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MFA Financial, Inc MFA

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Market datapartial · fetched 2026-11-04T09:28:38.417Z

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 · 2026-11-04T00:00:00.001997209Z

FundamentalsAlpha Vantage · unavailable

Share price$6.64
1D-2.1%
AH$6.57$6.62$6.68$6.74$6.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMFA
Sold putSold callAH

MFA Financial, Inc options

Live interpolated MFA call and put midpoint premiums by absolute delta.MFA Financial, Inc$0.06$0.21$0.37$0.53$0.68$5.92$6.29$6.66$7.03$7.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive MFA spot · $6.64MFA PRICE$0.07$0.12$0.17$0.22$0.27$0.33$0.38$0.43$0.48$0.53$0.59$0.64$0.26$0.27$0.29$0.30$0.32$0.33$0.35$0.36$0.38$0.39
Puts——
Calls——
Skew——
Implied moveBalanced±$0.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ7.0536.8%7.3%
30Δ6.9336.6%6.2%6.0692.0%12.7%
35Δ6.8537.6%5.7%6.1685.6%11.4%
40Δ6.7738.6%5.2%6.2579.2%10.2%
45Δ6.6839.6%4.8%6.3572.8%8.9%
50Δ6.6040.6%4.3%6.4566.3%7.6%
55Δ6.5241.6%3.8%6.5559.9%6.4%
60Δ6.4342.6%3.3%6.6553.5%5.1%
65Δ6.3543.6%2.9%6.7547.1%3.9%
70Δ6.2744.6%2.4%6.8440.6%2.6%
75Δ6.1845.6%1.9%6.9434.2%1.3%
80Δ6.1046.6%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.05
IV
36.8%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.93
IV
36.6%
B/E move
6.2%
Puts
Pseudo strike
6.06
IV
92.0%
B/E move
12.7%

35Δ

Calls
Pseudo strike
6.85
IV
37.6%
B/E move
5.7%
Puts
Pseudo strike
6.16
IV
85.6%
B/E move
11.4%

40Δ

Calls
Pseudo strike
6.77
IV
38.6%
B/E move
5.2%
Puts
Pseudo strike
6.25
IV
79.2%
B/E move
10.2%

45Δ

Calls
Pseudo strike
6.68
IV
39.6%
B/E move
4.8%
Puts
Pseudo strike
6.35
IV
72.8%
B/E move
8.9%

50Δ

Calls
Pseudo strike
6.60
IV
40.6%
B/E move
4.3%
Puts
Pseudo strike
6.45
IV
66.3%
B/E move
7.6%

55Δ

Calls
Pseudo strike
6.52
IV
41.6%
B/E move
3.8%
Puts
Pseudo strike
6.55
IV
59.9%
B/E move
6.4%

60Δ

Calls
Pseudo strike
6.43
IV
42.6%
B/E move
3.3%
Puts
Pseudo strike
6.65
IV
53.5%
B/E move
5.1%

65Δ

Calls
Pseudo strike
6.35
IV
43.6%
B/E move
2.9%
Puts
Pseudo strike
6.75
IV
47.1%
B/E move
3.9%

70Δ

Calls
Pseudo strike
6.27
IV
44.6%
B/E move
2.4%
Puts
Pseudo strike
6.84
IV
40.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
6.18
IV
45.6%
B/E move
1.9%
Puts
Pseudo strike
6.94
IV
34.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
6.10
IV
46.6%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations