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Fidelity National Information Services, Inc. FIS

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-10T22:29:20.275Z

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 · 2026-11-10T22:01:30.549585167Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:29:19.825611+00:00

Share price$28.38
1D-1.0%
AH$28.09$28.26$28.43$28.59$28.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIS
Sold putSold callAH

Fidelity National Information Services, Inc. options

Live interpolated FIS call and put midpoint premiums by absolute delta.Fidelity National Information Services, Inc.$0.08$0.52$0.95$1.38$1.81$26.72$27.42$28.11$28.80$29.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FIS spot · $28.38FIS PRICE$0.13$0.17$0.20$0.27$0.33$0.40$0.46$0.52$0.59$0.16$0.22$0.27$0.32$0.40$0.50$0.61$0.71$0.81$0.91$1.16$1.42$1.69
PutsExpensive1.12×
Calls——
Skew——
Implied moveBearish±$1.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.4744.0%4.3%27.2552.3%4.5%
25Δ29.2343.2%3.6%27.4752.0%4.0%
30Δ28.9942.4%2.9%27.6851.7%3.4%
35Δ28.8542.3%2.6%27.9051.3%2.8%
40Δ28.7142.2%2.3%28.0951.5%2.4%
45Δ28.5642.2%2.0%28.2752.1%2.2%
50Δ28.4242.1%1.8%28.4452.8%1.9%
55Δ28.2842.1%1.5%28.6253.4%1.6%
60Δ28.1442.0%1.2%28.8054.0%1.4%
65Δ28.9854.7%1.1%
70Δ29.2757.7%0.9%
75Δ29.5961.0%0.8%
80Δ29.9064.4%0.6%

20Δ

Calls
Pseudo strike
29.47
IV
44.0%
B/E move
4.3%
Puts
Pseudo strike
27.25
IV
52.3%
B/E move
4.5%

25Δ

Calls
Pseudo strike
29.23
IV
43.2%
B/E move
3.6%
Puts
Pseudo strike
27.47
IV
52.0%
B/E move
4.0%

30Δ

Calls
Pseudo strike
28.99
IV
42.4%
B/E move
2.9%
Puts
Pseudo strike
27.68
IV
51.7%
B/E move
3.4%

35Δ

Calls
Pseudo strike
28.85
IV
42.3%
B/E move
2.6%
Puts
Pseudo strike
27.90
IV
51.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
28.71
IV
42.2%
B/E move
2.3%
Puts
Pseudo strike
28.09
IV
51.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
28.56
IV
42.2%
B/E move
2.0%
Puts
Pseudo strike
28.27
IV
52.1%
B/E move
2.2%

50Δ

Calls
Pseudo strike
28.42
IV
42.1%
B/E move
1.8%
Puts
Pseudo strike
28.44
IV
52.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
28.28
IV
42.1%
B/E move
1.5%
Puts
Pseudo strike
28.62
IV
53.4%
B/E move
1.6%

60Δ

Calls
Pseudo strike
28.14
IV
42.0%
B/E move
1.2%
Puts
Pseudo strike
28.80
IV
54.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.98
IV
54.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.27
IV
57.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.59
IV
61.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.90
IV
64.4%
B/E move
0.6%

Options history

IV · four-Friday blend62.27%
Daily close
FIS30.7%51.1%71.4%2026-08-12: 47.00%2026-08-13: 56.30%2026-08-14: 38.42%2026-08-17: 41.72%2026-08-19: 42.09%2026-08-20: 68.41%2026-08-21: 38.87%2026-08-24: 38.68%2026-08-25: 38.36%2026-08-26: 40.05%2026-08-27: 45.54%2026-08-28: 39.12%2026-08-31: 39.65%2026-09-02: 35.44%2026-09-03: 51.75%2026-09-04: 35.90%2026-09-08: 40.16%2026-09-09: 45.47%2026-09-11: 40.33%2026-09-14: 43.63%2026-09-15: 43.27%2026-09-16: 41.98%2026-09-17: 47.46%2026-09-18: 36.34%2026-09-21: 37.68%2026-09-22: 37.64%2026-09-23: 36.13%2026-09-24: 38.71%2026-09-25: 33.53%2026-09-28: 36.17%2026-09-29: 38.26%2026-09-30: 35.18%2026-10-02: 40.44%2026-10-05: 41.04%2026-10-06: 42.79%2026-10-07: 43.91%2026-10-08: 55.49%2026-10-09: 41.12%2026-10-12: 41.79%2026-10-13: 43.35%2026-10-14: 46.73%2026-10-15: 57.59%2026-10-16: 40.38%2026-10-19: 43.30%2026-10-20: 45.47%2026-10-21: 46.66%2026-10-22: 48.21%2026-10-23: 43.41%2026-10-26: 48.36%2026-10-27: 49.29%2026-10-29: 68.64%2026-10-30: 62.27%Aug 12Sep 22Oct 30
52 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
47.00%
56.30%
38.42%
41.72%
42.09%
68.41%
38.87%
38.68%
38.36%
40.05%
45.54%
39.12%
39.65%
35.44%
51.75%
35.90%
40.16%
45.47%
40.33%
43.63%
43.27%
41.98%
47.46%
36.34%
37.68%
37.64%
36.13%
38.71%
33.53%
36.17%
38.26%
35.18%
40.44%
41.04%
42.79%
43.91%
55.49%
41.12%
41.79%
43.35%
46.73%
57.59%
40.38%
43.30%
45.47%
46.66%
48.21%
43.41%
48.36%
49.29%
68.64%
62.27%