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Citizens Financial Group, Inc. CFG

i

Market dataready · fetched 2026-11-04T00:18:35.732Z

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 · 2026-11-04T00:00:00.002540226Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:18:35.168989+00:00

Share price$64.37
1D-0.5%
AH$64.17$64.45$64.73$65.00$65.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCFG
Sold putSold callAH

Citizens Financial Group, Inc. options

Live interpolated CFG call and put midpoint premiums by absolute delta.Citizens Financial Group, Inc.$0.30$1.35$2.41$3.46$4.51$59.62$62.04$64.47$66.90$69.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CFG spot · $64.37CFG PRICE$0.41$0.56$0.75$0.93$1.11$1.29$1.59$1.91$2.24$2.57$2.93$3.57$4.21$0.51$0.67$0.83$1.03$1.23$1.43$1.63$1.85$2.13$2.41$2.69$2.97$3.24
PutsExpensive1.16×
CallsExpensive1.19×
SkewBullish-1.48 pp
Implied moveBalanced±$3.22
TiltBullish3.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.9326.9%6.2%61.0230.3%6.0%
25Δ67.2427.1%5.3%61.7330.3%5.2%
30Δ66.7027.4%4.8%62.4330.4%4.3%
35Δ66.1727.6%4.2%62.9829.8%3.8%
40Δ65.6427.9%3.7%63.5129.2%3.3%
45Δ65.1128.1%3.1%64.0328.6%2.7%
50Δ64.5728.6%2.8%64.5628.0%2.2%
55Δ64.0429.2%2.5%65.0827.4%1.8%
60Δ63.5029.7%2.1%65.5426.5%1.5%
65Δ62.9730.2%1.8%65.9925.7%1.2%
70Δ62.3930.8%1.5%66.4524.9%0.9%
75Δ61.6031.7%1.2%66.9124.1%0.7%
80Δ60.8032.5%1.0%67.3723.3%0.4%

20Δ

Calls
Pseudo strike
67.93
IV
26.9%
B/E move
6.2%
Puts
Pseudo strike
61.02
IV
30.3%
B/E move
6.0%

25Δ

Calls
Pseudo strike
67.24
IV
27.1%
B/E move
5.3%
Puts
Pseudo strike
61.73
IV
30.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
66.70
IV
27.4%
B/E move
4.8%
Puts
Pseudo strike
62.43
IV
30.4%
B/E move
4.3%

35Δ

Calls
Pseudo strike
66.17
IV
27.6%
B/E move
4.2%
Puts
Pseudo strike
62.98
IV
29.8%
B/E move
3.8%

40Δ

Calls
Pseudo strike
65.64
IV
27.9%
B/E move
3.7%
Puts
Pseudo strike
63.51
IV
29.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
65.11
IV
28.1%
B/E move
3.1%
Puts
Pseudo strike
64.03
IV
28.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
64.57
IV
28.6%
B/E move
2.8%
Puts
Pseudo strike
64.56
IV
28.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
64.04
IV
29.2%
B/E move
2.5%
Puts
Pseudo strike
65.08
IV
27.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
63.50
IV
29.7%
B/E move
2.1%
Puts
Pseudo strike
65.54
IV
26.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
62.97
IV
30.2%
B/E move
1.8%
Puts
Pseudo strike
65.99
IV
25.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
62.39
IV
30.8%
B/E move
1.5%
Puts
Pseudo strike
66.45
IV
24.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
61.60
IV
31.7%
B/E move
1.2%
Puts
Pseudo strike
66.91
IV
24.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
60.80
IV
32.5%
B/E move
1.0%
Puts
Pseudo strike
67.37
IV
23.3%
B/E move
0.4%

Options history

IV · four-Friday blend26.06%
Daily close
CFG21.4%32.5%43.7%2026-08-05: 25.81%2026-08-06: 26.59%2026-08-07: 26.45%2026-08-10: 26.58%2026-08-11: 26.19%2026-08-12: 25.94%2026-08-13: 23.65%2026-08-14: 22.91%2026-08-17: 23.86%2026-08-21: 25.24%2026-08-24: 26.08%2026-08-25: 26.04%2026-08-26: 26.16%2026-08-27: 25.73%2026-08-28: 25.26%2026-08-31: 25.60%2026-09-01: 25.87%2026-09-02: 25.20%2026-09-03: 25.20%2026-09-04: 25.46%2026-09-09: 27.18%2026-09-10: 26.57%2026-09-11: 25.81%2026-09-14: 28.26%2026-09-15: 30.10%2026-09-17: 32.35%2026-09-18: 27.98%2026-09-21: 28.42%2026-09-22: 28.96%2026-09-23: 28.34%2026-09-24: 29.26%2026-09-25: 27.78%2026-09-28: 29.11%2026-09-29: 30.01%2026-09-30: 29.32%2026-10-01: 30.16%2026-10-02: 29.74%2026-10-05: 30.42%2026-10-06: 30.90%2026-10-07: 32.36%2026-10-08: 32.54%2026-10-09: 31.87%2026-10-12: 33.62%2026-10-13: 34.76%2026-10-14: 37.33%2026-10-15: 42.16%2026-10-16: 26.80%2026-10-19: 27.01%2026-10-20: 25.68%2026-10-21: 25.71%2026-10-22: 25.87%2026-10-23: 25.95%2026-10-26: 25.83%2026-10-27: 25.47%2026-10-28: 25.26%2026-10-29: 24.98%2026-10-30: 26.06%Aug 5Sep 22Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
25.81%
26.59%
26.45%
26.58%
26.19%
25.94%
23.65%
22.91%
23.86%
25.24%
26.08%
26.04%
26.16%
25.73%
25.26%
25.60%
25.87%
25.20%
25.20%
25.46%
27.18%
26.57%
25.81%
28.26%
30.10%
32.35%
27.98%
28.42%
28.96%
28.34%
29.26%
27.78%
29.11%
30.01%
29.32%
30.16%
29.74%
30.42%
30.90%
32.36%
32.54%
31.87%
33.62%
34.76%
37.33%
42.16%
26.80%
27.01%
25.68%
25.71%
25.87%
25.95%
25.83%
25.47%
25.26%
24.98%
26.06%