CFR · Iron Condor Setups
Cullen/Frost Bankers Inc.
Iron condor opportunities for CFR based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
CFR IV rank history
30 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for CFR
Score
1.65
Breach Rate
42.1%
248 of 589 observations
Avg Straddle
$8.18
5.9% of price
IV Rank
32%
IV Premium
1.14x
IV ÷ Realized Vol
Beta vs SPY
0.30
P/C Vol
1.84
Current Price
$159.12
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. CFR is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
CFR IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261109 | 32% |
| 20261106 | 39% |
| 20261105 | 58% |
| 20261104 | 33% |
| 20261103 | 37% |
| 20261102 | 36% |
| 20261030 | 53% |
| 20261029 | 41% |
| 20261028 | 74% |
| 20261027 | 81% |
| 20261026 | 84% |
| 20261023 | 81% |
| 20261022 | 89% |
| 20261021 | 91% |
| 20261020 | 75% |
| 20261019 | 86% |
| 20261016 | 65% |
| 20261015 | 67% |
| 20261014 | 70% |
| 20261013 | 75% |
| 20261012 | 59% |
| 20261009 | 71% |
| 20261008 | 60% |
| 20261007 | 62% |
| 20261006 | 61% |
| 20261005 | 54% |
| 20261002 | 53% |
| 20261001 | 61% |
| 20260930 | 38% |
| 20260929 | 67% |
More on CFR
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.