Share price$335.45
1D+4.4%
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FactSet Research Systems Inc FDS
FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGESi
Market dataready · fetched 2026-10-22T23:45:22.192Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.003377892Z
FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T23:45:21.739637+00:00
FactSet Research Systems Inc options
PutsFair1.00×
CallsFair1.00×
SkewBullish-3.40 pp
Implied moveBearish±$32.28
TiltBearish2.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 374.56 | 42.0% | 12.9% | 304.64 | 45.0% | 10.7% |
| 25Δ | 368.86 | 44.1% | 11.7% | 311.66 | 44.2% | 9.1% |
| 30Δ | 362.05 | 44.1% | 10.2% | 317.77 | 43.6% | 7.8% |
| 35Δ | 356.13 | 44.7% | 9.0% | 323.35 | 43.4% | 6.7% |
| 40Δ | 350.58 | 45.7% | 7.9% | 328.65 | 43.5% | 5.8% |
| 45Δ | 344.80 | 44.8% | 6.8% | 333.72 | 42.6% | 4.9% |
| 50Δ | 339.08 | 44.1% | 5.7% | 338.73 | 41.3% | 4.0% |
| 55Δ | 333.77 | 45.0% | 5.0% | 343.72 | 40.8% | 3.4% |
| 60Δ | 328.40 | 45.5% | 4.3% | 348.71 | 40.6% | 2.8% |
| 65Δ | 322.90 | 45.4% | 3.6% | 354.68 | 41.5% | 2.3% |
| 70Δ | 316.47 | 46.9% | 3.0% | 360.75 | 42.3% | 1.8% |
| 75Δ | 309.07 | 49.8% | 2.5% | 365.53 | 40.1% | 1.3% |
| 80Δ | 302.11 | 49.3% | 2.0% | 370.73 | 38.3% | 0.8% |
20Δ
- Pseudo strike
- 374.56
- IV
- 42.0%
- B/E move
- 12.9%
- Pseudo strike
- 304.64
- IV
- 45.0%
- B/E move
- 10.7%
25Δ
- Pseudo strike
- 368.86
- IV
- 44.1%
- B/E move
- 11.7%
- Pseudo strike
- 311.66
- IV
- 44.2%
- B/E move
- 9.1%
30Δ
- Pseudo strike
- 362.05
- IV
- 44.1%
- B/E move
- 10.2%
- Pseudo strike
- 317.77
- IV
- 43.6%
- B/E move
- 7.8%
35Δ
- Pseudo strike
- 356.13
- IV
- 44.7%
- B/E move
- 9.0%
- Pseudo strike
- 323.35
- IV
- 43.4%
- B/E move
- 6.7%
40Δ
- Pseudo strike
- 350.58
- IV
- 45.7%
- B/E move
- 7.9%
- Pseudo strike
- 328.65
- IV
- 43.5%
- B/E move
- 5.8%
45Δ
- Pseudo strike
- 344.80
- IV
- 44.8%
- B/E move
- 6.8%
- Pseudo strike
- 333.72
- IV
- 42.6%
- B/E move
- 4.9%
50Δ
- Pseudo strike
- 339.08
- IV
- 44.1%
- B/E move
- 5.7%
- Pseudo strike
- 338.73
- IV
- 41.3%
- B/E move
- 4.0%
55Δ
- Pseudo strike
- 333.77
- IV
- 45.0%
- B/E move
- 5.0%
- Pseudo strike
- 343.72
- IV
- 40.8%
- B/E move
- 3.4%
60Δ
- Pseudo strike
- 328.40
- IV
- 45.5%
- B/E move
- 4.3%
- Pseudo strike
- 348.71
- IV
- 40.6%
- B/E move
- 2.8%
65Δ
- Pseudo strike
- 322.90
- IV
- 45.4%
- B/E move
- 3.6%
- Pseudo strike
- 354.68
- IV
- 41.5%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 316.47
- IV
- 46.9%
- B/E move
- 3.0%
- Pseudo strike
- 360.75
- IV
- 42.3%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 309.07
- IV
- 49.8%
- B/E move
- 2.5%
- Pseudo strike
- 365.53
- IV
- 40.1%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 302.11
- IV
- 49.3%
- B/E move
- 2.0%
- Pseudo strike
- 370.73
- IV
- 38.3%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 43.07% | |
| 42.61% |