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Raymond James Financial, Inc. RJF

i

Market dataready · fetched 2026-11-12T03:05:11.384Z

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 · 2026-11-12T00:00:00.001778136Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T03:05:10.787574+00:00

Share price$167.13
1D-0.2%
AH$166.61$167.07$167.54$168.00$168.465:30 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.$1.00$2.87$4.73$6.60$8.46$156.93$162.67$168.41$174.15$179.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive RJF spot · $167.13RJF PRICE$1.21$1.40$1.60$2.02$2.48$2.93$3.39$3.85$4.52$5.66$6.79$7.92$1.28$1.33$1.45$1.89$2.33$2.77$3.22$3.66$4.10$5.20$6.37$7.54
Puts——
Calls——
Skew——
Implied moveBullish±$5.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ173.6432.2%4.6%161.3533.5%4.2%
30Δ171.9329.4%3.7%163.3427.5%3.1%
35Δ170.2126.6%2.8%165.1322.6%2.1%
40Δ169.2126.4%2.5%165.9322.9%1.9%
45Δ168.3126.7%2.2%166.7323.2%1.6%
50Δ167.4126.9%1.9%167.5223.5%1.4%
55Δ166.5127.1%1.7%168.3223.8%1.2%
60Δ165.6027.4%1.4%169.1224.1%1.0%
65Δ164.5428.0%1.2%169.9124.4%0.8%
70Δ163.1429.6%1.0%171.2425.5%0.6%
75Δ161.7431.1%0.8%172.6426.7%0.5%
80Δ160.3432.6%0.7%174.0328.0%0.4%

20Δ

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

25Δ

Calls
Pseudo strike
173.64
IV
32.2%
B/E move
4.6%
Puts
Pseudo strike
161.35
IV
33.5%
B/E move
4.2%

30Δ

Calls
Pseudo strike
171.93
IV
29.4%
B/E move
3.7%
Puts
Pseudo strike
163.34
IV
27.5%
B/E move
3.1%

35Δ

Calls
Pseudo strike
170.21
IV
26.6%
B/E move
2.8%
Puts
Pseudo strike
165.13
IV
22.6%
B/E move
2.1%

40Δ

Calls
Pseudo strike
169.21
IV
26.4%
B/E move
2.5%
Puts
Pseudo strike
165.93
IV
22.9%
B/E move
1.9%

45Δ

Calls
Pseudo strike
168.31
IV
26.7%
B/E move
2.2%
Puts
Pseudo strike
166.73
IV
23.2%
B/E move
1.6%

50Δ

Calls
Pseudo strike
167.41
IV
26.9%
B/E move
1.9%
Puts
Pseudo strike
167.52
IV
23.5%
B/E move
1.4%

55Δ

Calls
Pseudo strike
166.51
IV
27.1%
B/E move
1.7%
Puts
Pseudo strike
168.32
IV
23.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
165.60
IV
27.4%
B/E move
1.4%
Puts
Pseudo strike
169.12
IV
24.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
164.54
IV
28.0%
B/E move
1.2%
Puts
Pseudo strike
169.91
IV
24.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
163.14
IV
29.6%
B/E move
1.0%
Puts
Pseudo strike
171.24
IV
25.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
161.74
IV
31.1%
B/E move
0.8%
Puts
Pseudo strike
172.64
IV
26.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
160.34
IV
32.6%
B/E move
0.7%
Puts
Pseudo strike
174.03
IV
28.0%
B/E move
0.4%

Options history

IV · four-Friday blend25.82%
Daily EOD
RJF23.6%25.6%27.6%2026-10-19: 26.55%2026-10-20: 26.90%2026-10-21: 26.65%2026-10-22: 25.97%2026-10-23: 27.15%2026-10-26: 26.86%2026-10-27: 27.15%2026-10-28: 27.30%2026-10-29: 23.92%2026-10-30: 25.82%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.55%
26.90%
26.65%
25.97%
27.15%
26.86%
27.15%
27.30%
23.92%
25.82%