IntraAlpha
Create free account Start free

AXIS Capital Holdings Ltd AXS

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-10-22T12:27:06.894Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T11:34:13.845504374Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:27:03.803742+00:00

Share price$100.81
1D
Price history unavailable.

AXIS Capital Holdings Ltd options

Live interpolated AXS call and put midpoint premiums by absolute delta.AXIS Capital Holdings Ltd$0.85$3.73$6.61$9.49$12.37$89.16$94.69$100.22$105.76$111.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AXS spot · $100.81AXS PRICE$1.38$1.42$1.46$1.73$2.14$2.54$2.95$3.35$3.93$4.70$5.46$6.22$6.98$1.16$1.43$1.89$2.35$2.82$3.35$4.02$4.68$5.35$6.13$7.82$9.50$11.54
PutsExpensive1.64×
CallsExpensive1.43×
SkewBearish+4.10 pp
Implied moveBearish±$6.96
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.4046.9%14.8%93.1735.8%8.7%
25Δ110.4238.1%10.9%95.6431.0%6.5%
30Δ106.4429.3%7.0%96.8331.4%5.8%
35Δ104.3826.2%5.3%98.0231.8%5.1%
40Δ103.4026.2%4.7%99.2132.2%4.4%
45Δ102.4326.2%4.1%100.3932.4%3.7%
50Δ101.4626.2%3.6%101.5832.3%3.2%
55Δ100.4826.2%3.0%102.7632.2%2.7%
60Δ99.4426.4%2.5%103.9432.1%2.2%
65Δ98.3426.6%2.2%105.2132.3%1.7%
70Δ97.2426.9%1.9%107.1934.5%1.4%
75Δ96.1427.1%1.5%109.1836.7%1.1%
80Δ95.0327.4%1.2%111.5438.1%0.8%

20Δ

Calls
Pseudo strike
114.40
IV
46.9%
B/E move
14.8%
Puts
Pseudo strike
93.17
IV
35.8%
B/E move
8.7%

25Δ

Calls
Pseudo strike
110.42
IV
38.1%
B/E move
10.9%
Puts
Pseudo strike
95.64
IV
31.0%
B/E move
6.5%

30Δ

Calls
Pseudo strike
106.44
IV
29.3%
B/E move
7.0%
Puts
Pseudo strike
96.83
IV
31.4%
B/E move
5.8%

35Δ

Calls
Pseudo strike
104.38
IV
26.2%
B/E move
5.3%
Puts
Pseudo strike
98.02
IV
31.8%
B/E move
5.1%

40Δ

Calls
Pseudo strike
103.40
IV
26.2%
B/E move
4.7%
Puts
Pseudo strike
99.21
IV
32.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
102.43
IV
26.2%
B/E move
4.1%
Puts
Pseudo strike
100.39
IV
32.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
101.46
IV
26.2%
B/E move
3.6%
Puts
Pseudo strike
101.58
IV
32.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
100.48
IV
26.2%
B/E move
3.0%
Puts
Pseudo strike
102.76
IV
32.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
99.44
IV
26.4%
B/E move
2.5%
Puts
Pseudo strike
103.94
IV
32.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
98.34
IV
26.6%
B/E move
2.2%
Puts
Pseudo strike
105.21
IV
32.3%
B/E move
1.7%

70Δ

Calls
Pseudo strike
97.24
IV
26.9%
B/E move
1.9%
Puts
Pseudo strike
107.19
IV
34.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
96.14
IV
27.1%
B/E move
1.5%
Puts
Pseudo strike
109.18
IV
36.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
95.03
IV
27.4%
B/E move
1.2%
Puts
Pseudo strike
111.54
IV
38.1%
B/E move
0.8%

Options history

No recorded observations