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Xylem Inc XYL

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Market datapartial · fetched 2026-10-22T14:50:31.144Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:50:21.896258247Z

FundamentalsAlpha Vantage · unavailable

Share price$107.55
1D+3.5%
$103$104$106$107$1085:30 AM6:30 AM9:00 AM1:00 PMXYL
Sold putSold call

Xylem Inc options

Live interpolated XYL call and put midpoint premiums by absolute delta.Xylem Inc$0.71$3.89$7.06$10.24$13.42$92.43$99.42$106.41$113.40$120.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYL spot · $107.55XYL PRICE$1.05$1.36$1.81$2.26$2.71$3.24$3.95$4.66$5.36$6.19$7.18$8.17$9.26$1.49$1.95$2.56$3.17$3.81$4.54$5.27$6.03$7.48$8.92$10.23$11.36$12.50
PutsExpensive1.18×
CallsFair1.03×
SkewBearish+7.50 pp
Implied moveBearish±$9.21
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.2032.2%10.0%98.2041.7%10.1%
25Δ114.9731.4%8.2%100.5540.2%8.3%
30Δ113.6231.7%7.3%102.2040.5%7.4%
35Δ112.2832.1%6.5%103.8440.9%6.4%
40Δ110.9332.4%5.7%105.4641.0%5.5%
45Δ109.6032.9%4.9%107.0040.5%4.7%
50Δ108.3033.4%4.4%108.5440.0%4.0%
55Δ107.0134.0%3.8%110.1139.6%3.2%
60Δ105.7134.5%3.3%112.0441.1%2.8%
65Δ104.3434.8%2.8%113.9642.7%2.3%
70Δ102.8734.6%2.3%115.7742.7%1.9%
75Δ101.3934.5%1.9%117.4440.8%1.4%
80Δ99.8334.6%1.4%119.1239.0%0.9%

20Δ

Calls
Pseudo strike
117.20
IV
32.2%
B/E move
10.0%
Puts
Pseudo strike
98.20
IV
41.7%
B/E move
10.1%

25Δ

Calls
Pseudo strike
114.97
IV
31.4%
B/E move
8.2%
Puts
Pseudo strike
100.55
IV
40.2%
B/E move
8.3%

30Δ

Calls
Pseudo strike
113.62
IV
31.7%
B/E move
7.3%
Puts
Pseudo strike
102.20
IV
40.5%
B/E move
7.4%

35Δ

Calls
Pseudo strike
112.28
IV
32.1%
B/E move
6.5%
Puts
Pseudo strike
103.84
IV
40.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
110.93
IV
32.4%
B/E move
5.7%
Puts
Pseudo strike
105.46
IV
41.0%
B/E move
5.5%

45Δ

Calls
Pseudo strike
109.60
IV
32.9%
B/E move
4.9%
Puts
Pseudo strike
107.00
IV
40.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
108.30
IV
33.4%
B/E move
4.4%
Puts
Pseudo strike
108.54
IV
40.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
107.01
IV
34.0%
B/E move
3.8%
Puts
Pseudo strike
110.11
IV
39.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
105.71
IV
34.5%
B/E move
3.3%
Puts
Pseudo strike
112.04
IV
41.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
104.34
IV
34.8%
B/E move
2.8%
Puts
Pseudo strike
113.96
IV
42.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
102.87
IV
34.6%
B/E move
2.3%
Puts
Pseudo strike
115.77
IV
42.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
101.39
IV
34.5%
B/E move
1.9%
Puts
Pseudo strike
117.44
IV
40.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
99.83
IV
34.6%
B/E move
1.4%
Puts
Pseudo strike
119.12
IV
39.0%
B/E move
0.9%

Options history

No recorded observations