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American Financial Group, Inc. AFG

i

Market datapartial · fetched 2026-11-05T18:28:53.998Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T18:28:23.892587002Z

FundamentalsAlpha Vantage · unavailable

Share price$156.39
1D-0.8%
$155$156$158$159$1605:30 AM6:30 AM9:00 AM1:00 PMAFG
Sold putSold call

American Financial Group, Inc. options

Live interpolated AFG call and put midpoint premiums by absolute delta.American Financial Group, Inc.$0.00$0.27$0.54$0.81$1.08$-0.16$0.17$0.50$0.83$1.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAFG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend23.13%
Daily close
AFG17.8%23.4%29.0%2026-08-07: 20.48%2026-08-10: 21.64%2026-08-11: 21.94%2026-08-12: 22.27%2026-08-13: 20.56%2026-08-14: 19.75%2026-08-17: 21.57%2026-08-20: 28.27%2026-08-21: 19.87%2026-08-24: 20.13%2026-08-25: 20.15%2026-08-26: 19.14%2026-08-27: 19.53%2026-08-28: 19.29%2026-08-31: 18.60%2026-09-01: 18.83%2026-09-02: 19.08%2026-09-03: 18.59%2026-09-04: 19.21%2026-09-08: 20.67%2026-09-09: 21.08%2026-09-10: 21.26%2026-09-14: 22.10%2026-09-15: 21.72%2026-09-16: 22.51%2026-09-18: 21.05%2026-09-21: 21.14%2026-09-22: 21.25%2026-09-23: 20.66%2026-09-24: 20.70%2026-09-25: 20.79%2026-09-28: 20.88%2026-09-29: 21.38%2026-09-30: 20.45%2026-10-01: 20.69%2026-10-05: 21.04%2026-10-06: 22.27%2026-10-07: 22.05%2026-10-09: 22.71%2026-10-16: 21.03%2026-10-19: 22.03%2026-10-20: 21.77%2026-10-21: 21.84%2026-10-22: 21.51%2026-10-23: 22.26%2026-10-26: 22.70%2026-10-27: 22.73%2026-10-28: 22.72%2026-10-29: 22.47%2026-10-30: 23.13%Aug 7Sep 16Oct 30
50 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
20.48%
21.64%
21.94%
22.27%
20.56%
19.75%
21.57%
28.27%
19.87%
20.13%
20.15%
19.14%
19.53%
19.29%
18.60%
18.83%
19.08%
18.59%
19.21%
20.67%
21.08%
21.26%
22.10%
21.72%
22.51%
21.05%
21.14%
21.25%
20.66%
20.70%
20.79%
20.88%
21.38%
20.45%
20.69%
21.04%
22.27%
22.05%
22.71%
21.03%
22.03%
21.77%
21.84%
21.51%
22.26%
22.70%
22.73%
22.72%
22.47%
23.13%