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First Horizon Corporation FHN

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T07:05:10.146Z

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 · 2026-11-04T00:00:00.002516025Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T07:05:08.911733+00:00

Share price$23.35
1D-0.9%
AH$23.29$23.41$23.53$23.65$23.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFHN
Sold putSold callAH

First Horizon Corporation options

Live interpolated FHN call and put midpoint premiums by absolute delta.First Horizon Corporation$0.12$0.46$0.81$1.15$1.50$21.75$22.58$23.40$24.23$25.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FHN spot · $23.35FHN PRICE$0.15$0.20$0.25$0.30$0.39$0.47$0.55$0.63$0.71$0.84$1.03$1.21$1.40$0.17$0.22$0.27$0.33$0.39$0.46$0.54$0.61$0.69$0.76$0.85$1.03$1.22
PutsExpensive1.40×
CallsExpensive1.13×
SkewBullish-2.17 pp
Implied moveBalanced±$1.09
TiltBullish3.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.6928.2%6.4%22.2029.5%5.7%
25Δ24.4327.6%5.5%22.4328.7%4.9%
30Δ24.1726.9%4.5%22.6628.0%4.1%
35Δ23.9426.6%3.8%22.9027.3%3.3%
40Δ23.7726.8%3.4%23.0926.7%2.8%
45Δ23.6027.0%3.1%23.2426.1%2.5%
50Δ23.4327.1%2.7%23.4025.5%2.1%
55Δ23.2627.3%2.3%23.5524.9%1.8%
60Δ23.0927.5%1.9%23.7124.3%1.4%
65Δ22.8828.0%1.6%23.8623.7%1.1%
70Δ22.6428.8%1.4%24.0323.1%0.7%
75Δ22.4129.7%1.1%24.2523.1%0.6%
80Δ22.1730.5%0.9%24.4823.0%0.4%

20Δ

Calls
Pseudo strike
24.69
IV
28.2%
B/E move
6.4%
Puts
Pseudo strike
22.20
IV
29.5%
B/E move
5.7%

25Δ

Calls
Pseudo strike
24.43
IV
27.6%
B/E move
5.5%
Puts
Pseudo strike
22.43
IV
28.7%
B/E move
4.9%

30Δ

Calls
Pseudo strike
24.17
IV
26.9%
B/E move
4.5%
Puts
Pseudo strike
22.66
IV
28.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
23.94
IV
26.6%
B/E move
3.8%
Puts
Pseudo strike
22.90
IV
27.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
23.77
IV
26.8%
B/E move
3.4%
Puts
Pseudo strike
23.09
IV
26.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
23.60
IV
27.0%
B/E move
3.1%
Puts
Pseudo strike
23.24
IV
26.1%
B/E move
2.5%

50Δ

Calls
Pseudo strike
23.43
IV
27.1%
B/E move
2.7%
Puts
Pseudo strike
23.40
IV
25.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
23.26
IV
27.3%
B/E move
2.3%
Puts
Pseudo strike
23.55
IV
24.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
23.09
IV
27.5%
B/E move
1.9%
Puts
Pseudo strike
23.71
IV
24.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
22.88
IV
28.0%
B/E move
1.6%
Puts
Pseudo strike
23.86
IV
23.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
22.64
IV
28.8%
B/E move
1.4%
Puts
Pseudo strike
24.03
IV
23.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
22.41
IV
29.7%
B/E move
1.1%
Puts
Pseudo strike
24.25
IV
23.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
22.17
IV
30.5%
B/E move
0.9%
Puts
Pseudo strike
24.48
IV
23.0%
B/E move
0.4%

Options history

IV · four-Friday blend24.74%
Daily EOD
FHN23.4%24.4%25.4%2026-10-19: 25.29%2026-10-20: 24.79%2026-10-21: 24.32%2026-10-22: 24.98%2026-10-23: 24.47%2026-10-26: 24.68%2026-10-27: 24.30%2026-10-28: 24.39%2026-10-29: 23.52%2026-10-30: 24.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.29%
24.79%
24.32%
24.98%
24.47%
24.68%
24.30%
24.39%
23.52%
24.74%