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TFS Financial Corporation Common Stock TFSL

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Market datapartial · fetched 2026-10-22T23:06:52.120Z

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 · 2026-10-22T20:00:03.058117262Z

FundamentalsAlpha Vantage · unavailable

Share price$16.66
1D+1.5%
AH$16.38$16.46$16.53$16.61$16.685:30 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$0.00$1.67$3.35$5.02$6.70$11.24$13.84$16.43$19.02$21.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TFSL spot · $16.66TFSL PRICE$0.12$0.62$0.93$1.03$1.13$1.23$1.33$1.43$1.53$1.63$1.73$1.83$1.93$0.65$0.75$0.88$1.09$1.29$1.49$1.70$2.00$3.05$4.10$5.16$6.21$4.24
PutsExpensive4.68×
CallsExpensive3.52×
SkewBearish+9.64 pp
Implied moveBearish±$3.03
TiltBearish32.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.9425.0%8.4%12.15142.0%31.0%
25Δ20.8696.0%29.0%13.81109.6%21.6%
30Δ22.12129.0%38.4%15.1485.9%14.4%
35Δ21.42121.0%34.8%15.6283.8%12.7%
40Δ20.72112.9%31.2%16.1181.7%11.0%
45Δ20.02104.9%27.6%16.5979.6%9.4%
50Δ19.3296.9%24.0%17.0777.4%7.7%
55Δ18.6388.9%20.4%17.6376.7%6.1%
60Δ17.9380.9%16.8%18.7887.0%5.5%
65Δ17.2372.8%13.2%19.9397.2%4.9%
70Δ16.5364.8%9.6%21.09107.4%4.4%
75Δ15.8356.8%6.0%22.24117.7%3.8%
80Δ15.1348.8%2.4%20.5878.0%1.9%

20Δ

Calls
Pseudo strike
17.94
IV
25.0%
B/E move
8.4%
Puts
Pseudo strike
12.15
IV
142.0%
B/E move
31.0%

25Δ

Calls
Pseudo strike
20.86
IV
96.0%
B/E move
29.0%
Puts
Pseudo strike
13.81
IV
109.6%
B/E move
21.6%

30Δ

Calls
Pseudo strike
22.12
IV
129.0%
B/E move
38.4%
Puts
Pseudo strike
15.14
IV
85.9%
B/E move
14.4%

35Δ

Calls
Pseudo strike
21.42
IV
121.0%
B/E move
34.8%
Puts
Pseudo strike
15.62
IV
83.8%
B/E move
12.7%

40Δ

Calls
Pseudo strike
20.72
IV
112.9%
B/E move
31.2%
Puts
Pseudo strike
16.11
IV
81.7%
B/E move
11.0%

45Δ

Calls
Pseudo strike
20.02
IV
104.9%
B/E move
27.6%
Puts
Pseudo strike
16.59
IV
79.6%
B/E move
9.4%

50Δ

Calls
Pseudo strike
19.32
IV
96.9%
B/E move
24.0%
Puts
Pseudo strike
17.07
IV
77.4%
B/E move
7.7%

55Δ

Calls
Pseudo strike
18.63
IV
88.9%
B/E move
20.4%
Puts
Pseudo strike
17.63
IV
76.7%
B/E move
6.1%

60Δ

Calls
Pseudo strike
17.93
IV
80.9%
B/E move
16.8%
Puts
Pseudo strike
18.78
IV
87.0%
B/E move
5.5%

65Δ

Calls
Pseudo strike
17.23
IV
72.8%
B/E move
13.2%
Puts
Pseudo strike
19.93
IV
97.2%
B/E move
4.9%

70Δ

Calls
Pseudo strike
16.53
IV
64.8%
B/E move
9.6%
Puts
Pseudo strike
21.09
IV
107.4%
B/E move
4.4%

75Δ

Calls
Pseudo strike
15.83
IV
56.8%
B/E move
6.0%
Puts
Pseudo strike
22.24
IV
117.7%
B/E move
3.8%

80Δ

Calls
Pseudo strike
15.13
IV
48.8%
B/E move
2.4%
Puts
Pseudo strike
20.58
IV
78.0%
B/E move
1.9%

Options history

No recorded observations