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IQVIA Holdings Inc. IQV

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Market dataready · fetched 2026-11-12T14:59:56.568Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T14:59:46.573103549Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:59:56.123756+00:00

Share price$271.52
1D-1.0%
$268$270$272$274$2775:30 AM6:30 AM9:00 AM1:00 PMIQV
Sold putSold call

IQVIA Holdings Inc. options

Live interpolated IQV call and put midpoint premiums by absolute delta.IQVIA Holdings Inc.$1.47$5.76$10.04$14.33$18.61$249.28$260.24$271.20$282.15$293.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IQV spot · $271.52IQV PRICE$1.93$2.50$3.07$3.84$4.75$5.66$6.57$7.48$9.07$10.72$12.37$14.02$17.23$2.26$2.85$3.71$4.57$5.43$6.30$7.55$8.79$10.03$11.27$13.04$15.21$17.38
PutsExpensive1.22×
CallsFair1.02×
SkewBearish+1.56 pp
Implied moveBearish±$14.11
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ288.1644.2%6.8%255.8348.5%6.6%
25Δ284.7742.7%5.8%260.1645.9%5.2%
30Δ281.3941.3%4.8%262.6545.5%4.6%
35Δ278.7440.8%4.1%265.1345.1%4.0%
40Δ276.6041.0%3.6%267.6244.7%3.4%
45Δ274.4641.2%3.2%270.1044.4%2.8%
50Δ272.3241.3%2.7%272.3343.9%2.5%
55Δ270.1841.5%2.3%274.5743.5%2.1%
60Δ267.7742.2%2.0%276.8043.1%1.7%
65Δ265.3442.9%1.7%279.0442.7%1.4%
70Δ262.9143.5%1.4%281.6142.3%1.1%
75Δ260.4844.2%1.1%284.4342.0%0.8%
80Δ256.6646.1%0.9%287.2441.6%0.6%

20Δ

Calls
Pseudo strike
288.16
IV
44.2%
B/E move
6.8%
Puts
Pseudo strike
255.83
IV
48.5%
B/E move
6.6%

25Δ

Calls
Pseudo strike
284.77
IV
42.7%
B/E move
5.8%
Puts
Pseudo strike
260.16
IV
45.9%
B/E move
5.2%

30Δ

Calls
Pseudo strike
281.39
IV
41.3%
B/E move
4.8%
Puts
Pseudo strike
262.65
IV
45.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
278.74
IV
40.8%
B/E move
4.1%
Puts
Pseudo strike
265.13
IV
45.1%
B/E move
4.0%

40Δ

Calls
Pseudo strike
276.60
IV
41.0%
B/E move
3.6%
Puts
Pseudo strike
267.62
IV
44.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
274.46
IV
41.2%
B/E move
3.2%
Puts
Pseudo strike
270.10
IV
44.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
272.32
IV
41.3%
B/E move
2.7%
Puts
Pseudo strike
272.33
IV
43.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
270.18
IV
41.5%
B/E move
2.3%
Puts
Pseudo strike
274.57
IV
43.5%
B/E move
2.1%

60Δ

Calls
Pseudo strike
267.77
IV
42.2%
B/E move
2.0%
Puts
Pseudo strike
276.80
IV
43.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
265.34
IV
42.9%
B/E move
1.7%
Puts
Pseudo strike
279.04
IV
42.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
262.91
IV
43.5%
B/E move
1.4%
Puts
Pseudo strike
281.61
IV
42.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
260.48
IV
44.2%
B/E move
1.1%
Puts
Pseudo strike
284.43
IV
42.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
256.66
IV
46.1%
B/E move
0.9%
Puts
Pseudo strike
287.24
IV
41.6%
B/E move
0.6%

Options history

IV · four-Friday blend38.42%
Daily close
IQV33.8%39.0%44.1%2026-08-14: 34.82%2026-08-17: 36.22%2026-08-19: 36.77%2026-08-21: 36.15%2026-08-24: 36.65%2026-08-25: 36.23%2026-08-26: 36.34%2026-08-27: 35.74%2026-08-28: 34.78%2026-08-31: 34.52%2026-09-01: 35.58%2026-09-02: 35.24%2026-09-03: 34.80%2026-09-04: 35.90%2026-09-08: 37.28%2026-09-09: 38.00%2026-09-10: 37.19%2026-09-11: 37.20%2026-09-14: 39.17%2026-09-15: 39.54%2026-09-16: 38.85%2026-09-17: 38.19%2026-09-18: 36.61%2026-09-21: 37.56%2026-09-22: 37.55%2026-09-23: 38.40%2026-09-24: 38.14%2026-09-25: 37.68%2026-09-28: 37.59%2026-09-29: 38.04%2026-09-30: 38.04%2026-10-01: 37.53%2026-10-02: 37.61%2026-10-05: 37.64%2026-10-06: 39.10%2026-10-07: 39.16%2026-10-08: 39.42%2026-10-09: 39.24%2026-10-12: 39.78%2026-10-13: 40.76%2026-10-14: 40.83%2026-10-15: 42.11%2026-10-16: 41.52%2026-10-19: 41.79%2026-10-20: 42.47%2026-10-21: 42.82%2026-10-22: 43.23%2026-10-23: 42.66%2026-10-26: 43.40%2026-10-27: 35.93%2026-10-28: 36.46%2026-10-29: 35.66%2026-10-30: 38.42%Aug 14Sep 24Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
34.82%
36.22%
36.77%
36.15%
36.65%
36.23%
36.34%
35.74%
34.78%
34.52%
35.58%
35.24%
34.80%
35.90%
37.28%
38.00%
37.19%
37.20%
39.17%
39.54%
38.85%
38.19%
36.61%
37.56%
37.55%
38.40%
38.14%
37.68%
37.59%
38.04%
38.04%
37.53%
37.61%
37.64%
39.10%
39.16%
39.42%
39.24%
39.78%
40.76%
40.83%
42.11%
41.52%
41.79%
42.47%
42.82%
43.23%
42.66%
43.40%
35.93%
36.46%
35.66%
38.42%