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FedEx Corporation FDX

INDUSTRIALS · INTEGRATED FREIGHT & LOGISTICS

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Share price$295.54

1D+1.3%

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FedEx Corporation options

EXP

PutsExpensive1.16×

CallsExpensive1.31×

SkewBearish+0.90 pp

Implied moveBearish±$27.00

TiltBearish9.2% PUT

Table

Values and derived Greeks for the plotted delta buckets
Delta	Calls			Puts
Delta	Pseudo strike	IV	B/E move	Pseudo strike	IV	B/E move
20Δ	327.88	35.3%	12.1%	269.99	38.4%	10.1%
25Δ	321.73	35.1%	10.4%	275.53	37.8%	8.7%
30Δ	316.57	35.3%	9.1%	280.89	37.2%	7.3%
35Δ	311.79	35.6%	8.0%	285.54	36.5%	6.3%
40Δ	307.27	35.8%	7.0%	290.18	35.8%	5.2%
45Δ	302.91	35.9%	6.1%	294.40	36.0%	4.5%
50Δ	298.58	36.1%	5.3%	298.62	36.1%	3.8%
55Δ	294.31	36.5%	4.6%	302.90	35.9%	3.2%
60Δ	290.04	36.9%	3.9%	307.23	35.7%	2.6%
65Δ	285.72	36.4%	3.3%	312.08	36.0%	2.1%
70Δ	281.39	35.9%	2.7%	317.88	37.3%	1.7%
75Δ	276.18	36.4%	2.2%	324.42	38.4%	1.3%
80Δ	270.54	37.4%	1.7%	331.81	39.3%	0.9%

20Δ

Calls

Pseudo strike: 327.88
IV: 35.3%
B/E move: 12.1%

Puts

Pseudo strike: 269.99
IV: 38.4%
B/E move: 10.1%

25Δ

Calls

Pseudo strike: 321.73
IV: 35.1%
B/E move: 10.4%

Puts

Pseudo strike: 275.53
IV: 37.8%
B/E move: 8.7%

30Δ

Calls

Pseudo strike: 316.57
IV: 35.3%
B/E move: 9.1%

Puts

Pseudo strike: 280.89
IV: 37.2%
B/E move: 7.3%

35Δ

Calls

Pseudo strike: 311.79
IV: 35.6%
B/E move: 8.0%

Puts

Pseudo strike: 285.54
IV: 36.5%
B/E move: 6.3%

40Δ

Calls

Pseudo strike: 307.27
IV: 35.8%
B/E move: 7.0%

Puts

Pseudo strike: 290.18
IV: 35.8%
B/E move: 5.2%

45Δ

Calls

Pseudo strike: 302.91
IV: 35.9%
B/E move: 6.1%

Puts

Pseudo strike: 294.40
IV: 36.0%
B/E move: 4.5%

50Δ

Calls

Pseudo strike: 298.58
IV: 36.1%
B/E move: 5.3%

Puts

Pseudo strike: 298.62
IV: 36.1%
B/E move: 3.8%

55Δ

Calls

Pseudo strike: 294.31
IV: 36.5%
B/E move: 4.6%

Puts

Pseudo strike: 302.90
IV: 35.9%
B/E move: 3.2%

60Δ

Calls

Pseudo strike: 290.04
IV: 36.9%
B/E move: 3.9%

Puts

Pseudo strike: 307.23
IV: 35.7%
B/E move: 2.6%

65Δ

Calls

Pseudo strike: 285.72
IV: 36.4%
B/E move: 3.3%

Puts

Pseudo strike: 312.08
IV: 36.0%
B/E move: 2.1%

70Δ

Calls

Pseudo strike: 281.39
IV: 35.9%
B/E move: 2.7%

Puts

Pseudo strike: 317.88
IV: 37.3%
B/E move: 1.7%

75Δ

Calls

Pseudo strike: 276.18
IV: 36.4%
B/E move: 2.2%

Puts

Pseudo strike: 324.42
IV: 38.4%
B/E move: 1.3%

80Δ

Calls

Pseudo strike: 270.54
IV: 37.4%
B/E move: 1.7%

Puts

Pseudo strike: 331.81
IV: 39.3%
B/E move: 0.9%