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Cboe Global Markets Inc CBOE

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
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Market dataready · fetched 2026-10-16T22:44:02.285Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:01.527648931Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:44:01.712373+00:00

Share price$314.98
1D+1.3%
AH$308$310$312$314$3165:30 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$1.43$6.01$10.60$15.19$19.78$285.59$299.28$312.96$326.64$340.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBOE spot · $314.98CBOE PRICE$1.92$2.51$3.09$3.82$4.59$5.53$6.42$7.58$8.73$10.00$11.81$13.54$15.72$1.97$2.58$3.29$4.02$4.69$5.61$6.78$8.05$9.72$10.71$12.52$14.45$18.45
PutsExpensive1.11×
CallsCheap0.84×
SkewBullish-0.32 pp
Implied moveBearish±$13.20
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ331.0740.5%5.7%301.4739.4%4.9%
25Δ327.5939.6%4.8%304.4838.5%4.2%
30Δ324.5438.2%4.0%306.9638.4%3.6%
35Δ322.1638.2%3.5%309.3038.0%3.1%
40Δ319.9038.1%3.0%311.5636.6%2.6%
45Δ317.7838.5%2.6%313.6436.6%2.2%
50Δ315.6738.1%2.3%315.6537.6%1.9%
55Δ313.5338.5%1.9%317.7838.3%1.7%
60Δ311.4438.5%1.6%320.1339.8%1.4%
65Δ309.2538.2%1.4%322.1238.0%1.1%
70Δ306.7739.4%1.1%324.6338.5%0.9%
75Δ304.3039.2%0.9%327.2338.5%0.7%
80Δ301.4639.5%0.7%331.6941.9%0.6%

20Δ

Calls
Pseudo strike
331.07
IV
40.5%
B/E move
5.7%
Puts
Pseudo strike
301.47
IV
39.4%
B/E move
4.9%

25Δ

Calls
Pseudo strike
327.59
IV
39.6%
B/E move
4.8%
Puts
Pseudo strike
304.48
IV
38.5%
B/E move
4.2%

30Δ

Calls
Pseudo strike
324.54
IV
38.2%
B/E move
4.0%
Puts
Pseudo strike
306.96
IV
38.4%
B/E move
3.6%

35Δ

Calls
Pseudo strike
322.16
IV
38.2%
B/E move
3.5%
Puts
Pseudo strike
309.30
IV
38.0%
B/E move
3.1%

40Δ

Calls
Pseudo strike
319.90
IV
38.1%
B/E move
3.0%
Puts
Pseudo strike
311.56
IV
36.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
317.78
IV
38.5%
B/E move
2.6%
Puts
Pseudo strike
313.64
IV
36.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
315.67
IV
38.1%
B/E move
2.3%
Puts
Pseudo strike
315.65
IV
37.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
313.53
IV
38.5%
B/E move
1.9%
Puts
Pseudo strike
317.78
IV
38.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
311.44
IV
38.5%
B/E move
1.6%
Puts
Pseudo strike
320.13
IV
39.8%
B/E move
1.4%

65Δ

Calls
Pseudo strike
309.25
IV
38.2%
B/E move
1.4%
Puts
Pseudo strike
322.12
IV
38.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
306.77
IV
39.4%
B/E move
1.1%
Puts
Pseudo strike
324.63
IV
38.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
304.30
IV
39.2%
B/E move
0.9%
Puts
Pseudo strike
327.23
IV
38.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
301.46
IV
39.5%
B/E move
0.7%
Puts
Pseudo strike
331.69
IV
41.9%
B/E move
0.6%