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TFS Financial Corporation Common Stock TFSL

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T01:49:43.433Z

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 · 2026-11-11T21:31:43.139023794Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:49:42.163940+00:00

Share price$17.02
1D+2.9%
AH$16.27$16.47$16.67$16.88$17.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTFSL
Sold putSold callAH

TFS Financial Corporation Common Stock options

Live interpolated TFSL call and put midpoint premiums by absolute delta.TFS Financial Corporation Common Stock$0.03$1.77$3.51$5.25$6.99$14.15$15.26$16.36$17.46$18.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive TFSL spot · $17.02TFSL PRICE$0.21$0.25$0.42$0.59$0.76$0.93$1.10$1.27$1.44$1.61$1.78$0.28$0.38$0.48$0.58$0.68$0.78$0.88$0.98$1.38$2.02$2.66$3.29$6.49
PutsExpensive4.01×
Calls——
Skew——
Implied moveBearish±$1.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.3777.7%11.3%
25Δ15.6676.9%10.2%
30Δ17.9545.9%6.7%15.9476.1%9.2%
35Δ17.5141.5%4.3%16.2375.2%8.1%
40Δ17.2843.6%3.9%16.5274.4%7.0%
45Δ17.0545.8%3.6%16.8073.6%5.9%
50Δ16.8248.1%3.3%17.0972.7%4.8%
55Δ16.5950.4%2.9%17.3771.9%3.7%
60Δ16.3752.6%2.6%17.8879.9%3.1%
65Δ16.1454.9%2.3%18.5594.9%2.9%
70Δ15.9157.2%1.9%19.22109.9%2.7%
75Δ15.6859.4%1.6%19.89124.9%2.5%
80Δ15.4561.7%1.3%23.04194.0%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.37
IV
77.7%
B/E move
11.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.66
IV
76.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
17.95
IV
45.9%
B/E move
6.7%
Puts
Pseudo strike
15.94
IV
76.1%
B/E move
9.2%

35Δ

Calls
Pseudo strike
17.51
IV
41.5%
B/E move
4.3%
Puts
Pseudo strike
16.23
IV
75.2%
B/E move
8.1%

40Δ

Calls
Pseudo strike
17.28
IV
43.6%
B/E move
3.9%
Puts
Pseudo strike
16.52
IV
74.4%
B/E move
7.0%

45Δ

Calls
Pseudo strike
17.05
IV
45.8%
B/E move
3.6%
Puts
Pseudo strike
16.80
IV
73.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
16.82
IV
48.1%
B/E move
3.3%
Puts
Pseudo strike
17.09
IV
72.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
16.59
IV
50.4%
B/E move
2.9%
Puts
Pseudo strike
17.37
IV
71.9%
B/E move
3.7%

60Δ

Calls
Pseudo strike
16.37
IV
52.6%
B/E move
2.6%
Puts
Pseudo strike
17.88
IV
79.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
16.14
IV
54.9%
B/E move
2.3%
Puts
Pseudo strike
18.55
IV
94.9%
B/E move
2.9%

70Δ

Calls
Pseudo strike
15.91
IV
57.2%
B/E move
1.9%
Puts
Pseudo strike
19.22
IV
109.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
15.68
IV
59.4%
B/E move
1.6%
Puts
Pseudo strike
19.89
IV
124.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
15.45
IV
61.7%
B/E move
1.3%
Puts
Pseudo strike
23.04
IV
194.0%
B/E move
2.8%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations