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F5, Inc. Common Stock FFIV

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T01:00:28.331Z

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 · 2026-11-11T22:55:31.781017783Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:00:27.200788+00:00

Share price$318.11
1D-0.6%
AH$319$321$323$325$3265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFFIV
Sold putSold callAH

F5, Inc. Common Stock options

Live interpolated FFIV call and put midpoint premiums by absolute delta.F5, Inc. Common Stock$1.65$8.74$15.83$22.92$30.01$284.63$300.91$317.19$333.47$349.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFIV spot · $318.11FFIV PRICE$2.42$3.34$4.27$5.42$6.80$8.18$9.67$11.70$13.73$16.01$19.25$22.49$27.96$2.63$3.35$4.07$4.99$6.10$7.21$8.32$9.50$10.72$11.94$13.16$14.58$16.89
PutsCheap0.71×
CallsExpensive1.12×
SkewBullish-12.43 pp
Implied moveBullish±$17.99
TiltBullish14.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ338.1643.3%7.1%300.4545.6%6.4%
25Δ334.8944.5%6.3%304.2843.5%5.4%
30Δ331.6245.7%5.6%308.1141.4%4.4%
35Δ328.4847.0%5.0%311.3040.2%3.7%
40Δ325.4748.2%4.4%313.8740.1%3.3%
45Δ322.4649.4%3.9%316.4439.9%2.8%
50Δ319.3850.7%3.4%319.0139.8%2.3%
55Δ316.0351.9%3.0%321.3938.9%2.0%
60Δ312.6753.1%2.6%323.6437.6%1.6%
65Δ309.1254.4%2.2%325.9036.3%1.3%
70Δ304.8056.5%1.9%328.1634.9%1.0%
75Δ300.4858.5%1.5%330.5333.7%0.7%
80Δ294.0962.9%1.2%333.4232.6%0.5%

20Δ

Calls
Pseudo strike
338.16
IV
43.3%
B/E move
7.1%
Puts
Pseudo strike
300.45
IV
45.6%
B/E move
6.4%

25Δ

Calls
Pseudo strike
334.89
IV
44.5%
B/E move
6.3%
Puts
Pseudo strike
304.28
IV
43.5%
B/E move
5.4%

30Δ

Calls
Pseudo strike
331.62
IV
45.7%
B/E move
5.6%
Puts
Pseudo strike
308.11
IV
41.4%
B/E move
4.4%

35Δ

Calls
Pseudo strike
328.48
IV
47.0%
B/E move
5.0%
Puts
Pseudo strike
311.30
IV
40.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
325.47
IV
48.2%
B/E move
4.4%
Puts
Pseudo strike
313.87
IV
40.1%
B/E move
3.3%

45Δ

Calls
Pseudo strike
322.46
IV
49.4%
B/E move
3.9%
Puts
Pseudo strike
316.44
IV
39.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
319.38
IV
50.7%
B/E move
3.4%
Puts
Pseudo strike
319.01
IV
39.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
316.03
IV
51.9%
B/E move
3.0%
Puts
Pseudo strike
321.39
IV
38.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
312.67
IV
53.1%
B/E move
2.6%
Puts
Pseudo strike
323.64
IV
37.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
309.12
IV
54.4%
B/E move
2.2%
Puts
Pseudo strike
325.90
IV
36.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
304.80
IV
56.5%
B/E move
1.9%
Puts
Pseudo strike
328.16
IV
34.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
300.48
IV
58.5%
B/E move
1.5%
Puts
Pseudo strike
330.53
IV
33.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
294.09
IV
62.9%
B/E move
1.2%
Puts
Pseudo strike
333.42
IV
32.6%
B/E move
0.5%

Options history

IV · four-Friday blend45.02%
Daily close
FFIV35.1%42.7%50.3%2026-08-13: 39.91%2026-08-14: 36.19%2026-08-17: 37.63%2026-08-18: 39.15%2026-08-19: 37.51%2026-08-20: 39.80%2026-08-21: 37.86%2026-08-24: 38.44%2026-08-25: 37.96%2026-08-26: 38.58%2026-08-27: 38.54%2026-08-28: 38.64%2026-08-31: 38.64%2026-09-01: 38.90%2026-09-02: 38.65%2026-09-03: 37.50%2026-09-04: 37.58%2026-09-08: 40.27%2026-09-09: 40.13%2026-09-10: 40.13%2026-09-11: 39.04%2026-09-14: 41.41%2026-09-15: 42.44%2026-09-16: 43.33%2026-09-17: 42.27%2026-09-18: 41.06%2026-09-21: 42.19%2026-09-22: 42.69%2026-09-23: 43.53%2026-09-24: 43.37%2026-09-25: 42.29%2026-09-28: 43.43%2026-09-29: 43.40%2026-09-30: 42.68%2026-10-01: 44.03%2026-10-02: 43.10%2026-10-05: 42.79%2026-10-06: 42.51%2026-10-07: 42.27%2026-10-08: 42.38%2026-10-09: 41.80%2026-10-12: 44.06%2026-10-13: 46.17%2026-10-14: 47.97%2026-10-15: 49.24%2026-10-16: 47.58%2026-10-19: 47.16%2026-10-20: 47.41%2026-10-21: 48.27%2026-10-22: 48.10%2026-10-23: 48.13%2026-10-26: 49.12%2026-10-27: 49.22%2026-10-28: 42.61%2026-10-29: 41.49%2026-10-30: 45.02%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
39.91%
36.19%
37.63%
39.15%
37.51%
39.80%
37.86%
38.44%
37.96%
38.58%
38.54%
38.64%
38.64%
38.90%
38.65%
37.50%
37.58%
40.27%
40.13%
40.13%
39.04%
41.41%
42.44%
43.33%
42.27%
41.06%
42.19%
42.69%
43.53%
43.37%
42.29%
43.43%
43.40%
42.68%
44.03%
43.10%
42.79%
42.51%
42.27%
42.38%
41.80%
44.06%
46.17%
47.97%
49.24%
47.58%
47.16%
47.41%
48.27%
48.10%
48.13%
49.12%
49.22%
42.61%
41.49%
45.02%