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MFA Financial, Inc MFA

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Market datapartial · fetched 2026-10-22T22:06:33.323Z

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 · 2026-10-22T20:10:00.001628894Z

FundamentalsAlpha Vantage · unavailable

Share price$6.62
1D+1.1%
AH$6.53$6.58$6.63$6.68$6.735:30 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$0.00$1.52$3.04$4.55$6.07$4.57$5.62$6.66$7.71$8.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MFA spot · $6.62MFA PRICE$0.38$0.33$0.17$0.18$0.26$0.34$0.42$0.50$0.58$0.66$0.74$0.83$1.32$0.21$0.24$0.28$0.33$0.38$0.43$0.48$0.53$0.59$1.08$1.80$4.46$5.63
PutsExpensive1.50×
CallsExpensive1.58×
SkewBearish+12.40 pp
Implied moveBearish±$0.91
TiltBearish41.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.75240.0%128.4%5.4493.7%21.0%
25Δ10.28156.9%60.3%5.8278.8%15.6%
30Δ7.6960.5%18.7%6.0870.3%12.4%
35Δ6.9237.1%7.2%6.2367.4%10.9%
40Δ6.8040.1%6.7%6.3764.4%9.5%
45Δ6.6943.1%6.2%6.5261.4%8.0%
50Δ6.5746.2%5.7%6.6758.5%6.6%
55Δ6.4649.2%5.2%6.8155.5%5.2%
60Δ6.3452.2%4.7%6.9652.6%3.7%
65Δ6.2355.2%4.1%7.4574.1%3.8%
70Δ6.1158.2%3.6%8.12104.9%4.5%
75Δ6.0061.3%3.1%10.72181.0%5.4%
80Δ5.5187.1%3.1%11.99185.6%4.0%

20Δ

Calls
Pseudo strike
14.75
IV
240.0%
B/E move
128.4%
Puts
Pseudo strike
5.44
IV
93.7%
B/E move
21.0%

25Δ

Calls
Pseudo strike
10.28
IV
156.9%
B/E move
60.3%
Puts
Pseudo strike
5.82
IV
78.8%
B/E move
15.6%

30Δ

Calls
Pseudo strike
7.69
IV
60.5%
B/E move
18.7%
Puts
Pseudo strike
6.08
IV
70.3%
B/E move
12.4%

35Δ

Calls
Pseudo strike
6.92
IV
37.1%
B/E move
7.2%
Puts
Pseudo strike
6.23
IV
67.4%
B/E move
10.9%

40Δ

Calls
Pseudo strike
6.80
IV
40.1%
B/E move
6.7%
Puts
Pseudo strike
6.37
IV
64.4%
B/E move
9.5%

45Δ

Calls
Pseudo strike
6.69
IV
43.1%
B/E move
6.2%
Puts
Pseudo strike
6.52
IV
61.4%
B/E move
8.0%

50Δ

Calls
Pseudo strike
6.57
IV
46.2%
B/E move
5.7%
Puts
Pseudo strike
6.67
IV
58.5%
B/E move
6.6%

55Δ

Calls
Pseudo strike
6.46
IV
49.2%
B/E move
5.2%
Puts
Pseudo strike
6.81
IV
55.5%
B/E move
5.2%

60Δ

Calls
Pseudo strike
6.34
IV
52.2%
B/E move
4.7%
Puts
Pseudo strike
6.96
IV
52.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
6.23
IV
55.2%
B/E move
4.1%
Puts
Pseudo strike
7.45
IV
74.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
6.11
IV
58.2%
B/E move
3.6%
Puts
Pseudo strike
8.12
IV
104.9%
B/E move
4.5%

75Δ

Calls
Pseudo strike
6.00
IV
61.3%
B/E move
3.1%
Puts
Pseudo strike
10.72
IV
181.0%
B/E move
5.4%

80Δ

Calls
Pseudo strike
5.51
IV
87.1%
B/E move
3.1%
Puts
Pseudo strike
11.99
IV
185.6%
B/E move
4.0%

Options history

No recorded observations