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Fair Isaac Corporation FICO

i

Market dataready · fetched 2026-11-11T13:50:24.012Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-11T12:23:06.740317151Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:50:23.614683+00:00

Share price$730.65
1D
Price history unavailable.

Fair Isaac Corporation options

Live interpolated FICO call and put midpoint premiums by absolute delta.Fair Isaac Corporation$4.15$16.18$28.21$40.24$52.26$688.62$710.54$732.46$754.38$776.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FICO spot · $730.65FICO PRICE$5.45$7.01$9.13$10.90$13.08$15.33$17.84$20.86$23.74$30.32$34.79$39.99$6.31$9.28$13.17$15.46$17.95$20.58$24.94$26.70$31.72$38.05$41.85$48.80
Puts——
Calls——
Skew——
Implied moveBearish±$35.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ775.7392.2%6.9%688.38100.5%6.6%
25Δ694.02110.2%6.3%
30Δ751.6669.3%3.8%
35Δ747.3473.4%3.5%712.3299.2%4.3%
40Δ742.0373.0%3.0%719.5596.2%3.6%
45Δ736.8673.3%2.6%726.1493.9%3.1%
50Δ731.9273.4%2.3%732.5491.1%2.6%
55Δ726.8973.3%1.9%739.0994.6%2.3%
60Δ721.7774.3%1.6%744.4587.7%1.8%
65Δ716.7073.4%1.3%751.4390.0%1.5%
70Δ709.2482.1%1.2%759.6093.3%1.2%
75Δ702.8381.9%1.0%765.7289.0%0.9%
80Δ695.9081.5%0.7%774.3689.4%0.7%

20Δ

Calls
Pseudo strike
775.73
IV
92.2%
B/E move
6.9%
Puts
Pseudo strike
688.38
IV
100.5%
B/E move
6.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
694.02
IV
110.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
751.66
IV
69.3%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
747.34
IV
73.4%
B/E move
3.5%
Puts
Pseudo strike
712.32
IV
99.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
742.03
IV
73.0%
B/E move
3.0%
Puts
Pseudo strike
719.55
IV
96.2%
B/E move
3.6%

45Δ

Calls
Pseudo strike
736.86
IV
73.3%
B/E move
2.6%
Puts
Pseudo strike
726.14
IV
93.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
731.92
IV
73.4%
B/E move
2.3%
Puts
Pseudo strike
732.54
IV
91.1%
B/E move
2.6%

55Δ

Calls
Pseudo strike
726.89
IV
73.3%
B/E move
1.9%
Puts
Pseudo strike
739.09
IV
94.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
721.77
IV
74.3%
B/E move
1.6%
Puts
Pseudo strike
744.45
IV
87.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
716.70
IV
73.4%
B/E move
1.3%
Puts
Pseudo strike
751.43
IV
90.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
709.24
IV
82.1%
B/E move
1.2%
Puts
Pseudo strike
759.60
IV
93.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
702.83
IV
81.9%
B/E move
1.0%
Puts
Pseudo strike
765.72
IV
89.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
695.90
IV
81.5%
B/E move
0.7%
Puts
Pseudo strike
774.36
IV
89.4%
B/E move
0.7%

Options history

IV · four-Friday blend79.47%
Daily close
FICO46.3%64.3%82.2%2026-08-13: 52.31%2026-08-14: 49.23%2026-08-17: 51.25%2026-08-18: 51.90%2026-08-19: 53.08%2026-08-20: 54.25%2026-08-21: 50.87%2026-08-24: 51.12%2026-08-25: 50.47%2026-08-26: 50.72%2026-08-27: 50.25%2026-08-28: 49.26%2026-08-31: 48.81%2026-09-01: 49.66%2026-09-02: 49.74%2026-09-03: 49.36%2026-09-04: 53.06%2026-09-08: 54.26%2026-09-09: 54.81%2026-09-10: 54.68%2026-09-11: 51.26%2026-09-14: 55.67%2026-09-15: 52.83%2026-09-16: 55.06%2026-09-17: 52.76%2026-09-18: 50.73%2026-09-21: 51.07%2026-09-22: 51.50%2026-09-23: 54.80%2026-09-24: 54.71%2026-09-25: 53.17%2026-09-28: 54.18%2026-09-29: 62.00%2026-09-30: 60.15%2026-10-01: 64.12%2026-10-02: 62.80%2026-10-05: 63.52%2026-10-06: 62.41%2026-10-07: 63.07%2026-10-08: 61.92%2026-10-09: 64.21%2026-10-12: 68.47%2026-10-13: 66.59%2026-10-14: 67.70%2026-10-15: 65.22%2026-10-16: 63.25%2026-10-19: 61.85%2026-10-20: 60.45%2026-10-21: 60.34%2026-10-22: 65.38%2026-10-23: 65.88%2026-10-26: 78.79%2026-10-27: 75.00%2026-10-28: 76.05%2026-10-29: 79.74%2026-10-30: 79.47%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
52.31%
49.23%
51.25%
51.90%
53.08%
54.25%
50.87%
51.12%
50.47%
50.72%
50.25%
49.26%
48.81%
49.66%
49.74%
49.36%
53.06%
54.26%
54.81%
54.68%
51.26%
55.67%
52.83%
55.06%
52.76%
50.73%
51.07%
51.50%
54.80%
54.71%
53.17%
54.18%
62.00%
60.15%
64.12%
62.80%
63.52%
62.41%
63.07%
61.92%
64.21%
68.47%
66.59%
67.70%
65.22%
63.25%
61.85%
60.45%
60.34%
65.38%
65.88%
78.79%
75.00%
76.05%
79.74%
79.47%