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First Horizon Corporation FHN

i

Market dataready · fetched 2026-11-12T02:04:31.179Z

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 · 2026-11-12T00:00:00.002299437Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:04:30.367588+00:00

Share price$23.53
1D+0.3%
AH$23.35$23.41$23.47$23.53$23.595:30 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$0.09$0.35$0.62$0.89$1.16$21.60$22.59$23.58$24.57$25.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FHN spot · $23.53FHN PRICE$0.12$0.15$0.18$0.23$0.30$0.36$0.43$0.50$0.56$0.63$0.70$0.85$1.08$0.15$0.19$0.22$0.27$0.33$0.38$0.43$0.48$0.54$0.59
Puts——
CallsCheap0.59×
Skew——
Implied moveBalanced±$0.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.5627.8%4.9%22.4036.6%5.4%
25Δ24.3427.0%4.1%22.6933.7%4.4%
30Δ24.1226.2%3.3%22.9830.9%3.3%
35Δ23.9425.8%2.7%23.1229.9%2.9%
40Δ23.8225.9%2.5%23.2529.1%2.6%
45Δ23.6926.0%2.2%23.3928.2%2.2%
50Δ23.5626.1%2.0%23.5227.3%1.9%
55Δ23.4426.2%1.7%23.6526.4%1.6%
60Δ23.3126.3%1.5%23.7825.6%1.2%
65Δ23.1826.5%1.2%23.9124.7%0.9%
70Δ23.0626.6%0.9%
75Δ22.8527.5%0.8%
80Δ22.5929.0%0.6%

20Δ

Calls
Pseudo strike
24.56
IV
27.8%
B/E move
4.9%
Puts
Pseudo strike
22.40
IV
36.6%
B/E move
5.4%

25Δ

Calls
Pseudo strike
24.34
IV
27.0%
B/E move
4.1%
Puts
Pseudo strike
22.69
IV
33.7%
B/E move
4.4%

30Δ

Calls
Pseudo strike
24.12
IV
26.2%
B/E move
3.3%
Puts
Pseudo strike
22.98
IV
30.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
23.94
IV
25.8%
B/E move
2.7%
Puts
Pseudo strike
23.12
IV
29.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
23.82
IV
25.9%
B/E move
2.5%
Puts
Pseudo strike
23.25
IV
29.1%
B/E move
2.6%

45Δ

Calls
Pseudo strike
23.69
IV
26.0%
B/E move
2.2%
Puts
Pseudo strike
23.39
IV
28.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
23.56
IV
26.1%
B/E move
2.0%
Puts
Pseudo strike
23.52
IV
27.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
23.44
IV
26.2%
B/E move
1.7%
Puts
Pseudo strike
23.65
IV
26.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
23.31
IV
26.3%
B/E move
1.5%
Puts
Pseudo strike
23.78
IV
25.6%
B/E move
1.2%

65Δ

Calls
Pseudo strike
23.18
IV
26.5%
B/E move
1.2%
Puts
Pseudo strike
23.91
IV
24.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
23.06
IV
26.6%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.85
IV
27.5%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.59
IV
29.0%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.74%
Daily EOD
FHN23.4%24.4%25.4%2026-10-19: 25.29%2026-10-20: 24.79%2026-10-21: 24.32%2026-10-22: 24.98%2026-10-23: 24.47%2026-10-26: 24.68%2026-10-27: 24.30%2026-10-28: 24.39%2026-10-29: 23.52%2026-10-30: 24.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.29%
24.79%
24.32%
24.98%
24.47%
24.68%
24.30%
24.39%
23.52%
24.74%