CFR250417C00110000 Option on CullenFrost Bankers
CFR Stock | USD 143.19 2.83 2.02% |
CFR250417C00110000 is a PUT option contract on CullenFrost Bankers' common stock with a strick price of 110.0 expiring on 2025-04-17. The contract was not traded in recent days and, as of today, has 89 days remaining before the expiration. The option is currently trading at a bid price of $29.9, and an ask price of $34.5. The implied volatility as of the 18th of January 2025 is 89.0.
CullenFrost |
When exercised, put options on CullenFrost Bankers produce a short position in CullenFrost Stock. Because of this protective nature, they are typically used either for hedging purposes or to capitalize on CullenFrost Bankers' downside price movement.
Rule 16 of 2025-04-17 Option Contract
The options market is anticipating that CullenFrost Bankers will have an average daily up or down price movement of about 0.0255% per day over the life of the option. With CullenFrost Bankers trading at USD 143.19, that is roughly USD 0.0366. If you think that the market is fully understating CullenFrost Bankers' daily price movement you should consider buying CullenFrost Bankers options at that current volatility level of 0.41%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
In The Money Call Option on CullenFrost Bankers
An 'In The Money' option is one with a strike price that the current stock price has already surpassed. Some options investors can hedge their CullenFrost Bankers positions using in-the-money options. They may also want to buy options with some intrinsic value, not just time value. However, because in-the-money options on CullenFrost Stock have intrinsic value and are priced higher than out-of-the-money options in the same chain, their volatilities are relatively smaller.
Call Contract Name | CFR250417C00110000 |
Expires On | 2025-04-17 |
Days Before Expriration | 89 |
Delta | 0.900576 |
Vega | 0.117491 |
Gamma | 0.005775 |
Theoretical Value | 32.2 |
Open Interest | 18 |
Strike Price | 110.0 |
Last Traded At | 25.2 |
Current Price Spread | 29.9 | 34.5 |
Rule 16 Daily Up or Down | USD 0.0366 |
CullenFrost short PUT Option Greeks
CullenFrost Bankers' Option Greeks for the contract ending on 2025-04-17 at a strike price of 110.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to CullenFrost Bankers' option greeks, its implied volatility helps estimate the risk of CullenFrost Bankers stock implied by the prices of the options on CullenFrost Bankers' stock.
Delta | 0.900576 | |
Gamma | 0.005775 | |
Theta | -0.028141 | |
Vega | 0.117491 | |
Rho | 0.230102 |
CullenFrost long PUT Option Payoff at expiration
Put options written on CullenFrost Bankers grant holders of the option the right to sell a specified amount of CullenFrost Bankers at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of CullenFrost Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on CullenFrost Bankers is like buying insurance aginst CullenFrost Bankers' downside shift.
Profit |
CullenFrost Bankers Price At Expiration |
CullenFrost short PUT Option Payoff at expiration
By selling CullenFrost Bankers' put option, the investors signal their bearish sentiment. A short position in a put option written on CullenFrost Bankers will generally make money when the underlying price is above the strike price. Therefore CullenFrost Bankers' put payoff at expiration depends on where the CullenFrost Stock price is relative to the put option strike price. The breakeven price of 142.2 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to CullenFrost Bankers' price. Finally, at the strike price of 110.0, the payoff chart is constant and positive.
Profit |
CullenFrost Bankers Price At Expiration |
CullenFrost Bankers Available Call Options
CullenFrost Bankers' option chain is a display of a range of information that helps investors for ways to trade options on CullenFrost. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for CullenFrost. It also shows strike prices and maturity days for a CullenFrost Bankers against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Call | CFR250417C00085000 | 2 | 85.0 | 53.7 - 58.5 | 29.18 | In |
Call | CFR250417C00110000 | 18 | 110.0 | 29.9 - 34.5 | 25.2 | In |
Call | CFR250417C00115000 | 120 | 115.0 | 25.2 - 30.0 | 21.5 | In |
Call | CFR250417C00120000 | 2 | 120.0 | 20.5 - 25.3 | 22.5 | In |
Call | CFR250417C00125000 | 5 | 125.0 | 16.5 - 21.3 | 12.7 | In |
Call | CFR250417C00130000 | 8 | 130.0 | 12.5 - 16.3 | 11.6 | In |
Call | CFR250417C00135000 | 8 | 135.0 | 10.7 - 13.2 | 8.6 | In |
Call | CFR250417C00140000 | 75 | 140.0 | 7.7 - 10.3 | 8.1 | Out |
Call | CFR250417C00145000 | 44 | 145.0 | 5.3 - 6.7 | 3.3 | Out |
Call | CFR250417C00150000 | 68 | 150.0 | 3.9 - 6.5 | 2.36 | Out |
Call | CFR250417C00155000 | 16 | 155.0 | 1.2 - 3.1 | 2.7 | Out |
Call | CFR250417C00160000 | 12 | 160.0 | 0.4 - 4.9 | 1.65 | Out |
Call | CFR250417C00165000 | 3 | 165.0 | 0.0 - 1.45 | 1.5 | Out |
Call | CFR250417C00170000 | 6 | 170.0 | 0.0 - 1.95 | 1.13 | Out |
Call | CFR250417C00175000 | 0 | 175.0 | 0.15 - 2.6 | 0.15 | |
Call | CFR250417C00180000 | 0 | 180.0 | 0.05 - 2.4 | 0.05 | |
Call | CFR250417C00185000 | 0 | 185.0 | 0.0 - 2.3 | 2.3 | |
Call | CFR250417C00190000 | 0 | 190.0 | 0.0 - 0.95 | 0.95 | |
Call | CFR250417C00195000 | 0 | 195.0 | 0.0 - 1.4 | 1.4 |
CullenFrost Bankers Corporate Directors
Samuel Dawson | Independent Director | Profile | |
Cynthia Comparin | Independent Director | Profile | |
David Haemisegger | Independent Director | Profile | |
Ida Steen | Independent Director | Profile |
Additional Tools for CullenFrost Stock Analysis
When running CullenFrost Bankers' price analysis, check to measure CullenFrost Bankers' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy CullenFrost Bankers is operating at the current time. Most of CullenFrost Bankers' value examination focuses on studying past and present price action to predict the probability of CullenFrost Bankers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CullenFrost Bankers' price. Additionally, you may evaluate how the addition of CullenFrost Bankers to your portfolios can decrease your overall portfolio volatility.