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First American Financial Corporation FAF 66.97 -0.66 -0.98%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.377
Put Call Ratio (OI)
2.59
Put Call Ratio (Vol)
4.04
IV Rank
49.7
IV Percentile
72
Max pain
60

Delta exposure (2026-11-11)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
9.0
156.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-43.0
43.0
View values by strike
FAF · Delta exposure · 2026-11-11. Delta-weighted share equivalents.
StrikeCallsPuts
35.00 0 -270
40.00 986 -213
45.00 590 -911
50.00 182 -413
55.00 84.6 -142
60.00 959 -415
65.00 1.91 K -1.54 K
70.00 2.71 K -557
75.00 478 -75
80.00 363 -79.7
85.00 199 0
90.00 472 -17.2 K
100.00 19.1 0