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Cboe Global Markets, Inc. CBOE

i

Market dataready · fetched 2026-11-07T02:31:40.451Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T01:00:01.496407494Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:31:40.016679+00:00

Share price$353.27
1D+3.3%
AH$336$342$347$353$3595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBOE
Sold putSold callAH

Cboe Global Markets, Inc. options

Live interpolated CBOE call and put midpoint premiums by absolute delta.Cboe Global Markets, Inc.$1.42$5.81$10.21$14.61$19.00$317.77$337.54$357.31$377.08$396.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBOE spot · $353.27CBOE PRICE$1.89$2.60$3.35$4.19$5.11$6.16$7.29$8.49$9.98$11.44$12.63$14.78$17.25$2.26$2.80$3.66$4.64$5.58$6.75$7.74$8.88$10.32$11.77$13.38$15.47$17.74
PutsCheap0.67×
CallsCheap0.50×
SkewBearish+0.25 pp
Implied moveBearish±$15.03
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ368.5734.6%4.9%337.8040.4%5.0%
25Δ366.1236.0%4.4%341.8137.4%4.0%
30Δ363.6236.9%3.9%344.3638.1%3.6%
35Δ361.1337.3%3.4%346.7539.0%3.2%
40Δ358.7337.6%3.0%349.2538.7%2.7%
45Δ356.3838.2%2.6%351.6639.2%2.4%
50Δ354.0438.5%2.3%354.0038.3%2.0%
55Δ351.6638.5%1.9%356.3537.6%1.6%
60Δ349.2039.2%1.7%358.7437.7%1.4%
65Δ346.7639.1%1.4%361.1237.3%1.1%
70Δ344.4937.5%1.1%363.5836.7%0.9%
75Δ341.6138.1%0.9%366.3936.6%0.7%
80Δ338.4438.6%0.7%369.3336.3%0.5%

20Δ

Calls
Pseudo strike
368.57
IV
34.6%
B/E move
4.9%
Puts
Pseudo strike
337.80
IV
40.4%
B/E move
5.0%

25Δ

Calls
Pseudo strike
366.12
IV
36.0%
B/E move
4.4%
Puts
Pseudo strike
341.81
IV
37.4%
B/E move
4.0%

30Δ

Calls
Pseudo strike
363.62
IV
36.9%
B/E move
3.9%
Puts
Pseudo strike
344.36
IV
38.1%
B/E move
3.6%

35Δ

Calls
Pseudo strike
361.13
IV
37.3%
B/E move
3.4%
Puts
Pseudo strike
346.75
IV
39.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
358.73
IV
37.6%
B/E move
3.0%
Puts
Pseudo strike
349.25
IV
38.7%
B/E move
2.7%

45Δ

Calls
Pseudo strike
356.38
IV
38.2%
B/E move
2.6%
Puts
Pseudo strike
351.66
IV
39.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
354.04
IV
38.5%
B/E move
2.3%
Puts
Pseudo strike
354.00
IV
38.3%
B/E move
2.0%

55Δ

Calls
Pseudo strike
351.66
IV
38.5%
B/E move
1.9%
Puts
Pseudo strike
356.35
IV
37.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
349.20
IV
39.2%
B/E move
1.7%
Puts
Pseudo strike
358.74
IV
37.7%
B/E move
1.4%

65Δ

Calls
Pseudo strike
346.76
IV
39.1%
B/E move
1.4%
Puts
Pseudo strike
361.12
IV
37.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
344.49
IV
37.5%
B/E move
1.1%
Puts
Pseudo strike
363.58
IV
36.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
341.61
IV
38.1%
B/E move
0.9%
Puts
Pseudo strike
366.39
IV
36.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
338.44
IV
38.6%
B/E move
0.7%
Puts
Pseudo strike
369.33
IV
36.3%
B/E move
0.5%

Options history

IV · four-Friday blend40.93%
Daily close
CBOE26.7%43.7%60.7%2026-08-10: 36.41%2026-08-11: 37.07%2026-08-12: 36.70%2026-08-13: 34.84%2026-08-14: 31.77%2026-08-17: 34.14%2026-08-18: 35.99%2026-08-19: 43.54%2026-08-20: 42.57%2026-08-21: 34.13%2026-08-24: 35.81%2026-08-25: 34.83%2026-08-26: 34.62%2026-08-27: 35.07%2026-08-28: 29.06%2026-08-31: 34.21%2026-09-01: 33.75%2026-09-02: 35.00%2026-09-03: 38.11%2026-09-04: 33.71%2026-09-08: 38.83%2026-09-09: 37.73%2026-09-10: 39.02%2026-09-11: 38.22%2026-09-14: 39.76%2026-09-15: 42.92%2026-09-16: 42.48%2026-09-17: 35.98%2026-09-18: 33.34%2026-09-21: 36.48%2026-09-22: 35.96%2026-09-23: 36.47%2026-09-24: 37.17%2026-09-25: 35.57%2026-09-28: 39.84%2026-09-29: 42.60%2026-09-30: 43.98%2026-10-01: 41.27%2026-10-02: 38.92%2026-10-05: 45.08%2026-10-06: 42.02%2026-10-07: 39.23%2026-10-08: 43.58%2026-10-09: 39.53%2026-10-12: 45.57%2026-10-13: 46.78%2026-10-14: 49.39%2026-10-15: 45.67%2026-10-16: 41.65%2026-10-19: 42.87%2026-10-20: 42.33%2026-10-21: 43.43%2026-10-22: 42.84%2026-10-23: 41.94%2026-10-26: 45.10%2026-10-27: 47.81%2026-10-28: 51.94%2026-10-29: 58.37%2026-10-30: 40.93%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
36.41%
37.07%
36.70%
34.84%
31.77%
34.14%
35.99%
43.54%
42.57%
34.13%
35.81%
34.83%
34.62%
35.07%
29.06%
34.21%
33.75%
35.00%
38.11%
33.71%
38.83%
37.73%
39.02%
38.22%
39.76%
42.92%
42.48%
35.98%
33.34%
36.48%
35.96%
36.47%
37.17%
35.57%
39.84%
42.60%
43.98%
41.27%
38.92%
45.08%
42.02%
39.23%
43.58%
39.53%
45.57%
46.78%
49.39%
45.67%
41.65%
42.87%
42.33%
43.43%
42.84%
41.94%
45.10%
47.81%
51.94%
58.37%
40.93%