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Intercontinental Exchange Inc. ICE

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
i

Market dataready · fetched 2026-11-10T22:29:35.469Z

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 · 2026-11-10T21:10:00.002272174Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:29:34.772450+00:00

Share price$176.36
1D+1.0%
AH$173.41$174.20$175.00$175.79$176.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMICE
Sold putSold callAH

Intercontinental Exchange Inc. options

Live interpolated ICE call and put midpoint premiums by absolute delta.Intercontinental Exchange Inc.$0.34$1.77$3.19$4.62$6.05$171.00$173.65$176.30$178.94$181.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICE spot · $176.36ICE PRICE$0.49$0.65$0.82$0.98$1.15$1.47$1.79$2.10$2.42$2.74$3.06$3.38$3.71$0.49$0.62$0.75$0.89$1.14$1.38$1.63$1.88$2.12$3.11$4.19$5.00$5.64
PutsExpensive1.37×
CallsExpensive1.40×
SkewBearish+0.82 pp
Implied moveBullish±$3.41
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ180.3628.0%2.5%172.7527.4%2.3%
25Δ179.5127.1%2.2%173.5226.0%2.0%
30Δ178.8426.6%1.9%174.2824.6%1.6%
35Δ178.1726.1%1.6%175.0323.3%1.3%
40Δ177.5025.6%1.3%175.5123.4%1.1%
45Δ176.9526.2%1.2%175.9923.6%1.0%
50Δ176.4026.8%1.0%176.4823.8%0.9%
55Δ175.8527.4%0.9%176.9624.0%0.7%
60Δ175.3028.1%0.8%177.4424.2%0.6%
65Δ174.7727.8%0.7%178.4829.3%0.6%
70Δ174.2526.6%0.5%179.5835.0%0.5%
75Δ173.7325.3%0.4%180.5436.4%0.5%
80Δ173.2224.0%0.3%181.4035.2%0.3%

20Δ

Calls
Pseudo strike
180.36
IV
28.0%
B/E move
2.5%
Puts
Pseudo strike
172.75
IV
27.4%
B/E move
2.3%

25Δ

Calls
Pseudo strike
179.51
IV
27.1%
B/E move
2.2%
Puts
Pseudo strike
173.52
IV
26.0%
B/E move
2.0%

30Δ

Calls
Pseudo strike
178.84
IV
26.6%
B/E move
1.9%
Puts
Pseudo strike
174.28
IV
24.6%
B/E move
1.6%

35Δ

Calls
Pseudo strike
178.17
IV
26.1%
B/E move
1.6%
Puts
Pseudo strike
175.03
IV
23.3%
B/E move
1.3%

40Δ

Calls
Pseudo strike
177.50
IV
25.6%
B/E move
1.3%
Puts
Pseudo strike
175.51
IV
23.4%
B/E move
1.1%

45Δ

Calls
Pseudo strike
176.95
IV
26.2%
B/E move
1.2%
Puts
Pseudo strike
175.99
IV
23.6%
B/E move
1.0%

50Δ

Calls
Pseudo strike
176.40
IV
26.8%
B/E move
1.0%
Puts
Pseudo strike
176.48
IV
23.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
175.85
IV
27.4%
B/E move
0.9%
Puts
Pseudo strike
176.96
IV
24.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
175.30
IV
28.1%
B/E move
0.8%
Puts
Pseudo strike
177.44
IV
24.2%
B/E move
0.6%

65Δ

Calls
Pseudo strike
174.77
IV
27.8%
B/E move
0.7%
Puts
Pseudo strike
178.48
IV
29.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
174.25
IV
26.6%
B/E move
0.5%
Puts
Pseudo strike
179.58
IV
35.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
173.73
IV
25.3%
B/E move
0.4%
Puts
Pseudo strike
180.54
IV
36.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
173.22
IV
24.0%
B/E move
0.3%
Puts
Pseudo strike
181.40
IV
35.2%
B/E move
0.3%

Options history

IV · four-Friday blend27.71%
Daily close
ICE21.6%30.8%40.0%2026-08-12: 25.46%2026-08-13: 25.53%2026-08-14: 24.63%2026-08-17: 25.69%2026-08-18: 28.29%2026-08-19: 33.65%2026-08-20: 27.93%2026-08-21: 23.95%2026-08-24: 26.00%2026-08-25: 24.93%2026-08-26: 24.91%2026-08-27: 24.76%2026-08-28: 22.85%2026-08-31: 24.68%2026-09-01: 25.84%2026-09-02: 25.20%2026-09-03: 26.56%2026-09-04: 23.98%2026-09-08: 28.28%2026-09-09: 27.36%2026-09-10: 27.77%2026-09-11: 24.71%2026-09-14: 27.70%2026-09-15: 26.44%2026-09-16: 27.90%2026-09-17: 24.55%2026-09-18: 23.11%2026-09-21: 25.31%2026-09-22: 25.91%2026-09-23: 26.92%2026-09-24: 26.52%2026-09-25: 25.65%2026-09-28: 25.88%2026-09-29: 26.52%2026-09-30: 26.39%2026-10-01: 30.53%2026-10-02: 26.12%2026-10-05: 25.99%2026-10-06: 26.96%2026-10-07: 26.24%2026-10-08: 30.85%2026-10-09: 26.50%2026-10-12: 27.98%2026-10-13: 29.64%2026-10-14: 31.62%2026-10-15: 31.76%2026-10-16: 28.27%2026-10-19: 31.69%2026-10-20: 34.49%2026-10-21: 30.87%2026-10-22: 34.56%2026-10-23: 31.83%2026-10-26: 33.70%2026-10-27: 32.44%2026-10-28: 38.74%2026-10-29: 34.34%2026-10-30: 27.71%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
25.46%
25.53%
24.63%
25.69%
28.29%
33.65%
27.93%
23.95%
26.00%
24.93%
24.91%
24.76%
22.85%
24.68%
25.84%
25.20%
26.56%
23.98%
28.28%
27.36%
27.77%
24.71%
27.70%
26.44%
27.90%
24.55%
23.11%
25.31%
25.91%
26.92%
26.52%
25.65%
25.88%
26.52%
26.39%
30.53%
26.12%
25.99%
26.96%
26.24%
30.85%
26.50%
27.98%
29.64%
31.62%
31.76%
28.27%
31.69%
34.49%
30.87%
34.56%
31.83%
33.70%
32.44%
38.74%
34.34%
27.71%