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Amdocs Limited Ordinary Shares DOX

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Market datapartial · fetched 2026-10-22T06:25:45.699Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T22:14:50.155372165Z

FundamentalsAlpha Vantage · unavailable

Share price$61.40
1D-0.0%
AH$60.89$61.23$61.57$61.91$62.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDOX
Sold putSold callAH

Amdocs Limited Ordinary Shares options

Live interpolated DOX call and put midpoint premiums by absolute delta.Amdocs Limited Ordinary Shares$0.67$3.02$5.38$7.74$10.09$52.64$56.89$61.14$65.39$69.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DOX spot · $61.40DOX PRICE$1.07$1.15$1.31$1.50$1.74$1.98$2.23$2.47$2.71$3.09$3.97$4.85$5.73$0.92$1.27$1.61$1.96$2.31$2.68$3.05$3.43$3.80$4.17$4.75$7.07$9.41
PutsExpensive1.28×
CallsFair1.02×
SkewBearish+3.00 pp
Implied moveBearish±$5.28
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.3960.5%19.6%56.3239.2%9.8%
25Δ68.4948.4%13.4%57.2840.4%8.8%
30Δ66.4243.2%10.3%58.2441.6%7.8%
35Δ64.7439.0%7.9%59.1942.7%6.8%
40Δ63.9237.4%6.9%60.1343.5%5.8%
45Δ63.1035.7%6.0%60.9641.9%5.1%
50Δ62.2934.1%5.1%61.7940.3%4.3%
55Δ61.4732.4%4.1%62.6138.8%3.6%
60Δ60.6530.8%3.2%63.4437.2%2.9%
65Δ59.7729.8%2.4%64.2635.7%2.1%
70Δ58.7031.4%2.1%65.2735.1%1.4%
75Δ57.6233.1%1.7%67.6842.8%1.3%
80Δ56.5534.7%1.4%70.1250.2%1.1%

20Δ

Calls
Pseudo strike
72.39
IV
60.5%
B/E move
19.6%
Puts
Pseudo strike
56.32
IV
39.2%
B/E move
9.8%

25Δ

Calls
Pseudo strike
68.49
IV
48.4%
B/E move
13.4%
Puts
Pseudo strike
57.28
IV
40.4%
B/E move
8.8%

30Δ

Calls
Pseudo strike
66.42
IV
43.2%
B/E move
10.3%
Puts
Pseudo strike
58.24
IV
41.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
64.74
IV
39.0%
B/E move
7.9%
Puts
Pseudo strike
59.19
IV
42.7%
B/E move
6.8%

40Δ

Calls
Pseudo strike
63.92
IV
37.4%
B/E move
6.9%
Puts
Pseudo strike
60.13
IV
43.5%
B/E move
5.8%

45Δ

Calls
Pseudo strike
63.10
IV
35.7%
B/E move
6.0%
Puts
Pseudo strike
60.96
IV
41.9%
B/E move
5.1%

50Δ

Calls
Pseudo strike
62.29
IV
34.1%
B/E move
5.1%
Puts
Pseudo strike
61.79
IV
40.3%
B/E move
4.3%

55Δ

Calls
Pseudo strike
61.47
IV
32.4%
B/E move
4.1%
Puts
Pseudo strike
62.61
IV
38.8%
B/E move
3.6%

60Δ

Calls
Pseudo strike
60.65
IV
30.8%
B/E move
3.2%
Puts
Pseudo strike
63.44
IV
37.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
59.77
IV
29.8%
B/E move
2.4%
Puts
Pseudo strike
64.26
IV
35.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
58.70
IV
31.4%
B/E move
2.1%
Puts
Pseudo strike
65.27
IV
35.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
57.62
IV
33.1%
B/E move
1.7%
Puts
Pseudo strike
67.68
IV
42.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
56.55
IV
34.7%
B/E move
1.4%
Puts
Pseudo strike
70.12
IV
50.2%
B/E move
1.1%

Options history

No recorded observations