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Factset Research Systems FDS

i

Market dataready · fetched 2026-11-12T01:08:27.093Z

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 · 2026-11-12T00:00:00.002991336Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-12T01:08:26.522103+00:00

Share price$334.88
1D+2.3%
AH$327$329$332$334$3365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDS
Sold putSold callAH

Factset Research Systems options

Live interpolated FDS call and put midpoint premiums by absolute delta.Factset Research Systems$1.95$8.33$14.72$21.11$27.49$293.78$311.25$328.72$346.20$363.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDS spot · $334.88FDS PRICE$2.64$3.46$4.34$5.34$6.34$7.38$8.50$9.61$10.73$12.63$14.79$16.94$20.13$3.41$4.55$5.52$6.27$7.04$8.85$10.66$12.47$14.30$16.13$17.96$21.30$25.65
PutsCheap0.73×
CallsExpensive1.05×
SkewBearish+6.17 pp
Implied moveBearish±$19.16
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ357.5346.1%7.6%312.6155.0%7.7%
25Δ352.9145.3%6.4%317.2354.8%6.6%
30Δ348.7644.7%5.4%321.6853.1%5.6%
35Δ345.4044.1%4.7%325.8949.0%4.6%
40Δ342.0543.6%4.0%330.0745.0%3.5%
45Δ338.9342.9%3.4%333.1946.1%3.1%
50Δ336.1841.7%2.9%336.3147.2%2.8%
55Δ333.4340.5%2.4%339.4348.2%2.4%
60Δ330.6839.4%1.9%342.5447.4%2.0%
65Δ327.6939.5%1.6%345.6446.2%1.6%
70Δ324.6340.0%1.4%348.7545.0%1.2%
75Δ321.5740.5%1.1%353.0645.6%0.9%
80Δ317.5841.6%0.8%358.1847.5%0.7%

20Δ

Calls
Pseudo strike
357.53
IV
46.1%
B/E move
7.6%
Puts
Pseudo strike
312.61
IV
55.0%
B/E move
7.7%

25Δ

Calls
Pseudo strike
352.91
IV
45.3%
B/E move
6.4%
Puts
Pseudo strike
317.23
IV
54.8%
B/E move
6.6%

30Δ

Calls
Pseudo strike
348.76
IV
44.7%
B/E move
5.4%
Puts
Pseudo strike
321.68
IV
53.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
345.40
IV
44.1%
B/E move
4.7%
Puts
Pseudo strike
325.89
IV
49.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
342.05
IV
43.6%
B/E move
4.0%
Puts
Pseudo strike
330.07
IV
45.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
338.93
IV
42.9%
B/E move
3.4%
Puts
Pseudo strike
333.19
IV
46.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
336.18
IV
41.7%
B/E move
2.9%
Puts
Pseudo strike
336.31
IV
47.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
333.43
IV
40.5%
B/E move
2.4%
Puts
Pseudo strike
339.43
IV
48.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
330.68
IV
39.4%
B/E move
1.9%
Puts
Pseudo strike
342.54
IV
47.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
327.69
IV
39.5%
B/E move
1.6%
Puts
Pseudo strike
345.64
IV
46.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
324.63
IV
40.0%
B/E move
1.4%
Puts
Pseudo strike
348.75
IV
45.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
321.57
IV
40.5%
B/E move
1.1%
Puts
Pseudo strike
353.06
IV
45.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
317.58
IV
41.6%
B/E move
0.8%
Puts
Pseudo strike
358.18
IV
47.5%
B/E move
0.7%

Options history

IV · four-Friday blend45.37%
Daily close
FDS41.3%48.3%55.2%2026-08-13: 48.15%2026-08-14: 48.33%2026-08-17: 49.98%2026-08-18: 49.44%2026-08-19: 54.16%2026-08-20: 53.10%2026-08-21: 46.11%2026-08-24: 46.79%2026-08-25: 46.78%2026-08-26: 47.52%2026-08-27: 46.07%2026-08-28: 45.49%2026-08-31: 46.04%2026-09-01: 48.04%2026-09-02: 46.20%2026-09-03: 47.80%2026-09-04: 47.49%2026-09-08: 49.72%2026-09-09: 50.31%2026-09-10: 50.32%2026-09-11: 49.72%2026-09-14: 54.11%2026-09-15: 52.93%2026-09-16: 54.25%2026-09-18: 49.80%2026-09-21: 49.75%2026-09-22: 50.05%2026-09-23: 50.16%2026-09-24: 49.80%2026-09-25: 50.98%2026-09-28: 51.64%2026-09-29: 50.61%2026-09-30: 45.35%2026-10-01: 44.18%2026-10-02: 43.70%2026-10-05: 43.26%2026-10-06: 42.60%2026-10-07: 42.97%2026-10-08: 42.42%2026-10-09: 43.36%2026-10-12: 45.16%2026-10-13: 44.47%2026-10-14: 44.18%2026-10-15: 47.00%2026-10-16: 42.88%2026-10-19: 42.29%2026-10-20: 43.07%2026-10-21: 42.61%2026-10-22: 42.86%2026-10-23: 43.27%2026-10-26: 45.00%2026-10-27: 44.68%2026-10-28: 44.04%2026-10-29: 44.16%2026-10-30: 45.37%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
48.15%
48.33%
49.98%
49.44%
54.16%
53.10%
46.11%
46.79%
46.78%
47.52%
46.07%
45.49%
46.04%
48.04%
46.20%
47.80%
47.49%
49.72%
50.31%
50.32%
49.72%
54.11%
52.93%
54.25%
49.80%
49.75%
50.05%
50.16%
49.80%
50.98%
51.64%
50.61%
45.35%
44.18%
43.70%
43.26%
42.60%
42.97%
42.42%
43.36%
45.16%
44.47%
44.18%
47.00%
42.88%
42.29%
43.07%
42.61%
42.86%
43.27%
45.00%
44.68%
44.04%
44.16%
45.37%