FirstService Corp FSV
REAL ESTATE · REAL ESTATE SERVICESi
Market dataready · fetched 2026-10-22T10:47:33.308Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-21T23:48:55.062108012Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:40:32.240141+00:00
Share price$138.49
1D-0.8%
Sold putSold callAH
FirstService Corp options
PutsExpensive1.39×
CallsCheap0.93×
SkewBearish+10.62 pp
Implied moveBearish±$9.89
TiltBearish31.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 163.12 | 60.6% | 19.6% | 123.94 | 52.4% | 12.3% |
| 25Δ | 152.81 | 44.8% | 12.1% | 129.46 | 40.3% | 8.3% |
| 30Δ | 147.36 | 35.2% | 8.2% | 132.02 | 37.2% | 6.8% |
| 35Δ | 144.22 | 30.1% | 6.0% | 134.28 | 35.2% | 5.5% |
| 40Δ | 142.49 | 28.4% | 5.1% | 136.19 | 35.0% | 4.7% |
| 45Δ | 140.77 | 26.6% | 4.1% | 137.93 | 35.7% | 4.1% |
| 50Δ | 139.35 | 25.4% | 3.4% | 139.67 | 36.3% | 3.5% |
| 55Δ | 138.18 | 24.6% | 2.9% | 141.55 | 36.6% | 3.0% |
| 60Δ | 137.01 | 23.8% | 2.4% | 143.46 | 36.8% | 2.5% |
| 65Δ | 135.84 | 23.0% | 2.0% | 145.52 | 37.3% | 2.0% |
| 70Δ | 134.66 | 22.3% | 1.6% | 148.14 | 38.7% | 1.6% |
| 75Δ | 133.44 | 21.5% | 1.3% | 152.15 | 43.4% | 1.4% |
| 80Δ | 132.23 | 20.8% | 1.1% | 162.71 | 60.3% | 1.4% |
20Δ
- Pseudo strike
- 163.12
- IV
- 60.6%
- B/E move
- 19.6%
- Pseudo strike
- 123.94
- IV
- 52.4%
- B/E move
- 12.3%
25Δ
- Pseudo strike
- 152.81
- IV
- 44.8%
- B/E move
- 12.1%
- Pseudo strike
- 129.46
- IV
- 40.3%
- B/E move
- 8.3%
30Δ
- Pseudo strike
- 147.36
- IV
- 35.2%
- B/E move
- 8.2%
- Pseudo strike
- 132.02
- IV
- 37.2%
- B/E move
- 6.8%
35Δ
- Pseudo strike
- 144.22
- IV
- 30.1%
- B/E move
- 6.0%
- Pseudo strike
- 134.28
- IV
- 35.2%
- B/E move
- 5.5%
40Δ
- Pseudo strike
- 142.49
- IV
- 28.4%
- B/E move
- 5.1%
- Pseudo strike
- 136.19
- IV
- 35.0%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 140.77
- IV
- 26.6%
- B/E move
- 4.1%
- Pseudo strike
- 137.93
- IV
- 35.7%
- B/E move
- 4.1%
50Δ
- Pseudo strike
- 139.35
- IV
- 25.4%
- B/E move
- 3.4%
- Pseudo strike
- 139.67
- IV
- 36.3%
- B/E move
- 3.5%
55Δ
- Pseudo strike
- 138.18
- IV
- 24.6%
- B/E move
- 2.9%
- Pseudo strike
- 141.55
- IV
- 36.6%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- 137.01
- IV
- 23.8%
- B/E move
- 2.4%
- Pseudo strike
- 143.46
- IV
- 36.8%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 135.84
- IV
- 23.0%
- B/E move
- 2.0%
- Pseudo strike
- 145.52
- IV
- 37.3%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 134.66
- IV
- 22.3%
- B/E move
- 1.6%
- Pseudo strike
- 148.14
- IV
- 38.7%
- B/E move
- 1.6%
75Δ
- Pseudo strike
- 133.44
- IV
- 21.5%
- B/E move
- 1.3%
- Pseudo strike
- 152.15
- IV
- 43.4%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 132.23
- IV
- 20.8%
- B/E move
- 1.1%
- Pseudo strike
- 162.71
- IV
- 60.3%
- B/E move
- 1.4%
Options history
No recorded observations