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Hanmi Financial Corporation Common Stock HAFC

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Market dataready · fetched 2026-11-12T01:58:53.980Z

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 · 2026-11-11T21:00:03.199510067Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:58:53.607967+00:00

Share price$32.57
1D-0.6%
AH$32.47$32.55$32.64$32.72$32.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHAFC
Sold putSold callAH

Hanmi Financial Corporation Common Stock options

Live interpolated HAFC call and put midpoint premiums by absolute delta.Hanmi Financial Corporation Common Stock$2.03$2.23$2.43$2.63$2.83$24.51$27.37$30.22$33.08$35.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HAFC spot · $32.57HAFC PRICE$2.05$2.05$2.05$2.10$2.20$2.29$2.39$2.48$2.58$2.68$2.77$2.05$2.07$2.09$2.13$2.18$2.24$2.30$2.35$2.41$2.47$2.52$2.58$2.64
PutsExpensive4.11×
Calls——
Skew——
Implied moveBearish±$4.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.70289.2%30.5%
25Δ26.87239.0%23.8%
30Δ43.92260.8%41.1%28.92192.3%17.6%
35Δ39.08206.1%26.3%30.24161.9%13.7%
40Δ36.32167.3%17.8%30.76149.7%12.3%
45Δ34.69142.9%12.9%31.28137.4%10.8%
50Δ34.09131.7%11.4%31.79125.2%9.4%
55Δ33.48120.5%9.8%32.31113.0%8.0%
60Δ32.88109.3%8.3%32.83100.7%6.6%
65Δ32.2898.2%6.7%33.3588.5%5.2%
70Δ31.6887.0%5.2%33.8676.2%3.8%
75Δ31.0875.8%3.6%34.3864.0%2.4%
80Δ30.4864.7%2.1%34.9051.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.70
IV
289.2%
B/E move
30.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.87
IV
239.0%
B/E move
23.8%

30Δ

Calls
Pseudo strike
43.92
IV
260.8%
B/E move
41.1%
Puts
Pseudo strike
28.92
IV
192.3%
B/E move
17.6%

35Δ

Calls
Pseudo strike
39.08
IV
206.1%
B/E move
26.3%
Puts
Pseudo strike
30.24
IV
161.9%
B/E move
13.7%

40Δ

Calls
Pseudo strike
36.32
IV
167.3%
B/E move
17.8%
Puts
Pseudo strike
30.76
IV
149.7%
B/E move
12.3%

45Δ

Calls
Pseudo strike
34.69
IV
142.9%
B/E move
12.9%
Puts
Pseudo strike
31.28
IV
137.4%
B/E move
10.8%

50Δ

Calls
Pseudo strike
34.09
IV
131.7%
B/E move
11.4%
Puts
Pseudo strike
31.79
IV
125.2%
B/E move
9.4%

55Δ

Calls
Pseudo strike
33.48
IV
120.5%
B/E move
9.8%
Puts
Pseudo strike
32.31
IV
113.0%
B/E move
8.0%

60Δ

Calls
Pseudo strike
32.88
IV
109.3%
B/E move
8.3%
Puts
Pseudo strike
32.83
IV
100.7%
B/E move
6.6%

65Δ

Calls
Pseudo strike
32.28
IV
98.2%
B/E move
6.7%
Puts
Pseudo strike
33.35
IV
88.5%
B/E move
5.2%

70Δ

Calls
Pseudo strike
31.68
IV
87.0%
B/E move
5.2%
Puts
Pseudo strike
33.86
IV
76.2%
B/E move
3.8%

75Δ

Calls
Pseudo strike
31.08
IV
75.8%
B/E move
3.6%
Puts
Pseudo strike
34.38
IV
64.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
30.48
IV
64.7%
B/E move
2.1%
Puts
Pseudo strike
34.90
IV
51.8%
B/E move
1.0%

Options history

IV · four-Friday blend57.79%
Daily close
HAFC39.5%93.2%146.8%2026-08-13: 73.20%2026-08-14: 76.13%2026-08-27: 46.94%2026-09-02: 54.23%2026-09-18: 50.69%2026-10-01: 63.43%2026-10-12: 90.18%2026-10-15: 139.39%2026-10-16: 51.38%2026-10-19: 53.31%2026-10-20: 54.13%2026-10-21: 56.57%2026-10-27: 59.01%2026-10-30: 57.79%Aug 13Oct 12Oct 30
14 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
73.20%
76.13%
46.94%
54.23%
50.69%
63.43%
90.18%
139.39%
51.38%
53.31%
54.13%
56.57%
59.01%
57.79%