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Truist Financial Corporation TFC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-07T01:59:23.256Z

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 · 2026-11-07T00:00:00.002414342Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:54:15.204713+00:00

Share price$49.38
1D-0.5%
AH$49.23$49.44$49.64$49.85$50.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTFC
Sold putSold callAH

Truist Financial Corporation options

Live interpolated TFC call and put midpoint premiums by absolute delta.Truist Financial Corporation$0.06$2.13$4.20$6.27$8.34$44.74$47.03$49.33$51.62$53.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TFC spot · $49.38TFC PRICE$0.29$0.38$0.47$0.56$0.65$0.81$1.01$1.21$1.42$1.62$1.82$2.02$2.22$0.40$0.51$0.69$0.89$1.08$1.28$1.48$1.69$2.15$2.62$3.08$3.54$7.74
PutsExpensive1.23×
CallsCheap0.64×
SkewBearish+14.80 pp
Implied moveBearish±$2.50
TiltBearish30.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.7724.3%5.4%46.5935.3%6.5%
25Δ51.3624.2%4.8%47.3633.8%5.1%
30Δ50.9524.1%4.1%47.8533.9%4.5%
35Δ50.5423.9%3.5%48.2834.2%4.0%
40Δ50.1323.8%2.8%48.7234.6%3.5%
45Δ49.7823.9%2.5%49.1535.0%3.1%
50Δ49.4524.0%2.2%49.5835.3%2.6%
55Δ49.1324.2%2.0%50.0235.7%2.1%
60Δ48.8124.4%1.7%50.6237.2%1.8%
65Δ48.4824.5%1.5%51.2238.6%1.6%
70Δ48.1624.7%1.2%51.8240.0%1.3%
75Δ47.8324.9%1.0%52.4341.4%1.0%
80Δ47.5125.0%0.7%56.4773.3%1.3%

20Δ

Calls
Pseudo strike
51.77
IV
24.3%
B/E move
5.4%
Puts
Pseudo strike
46.59
IV
35.3%
B/E move
6.5%

25Δ

Calls
Pseudo strike
51.36
IV
24.2%
B/E move
4.8%
Puts
Pseudo strike
47.36
IV
33.8%
B/E move
5.1%

30Δ

Calls
Pseudo strike
50.95
IV
24.1%
B/E move
4.1%
Puts
Pseudo strike
47.85
IV
33.9%
B/E move
4.5%

35Δ

Calls
Pseudo strike
50.54
IV
23.9%
B/E move
3.5%
Puts
Pseudo strike
48.28
IV
34.2%
B/E move
4.0%

40Δ

Calls
Pseudo strike
50.13
IV
23.8%
B/E move
2.8%
Puts
Pseudo strike
48.72
IV
34.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
49.78
IV
23.9%
B/E move
2.5%
Puts
Pseudo strike
49.15
IV
35.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
49.45
IV
24.0%
B/E move
2.2%
Puts
Pseudo strike
49.58
IV
35.3%
B/E move
2.6%

55Δ

Calls
Pseudo strike
49.13
IV
24.2%
B/E move
2.0%
Puts
Pseudo strike
50.02
IV
35.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
48.81
IV
24.4%
B/E move
1.7%
Puts
Pseudo strike
50.62
IV
37.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
48.48
IV
24.5%
B/E move
1.5%
Puts
Pseudo strike
51.22
IV
38.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
48.16
IV
24.7%
B/E move
1.2%
Puts
Pseudo strike
51.82
IV
40.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
47.83
IV
24.9%
B/E move
1.0%
Puts
Pseudo strike
52.43
IV
41.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
47.51
IV
25.0%
B/E move
0.7%
Puts
Pseudo strike
56.47
IV
73.3%
B/E move
1.3%

Options history

IV · four-Friday blend25.68%
Daily close
TFC22.9%29.6%36.3%2026-08-12: 24.89%2026-08-17: 27.07%2026-08-18: 27.56%2026-08-21: 24.56%2026-08-24: 24.52%2026-08-25: 24.76%2026-08-26: 24.23%2026-08-27: 24.37%2026-08-28: 23.92%2026-08-31: 24.67%2026-09-01: 24.61%2026-09-02: 24.43%2026-09-03: 23.83%2026-09-04: 24.22%2026-09-09: 26.74%2026-09-10: 26.06%2026-09-11: 25.45%2026-09-18: 26.15%2026-09-21: 26.50%2026-09-22: 26.53%2026-09-23: 26.68%2026-09-24: 27.70%2026-09-25: 27.07%2026-09-28: 27.54%2026-09-29: 28.94%2026-09-30: 28.75%2026-10-01: 28.88%2026-10-02: 28.54%2026-10-05: 29.21%2026-10-06: 29.33%2026-10-07: 28.24%2026-10-08: 29.77%2026-10-09: 28.67%2026-10-12: 31.93%2026-10-13: 35.08%2026-10-14: 35.42%2026-10-16: 25.77%2026-10-19: 25.16%2026-10-20: 25.32%2026-10-21: 24.34%2026-10-22: 25.23%2026-10-23: 24.72%2026-10-26: 25.09%2026-10-27: 24.66%2026-10-28: 25.24%2026-10-29: 23.92%2026-10-30: 25.68%Aug 12Sep 28Oct 30
47 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
24.89%
27.07%
27.56%
24.56%
24.52%
24.76%
24.23%
24.37%
23.92%
24.67%
24.61%
24.43%
23.83%
24.22%
26.74%
26.06%
25.45%
26.15%
26.50%
26.53%
26.68%
27.70%
27.07%
27.54%
28.94%
28.75%
28.88%
28.54%
29.21%
29.33%
28.24%
29.77%
28.67%
31.93%
35.08%
35.42%
25.77%
25.16%
25.32%
24.34%
25.23%
24.72%
25.09%
24.66%
25.24%
23.92%
25.68%