IntraAlpha
Create free account Start free

Edwards Lifesciences Corp EW

i

Market dataready · fetched 2026-11-12T15:26:34.735Z

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: 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 · 2026-11-12T15:26:31.223610282Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:26:34.207067+00:00

Share price$105.14
1D-0.9%
$104.97$105.40$105.82$106.24$106.675:30 AM6:30 AM9:00 AM1:00 PMEW
Sold putSold call

Edwards Lifesciences Corp options

Live interpolated EW call and put midpoint premiums by absolute delta.Edwards Lifesciences Corp$0.43$1.65$2.87$4.09$5.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEW PRICE$0.58$0.79$1.00$1.21$1.41$1.62$1.83$2.19$2.74$3.30$3.85$4.40$4.96$0.56$0.73$0.89$1.06$1.22$1.39
Puts——
CallsCheap0.45×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.8624.8%4.1%100.9630.7%4.5%
25Δ108.2725.5%3.7%101.7129.7%3.9%
30Δ107.6826.2%3.4%102.4628.6%3.4%
35Δ107.0927.0%3.0%103.2127.6%2.8%
40Δ106.5127.7%2.7%103.9626.6%2.3%
45Δ105.9228.4%2.3%104.7125.6%1.7%
50Δ105.3329.2%1.9%
55Δ104.6729.8%1.6%
60Δ103.9130.3%1.4%
65Δ103.1630.8%1.3%
70Δ102.4031.3%1.1%
75Δ101.6431.8%0.9%
80Δ100.8832.3%0.7%

20Δ

Calls
Pseudo strike
108.86
IV
24.8%
B/E move
4.1%
Puts
Pseudo strike
100.96
IV
30.7%
B/E move
4.5%

25Δ

Calls
Pseudo strike
108.27
IV
25.5%
B/E move
3.7%
Puts
Pseudo strike
101.71
IV
29.7%
B/E move
3.9%

30Δ

Calls
Pseudo strike
107.68
IV
26.2%
B/E move
3.4%
Puts
Pseudo strike
102.46
IV
28.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
107.09
IV
27.0%
B/E move
3.0%
Puts
Pseudo strike
103.21
IV
27.6%
B/E move
2.8%

40Δ

Calls
Pseudo strike
106.51
IV
27.7%
B/E move
2.7%
Puts
Pseudo strike
103.96
IV
26.6%
B/E move
2.3%

45Δ

Calls
Pseudo strike
105.92
IV
28.4%
B/E move
2.3%
Puts
Pseudo strike
104.71
IV
25.6%
B/E move
1.7%

50Δ

Calls
Pseudo strike
105.33
IV
29.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
104.67
IV
29.8%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
103.91
IV
30.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
103.16
IV
30.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
102.40
IV
31.3%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
101.64
IV
31.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
100.88
IV
32.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.14%
Daily close
EW24.6%33.9%43.1%2026-08-14: 28.13%2026-08-17: 31.26%2026-08-18: 27.13%2026-08-19: 29.23%2026-08-20: 31.32%2026-08-21: 27.75%2026-08-24: 28.54%2026-08-25: 28.08%2026-08-26: 26.73%2026-08-27: 26.61%2026-08-28: 26.81%2026-08-31: 27.27%2026-09-01: 26.83%2026-09-02: 26.74%2026-09-03: 26.06%2026-09-04: 25.92%2026-09-08: 28.61%2026-09-09: 27.73%2026-09-10: 28.52%2026-09-11: 29.37%2026-09-14: 28.87%2026-09-15: 30.72%2026-09-16: 35.27%2026-09-17: 33.71%2026-09-18: 28.85%2026-09-21: 31.13%2026-09-22: 30.12%2026-09-23: 30.36%2026-09-24: 32.54%2026-09-25: 31.39%2026-09-28: 30.71%2026-09-29: 31.17%2026-09-30: 31.20%2026-10-01: 31.89%2026-10-02: 30.67%2026-10-05: 30.24%2026-10-06: 31.61%2026-10-07: 32.08%2026-10-08: 31.32%2026-10-09: 32.21%2026-10-12: 33.89%2026-10-13: 33.55%2026-10-14: 35.35%2026-10-15: 40.13%2026-10-16: 35.16%2026-10-19: 35.03%2026-10-20: 36.01%2026-10-21: 36.18%2026-10-22: 37.09%2026-10-23: 35.74%2026-10-26: 36.78%2026-10-27: 36.88%2026-10-28: 35.50%2026-10-29: 41.80%2026-10-30: 40.14%Aug 14Sep 23Oct 30
55 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
28.13%
31.26%
27.13%
29.23%
31.32%
27.75%
28.54%
28.08%
26.73%
26.61%
26.81%
27.27%
26.83%
26.74%
26.06%
25.92%
28.61%
27.73%
28.52%
29.37%
28.87%
30.72%
35.27%
33.71%
28.85%
31.13%
30.12%
30.36%
32.54%
31.39%
30.71%
31.17%
31.20%
31.89%
30.67%
30.24%
31.61%
32.08%
31.32%
32.21%
33.89%
33.55%
35.35%
40.13%
35.16%
35.03%
36.01%
36.18%
37.09%
35.74%
36.78%
36.88%
35.50%
41.80%
40.14%