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BancFirst Corporation Common Stock BANF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-07T07:26:41.627Z

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 · 2026-11-06T21:00:00.386510164Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T07:26:41.252886+00:00

Share price$115.20
1D+0.3%
AH$114.65$114.97$115.29$115.62$115.945:30 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$1.04$2.63$4.22$5.81$7.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBANF PRICE$1.33$1.70$1.74$1.87$2.06$2.25$2.44$2.81$3.53$4.26$4.99$5.72$6.94$1.21$1.40$1.65$1.89$2.14$2.39
Puts——
CallsFair1.00×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.0855.0%11.5%106.9548.0%8.2%
25Δ124.6354.5%9.7%109.6940.9%6.0%
30Δ121.2443.7%6.8%111.0538.2%5.0%
35Δ119.2738.0%5.2%112.2335.9%4.2%
40Δ118.1135.2%4.3%113.4233.6%3.4%
45Δ116.9532.4%3.5%114.6031.4%2.6%
50Δ115.7929.5%2.6%
55Δ114.6928.0%2.0%
60Δ113.7029.0%1.8%
65Δ112.7130.1%1.5%
70Δ111.7231.2%1.3%
75Δ110.7332.2%1.1%
80Δ109.2734.7%0.9%

20Δ

Calls
Pseudo strike
127.08
IV
55.0%
B/E move
11.5%
Puts
Pseudo strike
106.95
IV
48.0%
B/E move
8.2%

25Δ

Calls
Pseudo strike
124.63
IV
54.5%
B/E move
9.7%
Puts
Pseudo strike
109.69
IV
40.9%
B/E move
6.0%

30Δ

Calls
Pseudo strike
121.24
IV
43.7%
B/E move
6.8%
Puts
Pseudo strike
111.05
IV
38.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
119.27
IV
38.0%
B/E move
5.2%
Puts
Pseudo strike
112.23
IV
35.9%
B/E move
4.2%

40Δ

Calls
Pseudo strike
118.11
IV
35.2%
B/E move
4.3%
Puts
Pseudo strike
113.42
IV
33.6%
B/E move
3.4%

45Δ

Calls
Pseudo strike
116.95
IV
32.4%
B/E move
3.5%
Puts
Pseudo strike
114.60
IV
31.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
115.79
IV
29.5%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
114.69
IV
28.0%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
113.70
IV
29.0%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
112.71
IV
30.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
111.72
IV
31.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
110.73
IV
32.2%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
109.27
IV
34.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.37%
Daily close
BANF22.2%33.7%45.1%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 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%