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BancFirst Corporation Common Stock BANF

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Market datapartial · fetched 2026-11-04T08:54:42.206Z

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 · 2026-11-03T21:00:00.254454404Z

FundamentalsAlpha Vantage · unavailable

Share price$111.72
1D-1.5%
AH$111.42$111.95$112.49$113.02$113.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBANF
Sold putSold callAH

BancFirst Corporation Common Stock options

Live interpolated BANF call and put midpoint premiums by absolute delta.BancFirst Corporation Common Stock$0.91$2.87$4.84$6.80$8.77$102.34$107.17$112.00$116.83$121.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BANF spot · $111.72BANF PRICE$1.12$1.27$1.46$1.65$2.06$2.47$2.89$3.31$3.72$4.61$5.79$6.96$8.20$1.25$1.46$1.71$1.96$2.24$2.61$2.97$3.34$3.70$4.07$4.61$5.48$6.35
PutsExpensive1.59×
CallsExpensive1.26×
SkewBullish-2.38 pp
Implied moveBalanced±$5.86
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.0444.8%10.2%103.4445.8%8.5%
25Δ118.8437.8%7.5%105.8540.2%6.6%
30Δ116.9434.2%6.0%107.3637.4%5.4%
35Δ115.0330.5%4.4%108.8834.6%4.3%
40Δ114.0830.5%4.0%110.2232.2%3.4%
45Δ113.1530.5%3.5%111.0731.1%2.9%
50Δ112.2130.5%3.0%111.9130.0%2.5%
55Δ111.2830.5%2.6%112.7628.9%2.1%
60Δ110.3530.5%2.1%113.6127.8%1.6%
65Δ109.1132.0%1.8%114.4626.7%1.2%
70Δ107.6834.5%1.6%115.3925.8%0.8%
75Δ106.2636.9%1.3%116.4825.4%0.6%
80Δ104.7639.1%1.1%117.5625.0%0.5%

20Δ

Calls
Pseudo strike
122.04
IV
44.8%
B/E move
10.2%
Puts
Pseudo strike
103.44
IV
45.8%
B/E move
8.5%

25Δ

Calls
Pseudo strike
118.84
IV
37.8%
B/E move
7.5%
Puts
Pseudo strike
105.85
IV
40.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
116.94
IV
34.2%
B/E move
6.0%
Puts
Pseudo strike
107.36
IV
37.4%
B/E move
5.4%

35Δ

Calls
Pseudo strike
115.03
IV
30.5%
B/E move
4.4%
Puts
Pseudo strike
108.88
IV
34.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
114.08
IV
30.5%
B/E move
4.0%
Puts
Pseudo strike
110.22
IV
32.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
113.15
IV
30.5%
B/E move
3.5%
Puts
Pseudo strike
111.07
IV
31.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
112.21
IV
30.5%
B/E move
3.0%
Puts
Pseudo strike
111.91
IV
30.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
111.28
IV
30.5%
B/E move
2.6%
Puts
Pseudo strike
112.76
IV
28.9%
B/E move
2.1%

60Δ

Calls
Pseudo strike
110.35
IV
30.5%
B/E move
2.1%
Puts
Pseudo strike
113.61
IV
27.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
109.11
IV
32.0%
B/E move
1.8%
Puts
Pseudo strike
114.46
IV
26.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
107.68
IV
34.5%
B/E move
1.6%
Puts
Pseudo strike
115.39
IV
25.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
106.26
IV
36.9%
B/E move
1.3%
Puts
Pseudo strike
116.48
IV
25.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
104.76
IV
39.1%
B/E move
1.1%
Puts
Pseudo strike
117.56
IV
25.0%
B/E move
0.5%

Options history

IV · four-Friday blend25.37%
Daily close
BANF22.2%33.7%45.1%2026-08-06: 27.32%2026-08-07: 27.73%2026-08-10: 28.74%2026-08-11: 26.79%2026-08-12: 25.83%2026-08-13: 26.12%2026-08-14: 26.27%2026-08-17: 28.42%2026-08-18: 28.47%2026-08-21: 26.32%2026-08-24: 26.07%2026-08-25: 25.81%2026-08-26: 26.36%2026-08-27: 26.30%2026-08-28: 25.94%2026-08-31: 26.99%2026-09-01: 27.02%2026-09-02: 26.36%2026-09-03: 26.14%2026-09-04: 26.52%2026-09-08: 28.22%2026-09-09: 28.67%2026-09-10: 28.56%2026-09-11: 28.49%2026-09-14: 30.64%2026-09-15: 31.66%2026-09-16: 31.90%2026-09-17: 39.96%2026-09-18: 24.65%2026-09-21: 25.53%2026-09-22: 27.98%2026-09-23: 26.42%2026-09-24: 26.48%2026-09-25: 26.91%2026-09-28: 27.16%2026-09-29: 27.17%2026-09-30: 27.01%2026-10-01: 27.19%2026-10-02: 26.78%2026-10-05: 27.91%2026-10-06: 29.08%2026-10-07: 29.19%2026-10-08: 29.45%2026-10-09: 30.75%2026-10-12: 34.44%2026-10-13: 36.68%2026-10-14: 40.56%2026-10-15: 43.56%2026-10-16: 24.85%2026-10-19: 25.63%2026-10-20: 23.80%2026-10-21: 24.06%2026-10-22: 24.04%2026-10-23: 24.83%2026-10-26: 24.99%2026-10-27: 24.78%2026-10-28: 24.98%2026-10-29: 24.88%2026-10-30: 25.37%Aug 6Sep 21Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
27.32%
27.73%
28.74%
26.79%
25.83%
26.12%
26.27%
28.42%
28.47%
26.32%
26.07%
25.81%
26.36%
26.30%
25.94%
26.99%
27.02%
26.36%
26.14%
26.52%
28.22%
28.67%
28.56%
28.49%
30.64%
31.66%
31.90%
39.96%
24.65%
25.53%
27.98%
26.42%
26.48%
26.91%
27.16%
27.17%
27.01%
27.19%
26.78%
27.91%
29.08%
29.19%
29.45%
30.75%
34.44%
36.68%
40.56%
43.56%
24.85%
25.63%
23.80%
24.06%
24.04%
24.83%
24.99%
24.78%
24.98%
24.88%
25.37%