Share price$36.24
1D-0.2%
Sold putSold call
Fidelity National Information Services Inc FIS
TECHNOLOGY · INFORMATION TECHNOLOGY SERVICESi
Market dataready · fetched 2026-10-21T17:52:23.575Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:52:20.755745301Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:54.744182+00:00
Fidelity National Information Services Inc options
PutsExpensive1.63×
CallsExpensive1.27×
SkewBearish+14.83 pp
Implied moveBearish±$1.00
TiltBearish18.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.37 | 83.2% | 6.6% | 34.03 | 103.3% | 7.0% |
| 25Δ | 37.17 | 47.7% | 3.1% | 34.49 | 89.0% | 5.7% |
| 30Δ | 36.88 | 42.5% | 2.4% | 34.96 | 74.8% | 4.4% |
| 35Δ | 36.72 | 42.7% | 2.2% | 35.43 | 60.5% | 3.2% |
| 40Δ | 36.57 | 43.0% | 1.9% | 35.90 | 46.3% | 1.9% |
| 45Δ | 36.42 | 43.3% | 1.7% | 36.12 | 43.4% | 1.5% |
| 50Δ | 36.27 | 43.5% | 1.4% | 36.28 | 43.6% | 1.3% |
| 55Δ | 36.12 | 43.8% | 1.2% | 36.44 | 43.7% | 1.1% |
| 60Δ | 35.96 | 43.9% | 1.0% | 36.59 | 43.9% | 1.0% |
| 65Δ | 35.78 | 43.9% | 0.8% | 36.75 | 44.1% | 0.8% |
| 70Δ | 35.59 | 43.9% | 0.7% | 36.91 | 44.2% | 0.6% |
| 75Δ | 35.41 | 43.8% | 0.6% | 37.65 | 61.1% | 0.6% |
| 80Δ | 35.23 | 43.8% | 0.4% | 39.29 | 103.8% | 0.7% |
20Δ
- Pseudo strike
- 38.37
- IV
- 83.2%
- B/E move
- 6.6%
- Pseudo strike
- 34.03
- IV
- 103.3%
- B/E move
- 7.0%
25Δ
- Pseudo strike
- 37.17
- IV
- 47.7%
- B/E move
- 3.1%
- Pseudo strike
- 34.49
- IV
- 89.0%
- B/E move
- 5.7%
30Δ
- Pseudo strike
- 36.88
- IV
- 42.5%
- B/E move
- 2.4%
- Pseudo strike
- 34.96
- IV
- 74.8%
- B/E move
- 4.4%
35Δ
- Pseudo strike
- 36.72
- IV
- 42.7%
- B/E move
- 2.2%
- Pseudo strike
- 35.43
- IV
- 60.5%
- B/E move
- 3.2%
40Δ
- Pseudo strike
- 36.57
- IV
- 43.0%
- B/E move
- 1.9%
- Pseudo strike
- 35.90
- IV
- 46.3%
- B/E move
- 1.9%
45Δ
- Pseudo strike
- 36.42
- IV
- 43.3%
- B/E move
- 1.7%
- Pseudo strike
- 36.12
- IV
- 43.4%
- B/E move
- 1.5%
50Δ
- Pseudo strike
- 36.27
- IV
- 43.5%
- B/E move
- 1.4%
- Pseudo strike
- 36.28
- IV
- 43.6%
- B/E move
- 1.3%
55Δ
- Pseudo strike
- 36.12
- IV
- 43.8%
- B/E move
- 1.2%
- Pseudo strike
- 36.44
- IV
- 43.7%
- B/E move
- 1.1%
60Δ
- Pseudo strike
- 35.96
- IV
- 43.9%
- B/E move
- 1.0%
- Pseudo strike
- 36.59
- IV
- 43.9%
- B/E move
- 1.0%
65Δ
- Pseudo strike
- 35.78
- IV
- 43.9%
- B/E move
- 0.8%
- Pseudo strike
- 36.75
- IV
- 44.1%
- B/E move
- 0.8%
70Δ
- Pseudo strike
- 35.59
- IV
- 43.9%
- B/E move
- 0.7%
- Pseudo strike
- 36.91
- IV
- 44.2%
- B/E move
- 0.6%
75Δ
- Pseudo strike
- 35.41
- IV
- 43.8%
- B/E move
- 0.6%
- Pseudo strike
- 37.65
- IV
- 61.1%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 35.23
- IV
- 43.8%
- B/E move
- 0.4%
- Pseudo strike
- 39.29
- IV
- 103.8%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 43.39% | |
| 45.58% |