Share price$158.93
1D+1.1%
Sold putSold call
Intercontinental Exchange Inc ICE
FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGESi
Market dataready · fetched 2026-10-21T16:59:33.346Z
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 · 2026-10-21T16:59:16.231439729Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:32.955154+00:00
Intercontinental Exchange Inc options
PutsCheap0.86×
CallsCheap0.82×
SkewBearish+1.81 pp
Implied moveBullish±$2.88
TiltBalanced1.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 162.15 | 30.6% | 2.3% | 155.86 | 30.2% | 2.2% |
| 25Δ | 161.58 | 30.2% | 2.0% | 156.51 | 29.5% | 1.9% |
| 30Δ | 161.00 | 29.9% | 1.7% | 157.15 | 28.9% | 1.5% |
| 35Δ | 160.42 | 29.6% | 1.5% | 157.70 | 28.4% | 1.3% |
| 40Δ | 159.88 | 29.4% | 1.2% | 158.12 | 28.2% | 1.1% |
| 45Δ | 159.43 | 29.6% | 1.1% | 158.55 | 28.0% | 1.0% |
| 50Δ | 158.97 | 29.8% | 1.0% | 158.97 | 27.9% | 0.9% |
| 55Δ | 158.52 | 30.0% | 0.8% | 159.39 | 27.7% | 0.7% |
| 60Δ | 158.07 | 30.2% | 0.7% | 159.82 | 27.5% | 0.6% |
| 65Δ | 157.62 | 30.5% | 0.6% | 160.63 | 32.2% | 0.5% |
| 70Δ | 156.51 | 32.0% | 0.5% | 161.74 | 40.5% | 0.5% |
| 75Δ | 155.17 | 33.9% | 0.4% | 162.89 | 47.0% | 0.5% |
| 80Δ | 153.82 | 35.9% | 0.3% | 164.14 | 49.2% | 0.4% |
20Δ
- Pseudo strike
- 162.15
- IV
- 30.6%
- B/E move
- 2.3%
- Pseudo strike
- 155.86
- IV
- 30.2%
- B/E move
- 2.2%
25Δ
- Pseudo strike
- 161.58
- IV
- 30.2%
- B/E move
- 2.0%
- Pseudo strike
- 156.51
- IV
- 29.5%
- B/E move
- 1.9%
30Δ
- Pseudo strike
- 161.00
- IV
- 29.9%
- B/E move
- 1.7%
- Pseudo strike
- 157.15
- IV
- 28.9%
- B/E move
- 1.5%
35Δ
- Pseudo strike
- 160.42
- IV
- 29.6%
- B/E move
- 1.5%
- Pseudo strike
- 157.70
- IV
- 28.4%
- B/E move
- 1.3%
40Δ
- Pseudo strike
- 159.88
- IV
- 29.4%
- B/E move
- 1.2%
- Pseudo strike
- 158.12
- IV
- 28.2%
- B/E move
- 1.1%
45Δ
- Pseudo strike
- 159.43
- IV
- 29.6%
- B/E move
- 1.1%
- Pseudo strike
- 158.55
- IV
- 28.0%
- B/E move
- 1.0%
50Δ
- Pseudo strike
- 158.97
- IV
- 29.8%
- B/E move
- 1.0%
- Pseudo strike
- 158.97
- IV
- 27.9%
- B/E move
- 0.9%
55Δ
- Pseudo strike
- 158.52
- IV
- 30.0%
- B/E move
- 0.8%
- Pseudo strike
- 159.39
- IV
- 27.7%
- B/E move
- 0.7%
60Δ
- Pseudo strike
- 158.07
- IV
- 30.2%
- B/E move
- 0.7%
- Pseudo strike
- 159.82
- IV
- 27.5%
- B/E move
- 0.6%
65Δ
- Pseudo strike
- 157.62
- IV
- 30.5%
- B/E move
- 0.6%
- Pseudo strike
- 160.63
- IV
- 32.2%
- B/E move
- 0.5%
70Δ
- Pseudo strike
- 156.51
- IV
- 32.0%
- B/E move
- 0.5%
- Pseudo strike
- 161.74
- IV
- 40.5%
- B/E move
- 0.5%
75Δ
- Pseudo strike
- 155.17
- IV
- 33.9%
- B/E move
- 0.4%
- Pseudo strike
- 162.89
- IV
- 47.0%
- B/E move
- 0.5%
80Δ
- Pseudo strike
- 153.82
- IV
- 35.9%
- B/E move
- 0.3%
- Pseudo strike
- 164.14
- IV
- 49.2%
- B/E move
- 0.4%
Options history
Table
| Date | IV |
|---|---|
| 31.67% | |
| 34.36% |