$TFC Options visualization - Earnings at Monday After Close

TFC Earnings at Monday After Close

• Hard PUT pricing skew
  
• Interpolated DELTA16 is far below the STD1
  
• 4/8 could be act as support
  

08/16 at 27DTE

• IVx is 35
  
• Exp.move ±2.13
  
• Put pricing skew: PUTs are +77%
  
• more expensive at Exp.mv
  

09/20 at 62DTE

• IVx is 29.5
  
• Exp.move ±2.93
  
• Put pricing skew: PUTs are +49%
  
• more expensive at Exp.mv