Share price$36.25
1D-0.2%
Sold putSold call
Fidelity National Information Services Inc FIS
TECHNOLOGY · INFORMATION TECHNOLOGY SERVICESi
Market dataready · fetched 2026-10-21T16:59:21.326Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:00.050109333Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:20.928907+00:00
Fidelity National Information Services Inc options
PutsExpensive1.64×
CallsExpensive1.27×
SkewBearish+15.54 pp
Implied moveBearish±$1.01
TiltBearish20.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.41 | 83.2% | 6.6% | 34.03 | 102.5% | 7.0% |
| 25Δ | 37.19 | 47.9% | 3.1% | 34.50 | 88.4% | 5.7% |
| 30Δ | 36.88 | 42.2% | 2.4% | 34.98 | 74.2% | 4.4% |
| 35Δ | 36.73 | 42.4% | 2.1% | 35.45 | 60.1% | 3.1% |
| 40Δ | 36.58 | 42.6% | 1.9% | 35.92 | 45.9% | 1.8% |
| 45Δ | 36.43 | 42.8% | 1.7% | 36.13 | 43.8% | 1.5% |
| 50Δ | 36.28 | 43.0% | 1.4% | 36.29 | 44.1% | 1.3% |
| 55Δ | 36.13 | 43.2% | 1.2% | 36.45 | 44.3% | 1.1% |
| 60Δ | 35.97 | 43.5% | 1.0% | 36.61 | 44.6% | 1.0% |
| 65Δ | 35.78 | 44.1% | 0.8% | 36.77 | 44.8% | 0.8% |
| 70Δ | 35.58 | 44.6% | 0.7% | 36.92 | 45.0% | 0.6% |
| 75Δ | 35.39 | 45.2% | 0.6% | 37.84 | 66.8% | 0.6% |
| 80Δ | 35.20 | 45.8% | 0.4% | 39.44 | 107.9% | 0.7% |
20Δ
- Pseudo strike
- 38.41
- IV
- 83.2%
- B/E move
- 6.6%
- Pseudo strike
- 34.03
- IV
- 102.5%
- B/E move
- 7.0%
25Δ
- Pseudo strike
- 37.19
- IV
- 47.9%
- B/E move
- 3.1%
- Pseudo strike
- 34.50
- IV
- 88.4%
- B/E move
- 5.7%
30Δ
- Pseudo strike
- 36.88
- IV
- 42.2%
- B/E move
- 2.4%
- Pseudo strike
- 34.98
- IV
- 74.2%
- B/E move
- 4.4%
35Δ
- Pseudo strike
- 36.73
- IV
- 42.4%
- B/E move
- 2.1%
- Pseudo strike
- 35.45
- IV
- 60.1%
- B/E move
- 3.1%
40Δ
- Pseudo strike
- 36.58
- IV
- 42.6%
- B/E move
- 1.9%
- Pseudo strike
- 35.92
- IV
- 45.9%
- B/E move
- 1.8%
45Δ
- Pseudo strike
- 36.43
- IV
- 42.8%
- B/E move
- 1.7%
- Pseudo strike
- 36.13
- IV
- 43.8%
- B/E move
- 1.5%
50Δ
- Pseudo strike
- 36.28
- IV
- 43.0%
- B/E move
- 1.4%
- Pseudo strike
- 36.29
- IV
- 44.1%
- B/E move
- 1.3%
55Δ
- Pseudo strike
- 36.13
- IV
- 43.2%
- B/E move
- 1.2%
- Pseudo strike
- 36.45
- IV
- 44.3%
- B/E move
- 1.1%
60Δ
- Pseudo strike
- 35.97
- IV
- 43.5%
- B/E move
- 1.0%
- Pseudo strike
- 36.61
- IV
- 44.6%
- B/E move
- 1.0%
65Δ
- Pseudo strike
- 35.78
- IV
- 44.1%
- B/E move
- 0.8%
- Pseudo strike
- 36.77
- IV
- 44.8%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 35.58
- IV
- 44.6%
- B/E move
- 0.7%
- Pseudo strike
- 36.92
- IV
- 45.0%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 35.39
- IV
- 45.2%
- B/E move
- 0.6%
- Pseudo strike
- 37.84
- IV
- 66.8%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 35.20
- IV
- 45.8%
- B/E move
- 0.4%
- Pseudo strike
- 39.44
- IV
- 107.9%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 43.39% | |
| 45.58% |