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Edwards Lifesciences Corp EW

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Market datapartial · fetched 2026-10-22T16:01:03.718Z

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 · 2026-10-22T16:01:01.48217952Z

FundamentalsAlpha Vantage · unavailable

Share price$89.61
1D+1.1%
$88.46$88.77$89.09$89.40$89.715:30 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$0.68$4.47$8.27$12.06$15.86$75.34$82.14$88.93$95.73$102.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EW spot · $89.61EW PRICE$1.09$1.47$1.88$2.32$2.85$3.39$3.94$4.58$5.27$5.93$6.58$7.30$8.04$1.33$1.79$2.29$2.85$3.41$4.00$4.65$5.42$7.02$8.47$9.12$12.82$14.76
PutsExpensive1.59×
CallsExpensive1.48×
SkewBearish+5.31 pp
Implied moveBearish±$8.59
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.6040.4%12.4%81.5144.2%10.5%
25Δ97.8741.1%10.9%83.2544.2%9.1%
30Δ96.2341.3%9.5%84.8244.5%7.9%
35Δ94.6741.4%8.2%86.3144.3%6.9%
40Δ93.2942.0%7.3%87.7744.0%5.9%
45Δ91.9042.2%6.3%89.1643.1%5.0%
50Δ90.5341.9%5.4%90.5442.5%4.1%
55Δ89.1841.8%4.6%91.9042.4%3.5%
60Δ87.8541.8%3.9%93.8246.5%3.1%
65Δ86.5740.8%3.2%95.6448.8%2.7%
70Δ85.3239.5%2.6%96.9445.7%2.0%
75Δ84.1137.9%2.0%100.8353.9%1.8%
80Δ82.9136.2%1.5%103.2753.1%1.2%

20Δ

Calls
Pseudo strike
99.60
IV
40.4%
B/E move
12.4%
Puts
Pseudo strike
81.51
IV
44.2%
B/E move
10.5%

25Δ

Calls
Pseudo strike
97.87
IV
41.1%
B/E move
10.9%
Puts
Pseudo strike
83.25
IV
44.2%
B/E move
9.1%

30Δ

Calls
Pseudo strike
96.23
IV
41.3%
B/E move
9.5%
Puts
Pseudo strike
84.82
IV
44.5%
B/E move
7.9%

35Δ

Calls
Pseudo strike
94.67
IV
41.4%
B/E move
8.2%
Puts
Pseudo strike
86.31
IV
44.3%
B/E move
6.9%

40Δ

Calls
Pseudo strike
93.29
IV
42.0%
B/E move
7.3%
Puts
Pseudo strike
87.77
IV
44.0%
B/E move
5.9%

45Δ

Calls
Pseudo strike
91.90
IV
42.2%
B/E move
6.3%
Puts
Pseudo strike
89.16
IV
43.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
90.53
IV
41.9%
B/E move
5.4%
Puts
Pseudo strike
90.54
IV
42.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
89.18
IV
41.8%
B/E move
4.6%
Puts
Pseudo strike
91.90
IV
42.4%
B/E move
3.5%

60Δ

Calls
Pseudo strike
87.85
IV
41.8%
B/E move
3.9%
Puts
Pseudo strike
93.82
IV
46.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
86.57
IV
40.8%
B/E move
3.2%
Puts
Pseudo strike
95.64
IV
48.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
85.32
IV
39.5%
B/E move
2.6%
Puts
Pseudo strike
96.94
IV
45.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
84.11
IV
37.9%
B/E move
2.0%
Puts
Pseudo strike
100.83
IV
53.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
82.91
IV
36.2%
B/E move
1.5%
Puts
Pseudo strike
103.27
IV
53.1%
B/E move
1.2%

Options history

No recorded observations