IntraAlpha
Create free account Start free

Edwards Lifesciences Corp EW

i

Market datapartial · fetched 2026-10-22T21:11:24.998Z

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 · 2026-10-22T20:34:58.797324089Z

FundamentalsAlpha Vantage · unavailable

Share price$90.09
1D+1.6%
AH$88.43$88.88$89.32$89.77$90.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEW
Sold putSold callAH

Edwards Lifesciences Corp options

Live interpolated EW call and put midpoint premiums by absolute delta.Edwards Lifesciences Corp$0.78$4.28$7.79$11.29$14.80$76.04$83.02$90.00$96.98$103.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EW spot · $90.09EW PRICE$1.16$1.45$1.92$2.46$2.90$3.35$4.25$5.11$5.82$6.75$7.86$8.49$9.16$1.38$1.78$2.24$2.82$3.51$4.27$4.74$5.12$6.57$7.87$8.72$11.46$13.79
PutsExpensive1.57×
CallsExpensive1.61×
SkewBearish+0.71 pp
Implied moveBearish±$8.99
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.6144.3%14.1%81.7145.7%10.8%
25Δ98.2840.4%10.7%83.6844.2%9.1%
30Δ96.7141.3%9.5%85.4143.2%7.7%
35Δ95.4443.5%8.7%86.8343.7%6.8%
40Δ93.9242.9%7.5%88.2544.6%5.9%
45Δ92.3141.5%6.2%89.6745.6%5.2%
50Δ91.0144.7%5.7%90.9743.4%4.3%
55Δ89.6747.0%5.2%92.2340.2%3.3%
60Δ88.1946.3%4.3%94.0243.6%2.9%
65Δ86.6246.6%3.6%95.7145.3%2.5%
70Δ84.9847.8%3.1%97.1243.6%1.9%
75Δ83.7344.6%2.4%100.1348.9%1.6%
80Δ82.4441.6%1.7%102.8749.6%1.1%

20Δ

Calls
Pseudo strike
101.61
IV
44.3%
B/E move
14.1%
Puts
Pseudo strike
81.71
IV
45.7%
B/E move
10.8%

25Δ

Calls
Pseudo strike
98.28
IV
40.4%
B/E move
10.7%
Puts
Pseudo strike
83.68
IV
44.2%
B/E move
9.1%

30Δ

Calls
Pseudo strike
96.71
IV
41.3%
B/E move
9.5%
Puts
Pseudo strike
85.41
IV
43.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
95.44
IV
43.5%
B/E move
8.7%
Puts
Pseudo strike
86.83
IV
43.7%
B/E move
6.8%

40Δ

Calls
Pseudo strike
93.92
IV
42.9%
B/E move
7.5%
Puts
Pseudo strike
88.25
IV
44.6%
B/E move
5.9%

45Δ

Calls
Pseudo strike
92.31
IV
41.5%
B/E move
6.2%
Puts
Pseudo strike
89.67
IV
45.6%
B/E move
5.2%

50Δ

Calls
Pseudo strike
91.01
IV
44.7%
B/E move
5.7%
Puts
Pseudo strike
90.97
IV
43.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
89.67
IV
47.0%
B/E move
5.2%
Puts
Pseudo strike
92.23
IV
40.2%
B/E move
3.3%

60Δ

Calls
Pseudo strike
88.19
IV
46.3%
B/E move
4.3%
Puts
Pseudo strike
94.02
IV
43.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
86.62
IV
46.6%
B/E move
3.6%
Puts
Pseudo strike
95.71
IV
45.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
84.98
IV
47.8%
B/E move
3.1%
Puts
Pseudo strike
97.12
IV
43.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
83.73
IV
44.6%
B/E move
2.4%
Puts
Pseudo strike
100.13
IV
48.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
82.44
IV
41.6%
B/E move
1.7%
Puts
Pseudo strike
102.87
IV
49.6%
B/E move
1.1%

Options history

EW36.2336.3736.502026-10-20: 36.27%2026-10-21: 36.47%Oct 20Oct 21
Table
DateIV
36.27%
36.47%