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Raymond James Financial, Inc. RJF

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Market datapartial · fetched 2026-10-22T23:56:46.694Z

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 · 2026-10-22T23:00:00.001853896Z

FundamentalsAlpha Vantage · unavailable

Share price$159.19
1D+1.9%
AH$155$156$157$158$1595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRJF
Sold putSold callAH

Raymond James Financial, Inc. options

Live interpolated RJF call and put midpoint premiums by absolute delta.Raymond James Financial, Inc.$0.86$5.08$9.30$13.52$17.74$142.01$150.01$158.01$166.01$174.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RJF spot · $159.19RJF PRICE$1.31$1.84$2.43$3.03$3.46$3.82$4.18$5.01$5.86$6.71$7.71$8.88$10.05$1.81$2.36$2.87$3.38$4.10$4.83$5.60$6.64$7.68$9.00$11.08$13.46$16.53
PutsExpensive1.45×
CallsExpensive1.21×
SkewBearish+5.27 pp
Implied moveBearish±$9.78
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ171.0027.3%8.2%147.8733.9%8.2%
25Δ168.7927.5%7.2%150.4133.6%7.0%
30Δ167.1428.5%6.5%152.7532.0%5.8%
35Δ165.4929.6%5.9%155.0630.4%4.7%
40Δ163.7228.5%5.0%156.7930.1%4.1%
45Δ161.9026.4%4.1%158.5229.8%3.5%
50Δ160.0824.4%3.2%160.2529.5%2.9%
55Δ158.6324.5%2.8%161.9929.6%2.4%
60Δ157.1924.8%2.4%163.7229.6%2.0%
65Δ155.7525.0%2.1%165.6730.1%1.6%
70Δ154.2125.0%1.7%168.2131.7%1.3%
75Δ152.5624.8%1.4%171.0433.5%1.0%
80Δ150.9124.5%1.1%174.5735.3%0.7%

20Δ

Calls
Pseudo strike
171.00
IV
27.3%
B/E move
8.2%
Puts
Pseudo strike
147.87
IV
33.9%
B/E move
8.2%

25Δ

Calls
Pseudo strike
168.79
IV
27.5%
B/E move
7.2%
Puts
Pseudo strike
150.41
IV
33.6%
B/E move
7.0%

30Δ

Calls
Pseudo strike
167.14
IV
28.5%
B/E move
6.5%
Puts
Pseudo strike
152.75
IV
32.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
165.49
IV
29.6%
B/E move
5.9%
Puts
Pseudo strike
155.06
IV
30.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
163.72
IV
28.5%
B/E move
5.0%
Puts
Pseudo strike
156.79
IV
30.1%
B/E move
4.1%

45Δ

Calls
Pseudo strike
161.90
IV
26.4%
B/E move
4.1%
Puts
Pseudo strike
158.52
IV
29.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
160.08
IV
24.4%
B/E move
3.2%
Puts
Pseudo strike
160.25
IV
29.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
158.63
IV
24.5%
B/E move
2.8%
Puts
Pseudo strike
161.99
IV
29.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
157.19
IV
24.8%
B/E move
2.4%
Puts
Pseudo strike
163.72
IV
29.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
155.75
IV
25.0%
B/E move
2.1%
Puts
Pseudo strike
165.67
IV
30.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
154.21
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
168.21
IV
31.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
152.56
IV
24.8%
B/E move
1.4%
Puts
Pseudo strike
171.04
IV
33.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
150.91
IV
24.5%
B/E move
1.1%
Puts
Pseudo strike
174.57
IV
35.3%
B/E move
0.7%

Options history

No recorded observations