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Truist Financial Corp TFC

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-15T20:03:12.679Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:04.204306126Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:58:03.533786+00:00

Share price$46.57
1D+1.9%
AH$45.47$45.80$46.12$46.45$46.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTFC
Sold putSold callAH

Truist Financial Corp options

Live interpolated TFC call and put midpoint premiums by absolute delta.Truist Financial Corp$0.08$1.50$2.92$4.34$5.76$43.04$44.62$46.21$47.79$49.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $46.57OPTION PRICELive TFC spot · $46.57TFC PRICE$0.38$0.38$0.38$0.45$0.57$0.69$0.81$0.92$1.04$1.16$1.28$1.40$1.52$0.24$0.42$0.60$0.78$0.97$1.15$1.33$1.51$1.70$2.52$3.46$4.41$5.35
PutsExpensive2.03×
CallsExpensive1.21×
SkewBearish+29.62 pp
Implied moveBearish±$2.14
TiltBearish38.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.26225.3%17.3%45.0677.8%3.8%
25Δ51.40162.2%11.2%45.3683.3%3.5%
30Δ48.5499.1%5.0%45.6688.9%3.3%
35Δ47.3575.3%2.7%45.9694.4%3.0%
40Δ47.1373.8%2.4%46.2699.9%2.7%
45Δ46.9072.3%2.2%46.55105.4%2.5%
50Δ46.6770.9%1.9%46.85111.0%2.2%
55Δ46.4469.4%1.7%47.15116.5%2.0%
60Δ46.2167.9%1.5%47.45122.0%1.7%
65Δ45.9966.5%1.2%48.37137.9%1.5%
70Δ45.7665.0%1.0%49.40155.8%1.4%
75Δ45.5363.5%0.8%50.43173.7%1.2%
80Δ45.3062.1%0.5%51.46191.5%1.0%

20Δ

Calls
Pseudo strike
54.26
IV
225.3%
B/E move
17.3%
Puts
Pseudo strike
45.06
IV
77.8%
B/E move
3.8%

25Δ

Calls
Pseudo strike
51.40
IV
162.2%
B/E move
11.2%
Puts
Pseudo strike
45.36
IV
83.3%
B/E move
3.5%

30Δ

Calls
Pseudo strike
48.54
IV
99.1%
B/E move
5.0%
Puts
Pseudo strike
45.66
IV
88.9%
B/E move
3.3%

35Δ

Calls
Pseudo strike
47.35
IV
75.3%
B/E move
2.7%
Puts
Pseudo strike
45.96
IV
94.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
47.13
IV
73.8%
B/E move
2.4%
Puts
Pseudo strike
46.26
IV
99.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
46.90
IV
72.3%
B/E move
2.2%
Puts
Pseudo strike
46.55
IV
105.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
46.67
IV
70.9%
B/E move
1.9%
Puts
Pseudo strike
46.85
IV
111.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
46.44
IV
69.4%
B/E move
1.7%
Puts
Pseudo strike
47.15
IV
116.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
46.21
IV
67.9%
B/E move
1.5%
Puts
Pseudo strike
47.45
IV
122.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
45.99
IV
66.5%
B/E move
1.2%
Puts
Pseudo strike
48.37
IV
137.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
45.76
IV
65.0%
B/E move
1.0%
Puts
Pseudo strike
49.40
IV
155.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
45.53
IV
63.5%
B/E move
0.8%
Puts
Pseudo strike
50.43
IV
173.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
45.30
IV
62.1%
B/E move
0.5%
Puts
Pseudo strike
51.46
IV
191.5%
B/E move
1.0%