IntraAlpha
Create free account Start free

FTI Consulting, Inc. FCN

i

Market dataready · fetched 2026-11-12T02:19:34.674Z

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 · 2026-11-12T00:00:00.003217664Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:19:34.256001+00:00

Share price$197.21
1D+0.4%
AH$193$194$195$197$1985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCN
Sold putSold callAH

FTI Consulting, Inc. options

Live interpolated FCN call and put midpoint premiums by absolute delta.FTI Consulting, Inc.$2.15$4.90$7.64$10.39$13.13$181.65$189.71$197.76$205.81$213.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FCN spot · $197.21FCN PRICE$2.45$2.45$2.68$2.91$3.14$3.74$4.53$5.33$6.19$7.38$8.57$10.04$12.34$2.45$2.57$2.81$3.11$3.42$4.01$4.63$5.26$6.10$7.45$8.81$10.16$11.52
PutsFair1.00×
CallsFair1.05×
SkewBullish-3.65 pp
Implied moveBalanced±$9.17
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ219.6176.0%12.6%181.4368.7%9.2%
25Δ210.2056.2%7.8%186.9454.3%6.5%
30Δ207.0649.8%6.4%190.4446.1%4.9%
35Δ204.0743.7%5.0%192.6041.8%3.9%
40Δ201.0737.6%3.5%194.7637.5%3.0%
45Δ199.0835.9%2.8%196.2436.4%2.5%
50Δ197.6436.8%2.5%197.6335.6%2.1%
55Δ196.2137.6%2.2%199.0234.9%1.7%
60Δ194.7338.4%1.9%200.5234.4%1.4%
65Δ193.0139.1%1.6%202.3134.5%1.2%
70Δ191.2839.8%1.3%204.0934.5%1.0%
75Δ189.3041.0%1.1%205.8734.6%0.8%
80Δ186.6043.5%0.9%207.6534.7%0.5%

20Δ

Calls
Pseudo strike
219.61
IV
76.0%
B/E move
12.6%
Puts
Pseudo strike
181.43
IV
68.7%
B/E move
9.2%

25Δ

Calls
Pseudo strike
210.20
IV
56.2%
B/E move
7.8%
Puts
Pseudo strike
186.94
IV
54.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
207.06
IV
49.8%
B/E move
6.4%
Puts
Pseudo strike
190.44
IV
46.1%
B/E move
4.9%

35Δ

Calls
Pseudo strike
204.07
IV
43.7%
B/E move
5.0%
Puts
Pseudo strike
192.60
IV
41.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
201.07
IV
37.6%
B/E move
3.5%
Puts
Pseudo strike
194.76
IV
37.5%
B/E move
3.0%

45Δ

Calls
Pseudo strike
199.08
IV
35.9%
B/E move
2.8%
Puts
Pseudo strike
196.24
IV
36.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
197.64
IV
36.8%
B/E move
2.5%
Puts
Pseudo strike
197.63
IV
35.6%
B/E move
2.1%

55Δ

Calls
Pseudo strike
196.21
IV
37.6%
B/E move
2.2%
Puts
Pseudo strike
199.02
IV
34.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
194.73
IV
38.4%
B/E move
1.9%
Puts
Pseudo strike
200.52
IV
34.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
193.01
IV
39.1%
B/E move
1.6%
Puts
Pseudo strike
202.31
IV
34.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
191.28
IV
39.8%
B/E move
1.3%
Puts
Pseudo strike
204.09
IV
34.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
189.30
IV
41.0%
B/E move
1.1%
Puts
Pseudo strike
205.87
IV
34.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
186.60
IV
43.5%
B/E move
0.9%
Puts
Pseudo strike
207.65
IV
34.7%
B/E move
0.5%

Options history

IV · four-Friday blend36.60%
Daily close
FCN33.7%39.9%46.2%2026-08-13: 36.67%2026-08-14: 36.67%2026-08-17: 37.76%2026-08-18: 38.95%2026-08-19: 40.82%2026-08-20: 42.75%2026-08-21: 36.93%2026-08-24: 36.79%2026-08-25: 36.54%2026-08-26: 37.07%2026-08-27: 36.57%2026-08-28: 36.29%2026-08-31: 34.98%2026-09-01: 36.43%2026-09-02: 34.56%2026-09-03: 36.65%2026-09-04: 35.85%2026-09-08: 37.82%2026-09-09: 38.00%2026-09-10: 38.71%2026-09-11: 37.17%2026-09-14: 40.83%2026-09-15: 40.01%2026-09-18: 39.48%2026-09-21: 38.87%2026-09-22: 38.77%2026-09-23: 38.19%2026-09-24: 38.23%2026-09-25: 38.46%2026-09-28: 39.54%2026-09-29: 38.96%2026-09-30: 39.20%2026-10-01: 38.64%2026-10-02: 39.13%2026-10-05: 40.22%2026-10-06: 39.61%2026-10-07: 40.28%2026-10-08: 39.47%2026-10-09: 40.54%2026-10-12: 41.50%2026-10-13: 44.10%2026-10-14: 45.30%2026-10-16: 39.51%2026-10-19: 40.21%2026-10-20: 40.45%2026-10-21: 40.72%2026-10-22: 39.80%2026-10-23: 40.26%2026-10-26: 41.06%2026-10-27: 40.78%2026-10-28: 42.23%2026-10-29: 36.06%2026-10-30: 36.60%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
36.67%
36.67%
37.76%
38.95%
40.82%
42.75%
36.93%
36.79%
36.54%
37.07%
36.57%
36.29%
34.98%
36.43%
34.56%
36.65%
35.85%
37.82%
38.00%
38.71%
37.17%
40.83%
40.01%
39.48%
38.87%
38.77%
38.19%
38.23%
38.46%
39.54%
38.96%
39.20%
38.64%
39.13%
40.22%
39.61%
40.28%
39.47%
40.54%
41.50%
44.10%
45.30%
39.51%
40.21%
40.45%
40.72%
39.80%
40.26%
41.06%
40.78%
42.23%
36.06%
36.60%