Share price$227.31
1D+0.2%
Sold putSold callAH
Ferguson Enterprises Inc. FERG
i
Market datapartial · fetched 2026-10-23T00:20:04.358Z
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 · 2026-10-22T23:00:00.002897502Z
FundamentalsAlpha Vantage · unavailable
Ferguson Enterprises Inc. options
PutsExpensive1.35×
CallsExpensive1.21×
SkewBearish+2.42 pp
Implied moveBearish±$20.59
TiltBearish8.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 249.15 | 35.1% | 10.7% | 206.65 | 44.1% | 10.6% |
| 25Δ | 245.69 | 35.9% | 9.6% | 211.28 | 43.8% | 9.0% |
| 30Δ | 242.22 | 36.8% | 8.5% | 215.26 | 43.1% | 7.8% |
| 35Δ | 238.86 | 37.4% | 7.5% | 219.24 | 42.5% | 6.6% |
| 40Δ | 235.69 | 37.7% | 6.6% | 222.75 | 42.0% | 5.7% |
| 45Δ | 232.51 | 38.0% | 5.8% | 226.15 | 41.5% | 4.8% |
| 50Δ | 229.32 | 38.4% | 5.0% | 229.54 | 41.1% | 4.0% |
| 55Δ | 226.09 | 39.2% | 4.4% | 232.94 | 40.8% | 3.4% |
| 60Δ | 222.86 | 40.0% | 3.8% | 236.33 | 40.5% | 2.8% |
| 65Δ | 219.55 | 40.8% | 3.2% | 239.73 | 40.1% | 2.2% |
| 70Δ | 215.67 | 41.4% | 2.7% | 243.51 | 39.6% | 1.7% |
| 75Δ | 211.79 | 42.1% | 2.2% | 247.33 | 39.1% | 1.3% |
| 80Δ | 207.13 | 42.9% | 1.7% | 251.88 | 39.0% | 0.8% |
20Δ
- Pseudo strike
- 249.15
- IV
- 35.1%
- B/E move
- 10.7%
- Pseudo strike
- 206.65
- IV
- 44.1%
- B/E move
- 10.6%
25Δ
- Pseudo strike
- 245.69
- IV
- 35.9%
- B/E move
- 9.6%
- Pseudo strike
- 211.28
- IV
- 43.8%
- B/E move
- 9.0%
30Δ
- Pseudo strike
- 242.22
- IV
- 36.8%
- B/E move
- 8.5%
- Pseudo strike
- 215.26
- IV
- 43.1%
- B/E move
- 7.8%
35Δ
- Pseudo strike
- 238.86
- IV
- 37.4%
- B/E move
- 7.5%
- Pseudo strike
- 219.24
- IV
- 42.5%
- B/E move
- 6.6%
40Δ
- Pseudo strike
- 235.69
- IV
- 37.7%
- B/E move
- 6.6%
- Pseudo strike
- 222.75
- IV
- 42.0%
- B/E move
- 5.7%
45Δ
- Pseudo strike
- 232.51
- IV
- 38.0%
- B/E move
- 5.8%
- Pseudo strike
- 226.15
- IV
- 41.5%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 229.32
- IV
- 38.4%
- B/E move
- 5.0%
- Pseudo strike
- 229.54
- IV
- 41.1%
- B/E move
- 4.0%
55Δ
- Pseudo strike
- 226.09
- IV
- 39.2%
- B/E move
- 4.4%
- Pseudo strike
- 232.94
- IV
- 40.8%
- B/E move
- 3.4%
60Δ
- Pseudo strike
- 222.86
- IV
- 40.0%
- B/E move
- 3.8%
- Pseudo strike
- 236.33
- IV
- 40.5%
- B/E move
- 2.8%
65Δ
- Pseudo strike
- 219.55
- IV
- 40.8%
- B/E move
- 3.2%
- Pseudo strike
- 239.73
- IV
- 40.1%
- B/E move
- 2.2%
70Δ
- Pseudo strike
- 215.67
- IV
- 41.4%
- B/E move
- 2.7%
- Pseudo strike
- 243.51
- IV
- 39.6%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 211.79
- IV
- 42.1%
- B/E move
- 2.2%
- Pseudo strike
- 247.33
- IV
- 39.1%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 207.13
- IV
- 42.9%
- B/E move
- 1.7%
- Pseudo strike
- 251.88
- IV
- 39.0%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 34.54% | |
| 34.33% |