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MFA Financial, Inc MFA

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-12T02:53:01.847Z

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 · 2026-11-12T00:00:00.002101444Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:53:01.529440+00:00

Share price$5.84
1D-1.5%
AH$5.82$5.87$5.91$5.95$5.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMFA
Sold putSold callAH

MFA Financial, Inc options

Live interpolated MFA call and put midpoint premiums by absolute delta.MFA Financial, Inc$0.06$0.31$0.57$0.82$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ 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 PRICEMFA PRICE$0.08$0.10$0.11$0.15$0.25$0.36$0.47$0.57$0.68$0.79$0.89$1.01
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ6.8481.0%18.6%
30Δ6.5470.7%13.7%
35Δ6.2460.3%8.8%
40Δ5.9853.9%4.8%
45Δ5.8564.2%4.6%
50Δ5.7374.4%4.3%
55Δ5.6184.7%4.0%
60Δ5.4994.9%3.8%
65Δ5.37105.2%3.5%
70Δ5.24115.4%3.3%
75Δ5.12125.7%3.0%
80Δ4.99136.6%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.84
IV
81.0%
B/E move
18.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.54
IV
70.7%
B/E move
13.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.24
IV
60.3%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.98
IV
53.9%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.85
IV
64.2%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.73
IV
74.4%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
5.61
IV
84.7%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.49
IV
94.9%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.37
IV
105.2%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.24
IV
115.4%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
5.12
IV
125.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.99
IV
136.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations