Cullen/Frost Bankers Inc. (CFR) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Cullen/Frost Bankers Inc.

NYSE: CFR · Real-Time Price · USD
128.92
0.75 (0.59%)
At close: Sep 26, 2025, 3:59 PM
128.88
-0.03%
After-hours: Sep 26, 2025, 05:52 PM EDT

Cullen/Frost Bankers Greeks

Delta, Gamma, Theta, and Vega Greek Charts for CFR options.

Delta Table

Strike Price Delta Gamma Theta Vega
60.00 0.9467 0.0021 -0.1283 0.0425
65.00 0.9370 0.0027 -0.1357 0.0488
70.00 0.9227 0.0034 -0.1503 0.0577
75.00 0.9128 0.0042 -0.1496 0.0640
80.00 0.8795 0.0057 -0.1839 0.0835
85.00 0.8660 0.0070 -0.1784 0.0907
90.00 0.8621 0.0083 -0.1574 0.0924
95.00 0.8283 0.0109 -0.1683 0.1095
100.00 0.8092 0.0139 -0.1549 0.1185
105.00 0.7771 0.0185 -0.1466 0.1326
110.00 0.7668 0.0247 -0.119 0.1351
115.00 0.6267 0.0379 -0.1428 0.1874
120.00 0.4727 0.0594 -0.1349 0.2278
125.00 0.1508 0.0957 -0.1215 0.2738
130.00 -0.3933 0.1004 -0.0869 0.2404
135.00 -0.8494 0.0295 -0.0207 0.0817
140.00 -0.9413 0.0144 -0.003 0.0409
145.00 -0.9131 0.0128 -0.0207 0.0553
150.00 -0.8742 0.0116 -0.0516 0.0723
155.00 -0.8838 0.0096 -0.0559 0.0683
160.00 -0.888 0.0083 -0.0622 0.0666
165.00 -0.8997 0.0072 -0.0608 0.0615
170.00 -0.9054 0.0064 -0.0627 0.0589
175.00 -0.9131 0.0056 -0.0616 0.0553
180.00 -0.9144 0.0052 -0.066 0.0547
185.00 -0.9179 0.0048 -0.0674 0.0530
190.00 -0.921 0.0044 -0.0686 0.0515
195.00 -0.9393 0.0037 -0.0501 0.0420
200.00 -0.9262 0.0038 -0.0707 0.0489