IntraAlpha
Create free account Start free

American Financial Group, Inc. AFG

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-06T21:17:24.595Z

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 · 2026-11-06T21:10:00.003375714Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:17:23.983490+00:00

Share price$154.55
1D-0.2%
AH$152.89$153.59$154.30$155.00$155.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAFG
Sold putSold callAH

American Financial Group, Inc. options

Live interpolated AFG call and put midpoint premiums by absolute delta.American Financial Group, Inc.$0.72$2.61$4.49$6.38$8.27$144.87$150.03$155.19$160.35$165.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFG spot · $154.55AFG PRICE$0.92$1.15$1.50$1.89$2.29$2.69$3.08$3.62$4.17$4.71$5.25$5.79$6.85$1.01$1.23$1.59$1.99$2.39$2.79$3.19$3.75$4.31$4.87$5.43$6.00$7.72
PutsFair1.00×
CallsCheap0.86×
SkewNeutral-0.22 pp
Implied moveBalanced±$6.27
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ162.7828.3%5.9%147.3229.6%5.3%
25Δ160.5426.1%4.6%149.5226.7%4.0%
30Δ159.2025.7%4.0%150.8125.9%3.4%
35Δ158.1525.9%3.6%151.8525.9%3.0%
40Δ157.0926.0%3.1%152.8925.8%2.6%
45Δ156.0426.2%2.7%153.9325.7%2.2%
50Δ154.9926.3%2.3%154.9725.6%1.8%
55Δ154.0125.9%2.0%155.9325.1%1.5%
60Δ153.0325.4%1.7%156.8824.6%1.3%
65Δ152.0625.0%1.4%157.8324.0%1.0%
70Δ151.0824.5%1.2%158.7923.5%0.8%
75Δ150.1124.0%0.9%159.7423.0%0.5%
80Δ148.7723.5%0.7%161.7124.7%0.4%

20Δ

Calls
Pseudo strike
162.78
IV
28.3%
B/E move
5.9%
Puts
Pseudo strike
147.32
IV
29.6%
B/E move
5.3%

25Δ

Calls
Pseudo strike
160.54
IV
26.1%
B/E move
4.6%
Puts
Pseudo strike
149.52
IV
26.7%
B/E move
4.0%

30Δ

Calls
Pseudo strike
159.20
IV
25.7%
B/E move
4.0%
Puts
Pseudo strike
150.81
IV
25.9%
B/E move
3.4%

35Δ

Calls
Pseudo strike
158.15
IV
25.9%
B/E move
3.6%
Puts
Pseudo strike
151.85
IV
25.9%
B/E move
3.0%

40Δ

Calls
Pseudo strike
157.09
IV
26.0%
B/E move
3.1%
Puts
Pseudo strike
152.89
IV
25.8%
B/E move
2.6%

45Δ

Calls
Pseudo strike
156.04
IV
26.2%
B/E move
2.7%
Puts
Pseudo strike
153.93
IV
25.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
154.99
IV
26.3%
B/E move
2.3%
Puts
Pseudo strike
154.97
IV
25.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
154.01
IV
25.9%
B/E move
2.0%
Puts
Pseudo strike
155.93
IV
25.1%
B/E move
1.5%

60Δ

Calls
Pseudo strike
153.03
IV
25.4%
B/E move
1.7%
Puts
Pseudo strike
156.88
IV
24.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
152.06
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
157.83
IV
24.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
151.08
IV
24.5%
B/E move
1.2%
Puts
Pseudo strike
158.79
IV
23.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
150.11
IV
24.0%
B/E move
0.9%
Puts
Pseudo strike
159.74
IV
23.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
148.77
IV
23.5%
B/E move
0.7%
Puts
Pseudo strike
161.71
IV
24.7%
B/E move
0.4%

Options history

IV · four-Friday blend23.13%
Daily close
AFG17.8%23.4%29.0%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 10Sep 18Oct 30
49 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%