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Axis Capital Holders Limited AXS

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-11-11T13:52:49.656Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.002834609Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:52:45.446128+00:00

Share price$107.96
1D+0.3%
AH$106.14$106.74$107.35$107.95$108.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAXS
Sold putSold callAH

Axis Capital Holders Limited options

Live interpolated AXS call and put midpoint premiums by absolute delta.Axis Capital Holders Limited$0.91$2.33$3.75$5.17$6.59$99.01$103.65$108.29$112.93$117.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AXS spot · $107.96AXS PRICE$1.35$1.37$1.06$1.47$1.88$2.29$2.70$3.11$3.52$3.93$4.90$6.18$1.55$1.91$1.97$2.04$2.11$2.18$2.25$2.32$2.39$2.47$2.54$4.08$5.90
PutsFair1.04×
Calls——
Skew——
Implied moveBalanced±$4.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.2874.2%12.7%98.9669.8%9.8%
25Δ115.3256.1%8.1%100.5971.5%8.6%
30Δ102.9759.9%6.5%
35Δ109.8626.3%2.7%105.1049.4%4.5%
40Δ109.2027.2%2.5%105.7945.3%4.0%
45Δ108.5428.2%2.3%106.4741.2%3.4%
50Δ107.8829.1%2.0%107.1537.1%2.8%
55Δ107.2230.1%1.8%107.8433.0%2.3%
60Δ106.5631.0%1.6%108.5228.9%1.7%
65Δ105.9032.0%1.3%109.2124.8%1.1%
70Δ105.2432.9%1.1%109.8920.7%0.6%
75Δ104.0634.9%0.9%111.5625.8%0.4%
80Δ102.5937.3%0.8%113.4132.5%0.4%

20Δ

Calls
Pseudo strike
120.28
IV
74.2%
B/E move
12.7%
Puts
Pseudo strike
98.96
IV
69.8%
B/E move
9.8%

25Δ

Calls
Pseudo strike
115.32
IV
56.1%
B/E move
8.1%
Puts
Pseudo strike
100.59
IV
71.5%
B/E move
8.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
102.97
IV
59.9%
B/E move
6.5%

35Δ

Calls
Pseudo strike
109.86
IV
26.3%
B/E move
2.7%
Puts
Pseudo strike
105.10
IV
49.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
109.20
IV
27.2%
B/E move
2.5%
Puts
Pseudo strike
105.79
IV
45.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
108.54
IV
28.2%
B/E move
2.3%
Puts
Pseudo strike
106.47
IV
41.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
107.88
IV
29.1%
B/E move
2.0%
Puts
Pseudo strike
107.15
IV
37.1%
B/E move
2.8%

55Δ

Calls
Pseudo strike
107.22
IV
30.1%
B/E move
1.8%
Puts
Pseudo strike
107.84
IV
33.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
106.56
IV
31.0%
B/E move
1.6%
Puts
Pseudo strike
108.52
IV
28.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
105.90
IV
32.0%
B/E move
1.3%
Puts
Pseudo strike
109.21
IV
24.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
105.24
IV
32.9%
B/E move
1.1%
Puts
Pseudo strike
109.89
IV
20.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
104.06
IV
34.9%
B/E move
0.9%
Puts
Pseudo strike
111.56
IV
25.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
102.59
IV
37.3%
B/E move
0.8%
Puts
Pseudo strike
113.41
IV
32.5%
B/E move
0.4%

Options history

IV · four-Friday blend23.06%
Daily close
AXS21.3%34.0%46.7%2026-08-14: 26.35%2026-08-17: 30.15%2026-08-19: 34.73%2026-08-20: 44.91%2026-08-21: 23.95%2026-08-24: 23.80%2026-08-25: 23.81%2026-08-26: 23.60%2026-08-27: 23.23%2026-08-28: 23.45%2026-08-31: 23.44%2026-09-01: 23.90%2026-09-02: 23.99%2026-09-03: 23.91%2026-09-04: 23.80%2026-09-08: 25.73%2026-09-10: 27.56%2026-09-14: 26.69%2026-09-15: 31.58%2026-09-17: 33.40%2026-09-18: 25.23%2026-09-21: 25.52%2026-09-22: 24.74%2026-09-23: 24.99%2026-09-24: 26.11%2026-09-25: 26.00%2026-09-28: 26.91%2026-09-29: 25.57%2026-09-30: 26.23%2026-10-01: 27.15%2026-10-02: 26.44%2026-10-06: 25.77%2026-10-16: 25.36%2026-10-19: 25.19%2026-10-20: 25.61%2026-10-21: 26.04%2026-10-22: 24.79%2026-10-23: 25.74%2026-10-26: 25.70%2026-10-27: 26.13%2026-10-28: 26.38%2026-10-29: 24.68%2026-10-30: 23.06%Aug 14Sep 21Oct 30
43 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
26.35%
30.15%
34.73%
44.91%
23.95%
23.80%
23.81%
23.60%
23.23%
23.45%
23.44%
23.90%
23.99%
23.91%
23.80%
25.73%
27.56%
26.69%
31.58%
33.40%
25.23%
25.52%
24.74%
24.99%
26.11%
26.00%
26.91%
25.57%
26.23%
27.15%
26.44%
25.77%
25.36%
25.19%
25.61%
26.04%
24.79%
25.74%
25.70%
26.13%
26.38%
24.68%
23.06%