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FedEx Freight Holding Company, Inc. FDXF

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Market datapartial · fetched 2026-10-22T21:24:16.217Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:14:02.006295616Z

FundamentalsAlpha Vantage · unavailable

Share price$111.02
1D+1.8%
AH$109$110$111$112$1145:30 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.$1.09$5.97$10.84$15.71$20.58$89.18$99.93$110.68$121.43$132.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FDXF spot · $111.02FDXF PRICE$1.62$2.22$2.93$3.65$4.41$5.22$6.39$7.56$8.73$9.89$11.34$13.03$14.89$2.22$2.94$3.75$4.64$5.61$6.64$7.82$8.99$10.77$12.55$14.31$16.14$19.17
PutsExpensive1.31×
CallsExpensive1.28×
SkewBearish+2.18 pp
Implied moveBearish±$14.20
TiltBearish11.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.6349.5%15.5%98.1158.6%13.6%
25Δ123.6649.8%13.4%101.1157.3%11.6%
30Δ121.5651.9%12.1%103.6157.2%10.0%
35Δ119.4053.4%10.8%106.0157.0%8.7%
40Δ117.0853.4%9.4%108.2956.7%7.5%
45Δ114.7853.5%8.1%110.5556.5%6.4%
50Δ112.6655.4%7.2%112.7756.0%5.5%
55Δ110.5357.2%6.4%114.9855.6%4.5%
60Δ108.3257.2%5.4%117.5256.4%3.8%
65Δ106.0756.5%4.5%120.0757.2%3.2%
70Δ103.7056.4%3.6%122.5956.1%2.5%
75Δ101.2056.7%2.9%125.1755.0%1.8%
80Δ98.5956.2%2.2%128.7855.7%1.3%

20Δ

Calls
Pseudo strike
126.63
IV
49.5%
B/E move
15.5%
Puts
Pseudo strike
98.11
IV
58.6%
B/E move
13.6%

25Δ

Calls
Pseudo strike
123.66
IV
49.8%
B/E move
13.4%
Puts
Pseudo strike
101.11
IV
57.3%
B/E move
11.6%

30Δ

Calls
Pseudo strike
121.56
IV
51.9%
B/E move
12.1%
Puts
Pseudo strike
103.61
IV
57.2%
B/E move
10.0%

35Δ

Calls
Pseudo strike
119.40
IV
53.4%
B/E move
10.8%
Puts
Pseudo strike
106.01
IV
57.0%
B/E move
8.7%

40Δ

Calls
Pseudo strike
117.08
IV
53.4%
B/E move
9.4%
Puts
Pseudo strike
108.29
IV
56.7%
B/E move
7.5%

45Δ

Calls
Pseudo strike
114.78
IV
53.5%
B/E move
8.1%
Puts
Pseudo strike
110.55
IV
56.5%
B/E move
6.4%

50Δ

Calls
Pseudo strike
112.66
IV
55.4%
B/E move
7.2%
Puts
Pseudo strike
112.77
IV
56.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
110.53
IV
57.2%
B/E move
6.4%
Puts
Pseudo strike
114.98
IV
55.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
108.32
IV
57.2%
B/E move
5.4%
Puts
Pseudo strike
117.52
IV
56.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
106.07
IV
56.5%
B/E move
4.5%
Puts
Pseudo strike
120.07
IV
57.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
103.70
IV
56.4%
B/E move
3.6%
Puts
Pseudo strike
122.59
IV
56.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
101.20
IV
56.7%
B/E move
2.9%
Puts
Pseudo strike
125.17
IV
55.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
98.59
IV
56.2%
B/E move
2.2%
Puts
Pseudo strike
128.78
IV
55.7%
B/E move
1.3%

Options history

FDXF49.6449.9450.252026-10-20: 49.69%2026-10-21: 50.20%Oct 20Oct 21
Table
DateIV
49.69%
50.20%