IntraAlpha
Create free account Start free

MFA Financial, Inc MFA

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-06T20:48:30.973Z

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 · 2026-11-06T20:48:28.229157532Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T20:48:30.475988+00:00

Share price$6.23
1D-2.6%
$6.20$6.29$6.37$6.45$6.545:30 AM6:30 AM9:00 AM1:00 PMMFA
Sold putSold call

MFA Financial, Inc options

Live interpolated MFA call and put midpoint premiums by absolute delta.MFA Financial, Inc$0.08$0.73$1.37$2.02$2.67$5.24$5.69$6.14$6.60$7.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MFA spot · $6.22MFA PRICE$0.15$0.17$0.20$0.23$0.25$0.28$0.31$0.33$0.19$0.42$0.65$0.88$1.10$1.33$1.56$1.79$2.02$2.25$2.48
Puts——
Calls——
Skew——
Implied moveBearish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.2466.0%18.7%6.1239.3%4.7%
35Δ7.0863.2%16.5%6.3748.2%4.4%
40Δ6.9260.5%14.3%6.6257.0%4.1%
45Δ6.7657.7%12.2%6.8765.9%3.8%
50Δ6.6054.9%10.0%7.1174.7%3.5%
55Δ6.4352.1%7.9%7.3683.6%3.2%
60Δ6.2749.4%5.7%7.6192.4%2.9%
65Δ6.1146.6%3.5%7.86101.2%2.6%
70Δ8.10110.1%2.3%
75Δ8.35118.9%2.0%
80Δ8.60127.8%1.7%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
7.24
IV
66.0%
B/E move
18.7%
Puts
Pseudo strike
6.12
IV
39.3%
B/E move
4.7%

35Δ

Calls
Pseudo strike
7.08
IV
63.2%
B/E move
16.5%
Puts
Pseudo strike
6.37
IV
48.2%
B/E move
4.4%

40Δ

Calls
Pseudo strike
6.92
IV
60.5%
B/E move
14.3%
Puts
Pseudo strike
6.62
IV
57.0%
B/E move
4.1%

45Δ

Calls
Pseudo strike
6.76
IV
57.7%
B/E move
12.2%
Puts
Pseudo strike
6.87
IV
65.9%
B/E move
3.8%

50Δ

Calls
Pseudo strike
6.60
IV
54.9%
B/E move
10.0%
Puts
Pseudo strike
7.11
IV
74.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
6.43
IV
52.1%
B/E move
7.9%
Puts
Pseudo strike
7.36
IV
83.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
6.27
IV
49.4%
B/E move
5.7%
Puts
Pseudo strike
7.61
IV
92.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
6.11
IV
46.6%
B/E move
3.5%
Puts
Pseudo strike
7.86
IV
101.2%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.10
IV
110.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.35
IV
118.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.60
IV
127.8%
B/E move
1.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations