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Cboe Global Markets Inc CBOE

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
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Market dataready · fetched 2026-10-15T21:09:55.753Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:01.543426134Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:09:53.028446+00:00

Share price$308.09
1D+2.2%
AH$303$305$307$309$3115:30 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$0.85$2.64$4.42$6.21$7.99$297.77$303.03$308.30$313.56$318.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $308.09OPTION PRICELive CBOE spot · $308.09CBOE PRICE$1.15$1.32$1.65$1.98$2.31$2.65$2.99$3.47$4.45$5.36$5.81$6.26$7.48$1.05$1.42$1.75$2.06$2.54$3.02$3.44$3.84$4.35$5.36$6.25$6.82$7.39
PutsExpensive2.42×
CallsCheap0.94×
SkewBearish+0.43 pp
Implied moveBearish±$6.43
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ318.0868.7%3.6%300.6356.5%2.8%
25Δ314.3855.3%2.5%302.0257.7%2.4%
30Δ312.9254.5%2.1%303.4656.2%2.1%
35Δ311.6152.9%1.8%304.9353.4%1.7%
40Δ310.3551.0%1.5%306.0553.6%1.5%
45Δ309.2849.0%1.2%307.1554.0%1.3%
50Δ308.2747.1%1.0%308.1952.5%1.1%
55Δ307.2346.6%0.8%309.2050.2%0.9%
60Δ306.0451.1%0.8%310.2648.9%0.7%
65Δ304.8854.6%0.7%311.5551.7%0.6%
70Δ303.9951.2%0.6%312.7553.0%0.5%
75Δ303.0947.9%0.4%313.7049.9%0.4%
80Δ301.5449.3%0.3%314.6646.9%0.3%

20Δ

Calls
Pseudo strike
318.08
IV
68.7%
B/E move
3.6%
Puts
Pseudo strike
300.63
IV
56.5%
B/E move
2.8%

25Δ

Calls
Pseudo strike
314.38
IV
55.3%
B/E move
2.5%
Puts
Pseudo strike
302.02
IV
57.7%
B/E move
2.4%

30Δ

Calls
Pseudo strike
312.92
IV
54.5%
B/E move
2.1%
Puts
Pseudo strike
303.46
IV
56.2%
B/E move
2.1%

35Δ

Calls
Pseudo strike
311.61
IV
52.9%
B/E move
1.8%
Puts
Pseudo strike
304.93
IV
53.4%
B/E move
1.7%

40Δ

Calls
Pseudo strike
310.35
IV
51.0%
B/E move
1.5%
Puts
Pseudo strike
306.05
IV
53.6%
B/E move
1.5%

45Δ

Calls
Pseudo strike
309.28
IV
49.0%
B/E move
1.2%
Puts
Pseudo strike
307.15
IV
54.0%
B/E move
1.3%

50Δ

Calls
Pseudo strike
308.27
IV
47.1%
B/E move
1.0%
Puts
Pseudo strike
308.19
IV
52.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
307.23
IV
46.6%
B/E move
0.8%
Puts
Pseudo strike
309.20
IV
50.2%
B/E move
0.9%

60Δ

Calls
Pseudo strike
306.04
IV
51.1%
B/E move
0.8%
Puts
Pseudo strike
310.26
IV
48.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
304.88
IV
54.6%
B/E move
0.7%
Puts
Pseudo strike
311.55
IV
51.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
303.99
IV
51.2%
B/E move
0.6%
Puts
Pseudo strike
312.75
IV
53.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
303.09
IV
47.9%
B/E move
0.4%
Puts
Pseudo strike
313.70
IV
49.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
301.54
IV
49.3%
B/E move
0.3%
Puts
Pseudo strike
314.66
IV
46.9%
B/E move
0.3%