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FedEx Freight Holding Company, Inc. FDXF

i

Market dataready · fetched 2026-11-12T01:29:03.726Z

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 · 2026-11-12T00:00:00.001797588Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:29:03.260311+00:00

Share price$132.64
1D+3.3%
AH$128$129$131$132$1335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDXF
Sold putSold callAH

FedEx Freight Holding Company, Inc. options

Live interpolated FDXF call and put midpoint premiums by absolute delta.FedEx Freight Holding Company, Inc.$0.76$3.39$6.02$8.64$11.27$116.94$124.51$132.09$139.67$147.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDXF spot · $132.64FDXF PRICE$1.04$1.36$1.74$2.11$2.48$2.91$3.36$3.81$4.26$4.72$5.82$6.91$8.00$1.62$2.00$2.24$2.47$2.87$3.39$3.91$4.43$5.12$6.21$7.30$8.38$10.52
PutsCheap0.82×
CallsCheap0.74×
SkewBearish+7.05 pp
Implied moveBearish±$7.27
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ141.6645.9%7.6%122.0066.9%9.3%
25Δ139.6745.1%6.3%125.0061.3%7.3%
30Δ138.2644.5%5.5%127.0555.1%5.9%
35Δ136.8543.9%4.8%129.1048.9%4.5%
40Δ135.4443.2%4.0%130.6645.7%3.7%
45Δ134.2642.3%3.4%131.8344.9%3.2%
50Δ133.1941.2%2.9%133.0044.1%2.7%
55Δ132.1240.2%2.5%134.1743.3%2.2%
60Δ131.0539.1%2.0%135.4343.0%1.8%
65Δ129.9738.0%1.5%136.8843.9%1.5%
70Δ128.5739.2%1.3%138.3344.9%1.2%
75Δ127.1740.4%1.1%139.7845.8%0.9%
80Δ125.7641.6%0.9%142.2148.4%0.7%

20Δ

Calls
Pseudo strike
141.66
IV
45.9%
B/E move
7.6%
Puts
Pseudo strike
122.00
IV
66.9%
B/E move
9.3%

25Δ

Calls
Pseudo strike
139.67
IV
45.1%
B/E move
6.3%
Puts
Pseudo strike
125.00
IV
61.3%
B/E move
7.3%

30Δ

Calls
Pseudo strike
138.26
IV
44.5%
B/E move
5.5%
Puts
Pseudo strike
127.05
IV
55.1%
B/E move
5.9%

35Δ

Calls
Pseudo strike
136.85
IV
43.9%
B/E move
4.8%
Puts
Pseudo strike
129.10
IV
48.9%
B/E move
4.5%

40Δ

Calls
Pseudo strike
135.44
IV
43.2%
B/E move
4.0%
Puts
Pseudo strike
130.66
IV
45.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
134.26
IV
42.3%
B/E move
3.4%
Puts
Pseudo strike
131.83
IV
44.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
133.19
IV
41.2%
B/E move
2.9%
Puts
Pseudo strike
133.00
IV
44.1%
B/E move
2.7%

55Δ

Calls
Pseudo strike
132.12
IV
40.2%
B/E move
2.5%
Puts
Pseudo strike
134.17
IV
43.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
131.05
IV
39.1%
B/E move
2.0%
Puts
Pseudo strike
135.43
IV
43.0%
B/E move
1.8%

65Δ

Calls
Pseudo strike
129.97
IV
38.0%
B/E move
1.5%
Puts
Pseudo strike
136.88
IV
43.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
128.57
IV
39.2%
B/E move
1.3%
Puts
Pseudo strike
138.33
IV
44.9%
B/E move
1.2%

75Δ

Calls
Pseudo strike
127.17
IV
40.4%
B/E move
1.1%
Puts
Pseudo strike
139.78
IV
45.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
125.76
IV
41.6%
B/E move
0.9%
Puts
Pseudo strike
142.21
IV
48.4%
B/E move
0.7%

Options history

IV · four-Friday blend49.38%
Daily close
FDXF45.8%51.8%57.8%2026-08-13: 50.13%2026-08-14: 49.70%2026-08-17: 51.46%2026-08-18: 49.13%2026-08-19: 49.53%2026-08-21: 47.93%2026-08-24: 49.15%2026-08-25: 47.89%2026-08-26: 47.80%2026-08-27: 47.50%2026-08-28: 47.64%2026-08-31: 47.58%2026-09-01: 46.63%2026-09-02: 47.92%2026-09-03: 48.29%2026-09-04: 47.20%2026-09-08: 48.73%2026-09-09: 49.52%2026-09-10: 50.30%2026-09-11: 47.48%2026-09-14: 50.48%2026-09-15: 50.50%2026-09-16: 55.82%2026-09-17: 55.24%2026-09-18: 49.91%2026-09-21: 49.48%2026-09-22: 48.27%2026-09-23: 48.33%2026-09-24: 47.90%2026-09-25: 49.03%2026-09-28: 50.56%2026-09-29: 49.26%2026-09-30: 49.54%2026-10-01: 48.40%2026-10-02: 48.36%2026-10-05: 48.42%2026-10-06: 47.74%2026-10-07: 47.42%2026-10-08: 47.54%2026-10-09: 47.23%2026-10-12: 48.26%2026-10-13: 48.02%2026-10-15: 57.00%2026-10-16: 47.43%2026-10-19: 48.12%2026-10-20: 49.65%2026-10-21: 50.21%2026-10-22: 50.31%2026-10-23: 50.58%2026-10-26: 51.75%2026-10-27: 51.67%2026-10-28: 51.72%2026-10-29: 50.56%2026-10-30: 49.38%Aug 13Sep 22Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
50.13%
49.70%
51.46%
49.13%
49.53%
47.93%
49.15%
47.89%
47.80%
47.50%
47.64%
47.58%
46.63%
47.92%
48.29%
47.20%
48.73%
49.52%
50.30%
47.48%
50.48%
50.50%
55.82%
55.24%
49.91%
49.48%
48.27%
48.33%
47.90%
49.03%
50.56%
49.26%
49.54%
48.40%
48.36%
48.42%
47.74%
47.42%
47.54%
47.23%
48.26%
48.02%
57.00%
47.43%
48.12%
49.65%
50.21%
50.31%
50.58%
51.75%
51.67%
51.72%
50.56%
49.38%