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Intercontinental Exchange Inc ICE

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
i

Market dataready · fetched 2026-10-21T17:52:11.729Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:51:57.981176066Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:57.383517+00:00

Share price$158.44
1D+0.8%
$157.02$157.63$158.23$158.83$159.445:30 AM6:30 AM9:00 AM1:00 PMICE
Sold putSold call

Intercontinental Exchange Inc options

Live interpolated ICE call and put midpoint premiums by absolute delta.Intercontinental Exchange Inc$0.30$1.30$2.30$3.30$4.30$152.85$155.65$158.46$161.27$164.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ICE spot · $158.44ICE PRICE$0.40$0.53$0.65$0.80$1.00$1.20$1.40$1.60$1.80$2.17$2.63$3.10$3.57$0.42$0.56$0.69$0.82$0.99$1.22$1.46$1.69$1.92$2.16$2.66$3.34$4.01
PutsCheap0.80×
CallsCheap0.77×
SkewBearish+0.54 pp
Implied moveBalanced±$2.86
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.6930.1%2.3%155.3431.6%2.2%
25Δ161.0429.6%2.0%155.9330.7%1.9%
30Δ160.3929.1%1.6%156.5329.9%1.6%
35Δ159.8328.8%1.4%157.1329.1%1.3%
40Δ159.4028.7%1.2%157.6628.5%1.1%
45Δ158.9628.7%1.1%158.1028.6%1.0%
50Δ158.5328.6%0.9%158.5328.6%0.9%
55Δ158.1028.6%0.8%158.9628.7%0.7%
60Δ157.6628.6%0.6%159.4028.7%0.6%
65Δ157.1329.1%0.5%159.8328.8%0.5%
70Δ156.5329.9%0.5%160.4830.0%0.4%
75Δ155.9330.8%0.4%161.2632.0%0.3%
80Δ155.3331.6%0.3%162.0534.1%0.3%

20Δ

Calls
Pseudo strike
161.69
IV
30.1%
B/E move
2.3%
Puts
Pseudo strike
155.34
IV
31.6%
B/E move
2.2%

25Δ

Calls
Pseudo strike
161.04
IV
29.6%
B/E move
2.0%
Puts
Pseudo strike
155.93
IV
30.7%
B/E move
1.9%

30Δ

Calls
Pseudo strike
160.39
IV
29.1%
B/E move
1.6%
Puts
Pseudo strike
156.53
IV
29.9%
B/E move
1.6%

35Δ

Calls
Pseudo strike
159.83
IV
28.8%
B/E move
1.4%
Puts
Pseudo strike
157.13
IV
29.1%
B/E move
1.3%

40Δ

Calls
Pseudo strike
159.40
IV
28.7%
B/E move
1.2%
Puts
Pseudo strike
157.66
IV
28.5%
B/E move
1.1%

45Δ

Calls
Pseudo strike
158.96
IV
28.7%
B/E move
1.1%
Puts
Pseudo strike
158.10
IV
28.6%
B/E move
1.0%

50Δ

Calls
Pseudo strike
158.53
IV
28.6%
B/E move
0.9%
Puts
Pseudo strike
158.53
IV
28.6%
B/E move
0.9%

55Δ

Calls
Pseudo strike
158.10
IV
28.6%
B/E move
0.8%
Puts
Pseudo strike
158.96
IV
28.7%
B/E move
0.7%

60Δ

Calls
Pseudo strike
157.66
IV
28.6%
B/E move
0.6%
Puts
Pseudo strike
159.40
IV
28.7%
B/E move
0.6%

65Δ

Calls
Pseudo strike
157.13
IV
29.1%
B/E move
0.5%
Puts
Pseudo strike
159.83
IV
28.8%
B/E move
0.5%

70Δ

Calls
Pseudo strike
156.53
IV
29.9%
B/E move
0.5%
Puts
Pseudo strike
160.48
IV
30.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
155.93
IV
30.8%
B/E move
0.4%
Puts
Pseudo strike
161.26
IV
32.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
155.33
IV
31.6%
B/E move
0.3%
Puts
Pseudo strike
162.05
IV
34.1%
B/E move
0.3%

Options history

ICE31.4533.0134.572026-10-19: 31.67%2026-10-20: 34.36%Oct 19Oct 20
Table
DateIV
31.67%
34.36%