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First Horizon Corporation FHN

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Market datapartial · fetched 2026-10-22T22:09:31.604Z

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 · 2026-10-22T20:20:10.444177824Z

FundamentalsAlpha Vantage · unavailable

Share price$23.42
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$0.13$0.55$0.97$1.38$1.80$20.99$22.24$23.49$24.74$25.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FHN spot · $23.42FHN PRICE$0.17$0.24$0.31$0.39$0.46$0.58$0.70$0.83$0.95$1.11$1.30$1.49$1.68$0.21$0.28$0.34$0.40$0.49$0.58$0.68$0.77$0.87$1.04$1.25$1.45$1.66
PutsCheap0.83×
CallsCheap0.83×
SkewBullish-1.49 pp
Implied moveBalanced±$1.38
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8522.5%6.9%22.0527.7%6.7%
25Δ24.6423.2%6.2%22.3426.7%5.8%
30Δ24.4223.9%5.6%22.6225.8%4.9%
35Δ24.2024.6%5.0%22.9124.9%3.9%
40Δ23.9825.3%4.4%23.1324.4%3.3%
45Δ23.7625.9%3.9%23.3324.1%2.9%
50Δ23.5426.5%3.5%23.5323.8%2.4%
55Δ23.3227.1%3.1%23.7323.5%2.0%
60Δ23.0927.7%2.7%23.9423.2%1.5%
65Δ22.8428.0%2.3%24.1823.4%1.2%
70Δ22.5728.2%1.9%24.4523.9%0.9%
75Δ22.3028.3%1.6%24.7124.3%0.7%
80Δ22.0328.5%1.2%24.9824.8%0.4%

20Δ

Calls
Pseudo strike
24.85
IV
22.5%
B/E move
6.9%
Puts
Pseudo strike
22.05
IV
27.7%
B/E move
6.7%

25Δ

Calls
Pseudo strike
24.64
IV
23.2%
B/E move
6.2%
Puts
Pseudo strike
22.34
IV
26.7%
B/E move
5.8%

30Δ

Calls
Pseudo strike
24.42
IV
23.9%
B/E move
5.6%
Puts
Pseudo strike
22.62
IV
25.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
24.20
IV
24.6%
B/E move
5.0%
Puts
Pseudo strike
22.91
IV
24.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
23.98
IV
25.3%
B/E move
4.4%
Puts
Pseudo strike
23.13
IV
24.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
23.76
IV
25.9%
B/E move
3.9%
Puts
Pseudo strike
23.33
IV
24.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
23.54
IV
26.5%
B/E move
3.5%
Puts
Pseudo strike
23.53
IV
23.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
23.32
IV
27.1%
B/E move
3.1%
Puts
Pseudo strike
23.73
IV
23.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
23.09
IV
27.7%
B/E move
2.7%
Puts
Pseudo strike
23.94
IV
23.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
22.84
IV
28.0%
B/E move
2.3%
Puts
Pseudo strike
24.18
IV
23.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
22.57
IV
28.2%
B/E move
1.9%
Puts
Pseudo strike
24.45
IV
23.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
22.30
IV
28.3%
B/E move
1.6%
Puts
Pseudo strike
24.71
IV
24.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
22.03
IV
28.5%
B/E move
1.2%
Puts
Pseudo strike
24.98
IV
24.8%
B/E move
0.4%

Options history

No recorded observations