IntraAlpha
Create free account Start free

Cboe Global Markets Inc CBOE

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
i

Market dataready · fetched 2026-10-15T23:45:28.848Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:13:41.938857862Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:45:26.300185+00:00

Share price$309.17
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$2.76$14.40$26.04$37.68$49.31$238.47$273.42$308.38$343.33$378.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBOE spot · $309.17CBOE PRICE$4.02$5.29$6.78$8.35$10.04$11.90$13.92$16.20$18.83$21.67$24.94$28.85$33.76$4.95$6.55$8.32$10.31$12.48$14.80$17.52$20.52$24.29$28.47$33.34$38.82$45.96
PutsCheap0.86×
CallsCheap0.68×
SkewBearish+3.26 pp
Implied moveBearish±$31.44
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ346.9839.1%13.5%279.6842.8%11.1%
25Δ339.4338.7%11.5%286.2042.1%9.5%
30Δ333.4838.8%10.1%292.2141.6%8.2%
35Δ327.8138.8%8.7%297.5941.6%7.1%
40Δ322.5338.6%7.6%302.8141.5%6.1%
45Δ317.5038.5%6.5%307.9141.3%5.2%
50Δ312.6938.5%5.6%313.0541.3%4.4%
55Δ307.9038.5%4.8%318.2241.4%3.7%
60Δ303.1338.8%4.1%323.8942.0%3.1%
65Δ298.2438.9%3.5%329.8242.7%2.5%
70Δ293.1439.0%2.9%336.3643.0%2.0%
75Δ287.5439.4%2.3%343.4543.2%1.5%
80Δ281.1540.3%1.9%352.0343.9%1.0%

20Δ

Calls
Pseudo strike
346.98
IV
39.1%
B/E move
13.5%
Puts
Pseudo strike
279.68
IV
42.8%
B/E move
11.1%

25Δ

Calls
Pseudo strike
339.43
IV
38.7%
B/E move
11.5%
Puts
Pseudo strike
286.20
IV
42.1%
B/E move
9.5%

30Δ

Calls
Pseudo strike
333.48
IV
38.8%
B/E move
10.1%
Puts
Pseudo strike
292.21
IV
41.6%
B/E move
8.2%

35Δ

Calls
Pseudo strike
327.81
IV
38.8%
B/E move
8.7%
Puts
Pseudo strike
297.59
IV
41.6%
B/E move
7.1%

40Δ

Calls
Pseudo strike
322.53
IV
38.6%
B/E move
7.6%
Puts
Pseudo strike
302.81
IV
41.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
317.50
IV
38.5%
B/E move
6.5%
Puts
Pseudo strike
307.91
IV
41.3%
B/E move
5.2%

50Δ

Calls
Pseudo strike
312.69
IV
38.5%
B/E move
5.6%
Puts
Pseudo strike
313.05
IV
41.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
307.90
IV
38.5%
B/E move
4.8%
Puts
Pseudo strike
318.22
IV
41.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
303.13
IV
38.8%
B/E move
4.1%
Puts
Pseudo strike
323.89
IV
42.0%
B/E move
3.1%

65Δ

Calls
Pseudo strike
298.24
IV
38.9%
B/E move
3.5%
Puts
Pseudo strike
329.82
IV
42.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
293.14
IV
39.0%
B/E move
2.9%
Puts
Pseudo strike
336.36
IV
43.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
287.54
IV
39.4%
B/E move
2.3%
Puts
Pseudo strike
343.45
IV
43.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
281.15
IV
40.3%
B/E move
1.9%
Puts
Pseudo strike
352.03
IV
43.9%
B/E move
1.0%