsCheap0.74×
SkewBearish+5.22 pp
Implied moveBearish±$1.39
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8921.1%6.4%22.1028.8%7.1%
25Δ24.6821.6%5.8%22.4128.0%6.1%
30Δ24.4822.2%5.2%22.7127.1%5.1%
35Δ24.2722.7%4.6%23.0126.3%4.1%
40Δ24.0623.2%4.0%23.2326.2%3.6%
45Δ23.8623.6%3.6%23.4526.1%3.1%
50Δ23.6523.9%3.2%23.6726.0%2.6%
55Δ23.4524.2%2.8%23.8925.9%2.1%
60Δ23.2424.5%2.4%24.1626.4%1.7%
65Δ23.0424.8%2.0%24.4627.5%1.4%
70Δ22.8124.3%1.7%24.7528.5%1.1%
75Δ22.5823.7%1.4%25.2232.0%0.9%
80Δ22.3623.1%1.1%26.2941.8%0.9%

20Δ

Calls
Pseudo strike
24.89
IV
21.1%
B/E move
6.4%
Puts
Pseudo strike
22.10
IV
28.8%
B/E move
7.1%

25Δ

Calls
Pseudo strike
24.68
IV
21.6%
B/E move
5.8%
Puts
Pseudo strike
22.41
IV
28.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
24.48
IV
22.2%
B/E move
5.2%
Puts
Pseudo strike
22.71
IV
27.1%
B/E move
5.1%

35Δ

Calls
Pseudo strike
24.27
IV
22.7%
B/E move
4.6%
Puts
Pseudo strike
23.01
IV
26.3%
B/E move
4.1%

40Δ

Calls
Pseudo strike
24.06
IV
23.2%
B/E move
4.0%
Puts
Pseudo strike
23.23
IV
26.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
23.86
IV
23.6%
B/E move
3.6%
Puts
Pseudo strike
23.45
IV
26.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
23.65
IV
23.9%
B/E move
3.2%
Puts
Pseudo strike
23.67
IV
26.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
23.45
IV
24.2%
B/E move
2.8%
Puts
Pseudo strike
23.89
IV
25.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
23.24
IV
24.5%
B/E move
2.4%
Puts
Pseudo strike
24.16
IV
26.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
23.04
IV
24.8%
B/E move
2.0%
Puts
Pseudo strike
24.46
IV
27.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
22.81
IV
24.3%
B/E move
1.7%
Puts
Pseudo strike
24.75
IV
28.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
22.58
IV
23.7%
B/E move
1.4%
Puts
Pseudo strike
25.22
IV
32.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
22.36
IV
23.1%
B/E move
1.1%
Puts
Pseudo strike
26.29
IV
41.8%
B/E move
0.9%

Options history

No recorded observations