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Fair Isaac Corporation FICO

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Market datapartial · fetched 2026-10-22T21:08:31.647Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 · 2026-10-22T20:59:00.558001219Z

FundamentalsAlpha Vantage · unavailable

Share price$821.56
1D+3.2%
AH$794$803$812$821$8315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFICO
Sold putSold callAH

Fair Isaac Corporation options

Live interpolated FICO call and put midpoint premiums by absolute delta.Fair Isaac Corporation$6.18$23.87$41.56$59.24$76.93$687.47$745.98$804.50$863.01$921.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FICO spot · $821.56FICO PRICE$8.09$10.42$13.30$16.73$20.16$24.70$29.40$35.44$39.01$47.85$52.93$61.58$71.83$9.28$11.67$15.31$18.09$21.85$25.64$30.46$34.72$38.41$45.98$51.57$58.60$66.32
PutsExpensive1.43×
CallsFair1.04×
SkewBullish-5.20 pp
Implied moveBalanced±$59.85
TiltBalanced0.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ892.5262.3%9.6%761.7565.1%8.4%
25Δ876.4559.9%7.9%776.8361.1%6.9%
30Δ865.0160.0%6.9%786.4762.9%6.1%
35Δ855.0561.3%6.1%797.7160.1%5.1%
40Δ844.8261.2%5.3%807.1659.8%4.4%
45Δ835.6363.2%4.7%816.4258.9%3.7%
50Δ825.9164.1%4.1%825.4459.3%3.2%
55Δ816.0866.7%3.6%834.2558.0%2.7%
60Δ806.4963.4%2.9%842.3555.4%2.1%
65Δ795.0068.0%2.6%852.6357.2%1.8%
70Δ785.2565.4%2.0%861.5155.6%1.4%
75Δ773.3066.3%1.6%871.3554.7%1.1%
80Δ759.9667.2%1.2%881.6453.4%0.8%

20Δ

Calls
Pseudo strike
892.52
IV
62.3%
B/E move
9.6%
Puts
Pseudo strike
761.75
IV
65.1%
B/E move
8.4%

25Δ

Calls
Pseudo strike
876.45
IV
59.9%
B/E move
7.9%
Puts
Pseudo strike
776.83
IV
61.1%
B/E move
6.9%

30Δ

Calls
Pseudo strike
865.01
IV
60.0%
B/E move
6.9%
Puts
Pseudo strike
786.47
IV
62.9%
B/E move
6.1%

35Δ

Calls
Pseudo strike
855.05
IV
61.3%
B/E move
6.1%
Puts
Pseudo strike
797.71
IV
60.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
844.82
IV
61.2%
B/E move
5.3%
Puts
Pseudo strike
807.16
IV
59.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
835.63
IV
63.2%
B/E move
4.7%
Puts
Pseudo strike
816.42
IV
58.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
825.91
IV
64.1%
B/E move
4.1%
Puts
Pseudo strike
825.44
IV
59.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
816.08
IV
66.7%
B/E move
3.6%
Puts
Pseudo strike
834.25
IV
58.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
806.49
IV
63.4%
B/E move
2.9%
Puts
Pseudo strike
842.35
IV
55.4%
B/E move
2.1%

65Δ

Calls
Pseudo strike
795.00
IV
68.0%
B/E move
2.6%
Puts
Pseudo strike
852.63
IV
57.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
785.25
IV
65.4%
B/E move
2.0%
Puts
Pseudo strike
861.51
IV
55.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
773.30
IV
66.3%
B/E move
1.6%
Puts
Pseudo strike
871.35
IV
54.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
759.96
IV
67.2%
B/E move
1.2%
Puts
Pseudo strike
881.64
IV
53.4%
B/E move
0.8%

Options history

No recorded observations