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Xylem Inc XYL

i

Market dataready · fetched 2026-11-12T02:52:37.964Z

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 · 2026-11-12T00:00:00.001445223Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:52:37.148972+00:00

Share price$95.11
1D-0.8%
AH$94.53$94.89$95.26$95.62$95.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXYL
Sold putSold callAH

Xylem Inc options

Live interpolated XYL call and put midpoint premiums by absolute delta.Xylem Inc$0.38$1.83$3.29$4.75$6.20$84.09$89.71$95.34$100.97$106.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYL spot · $95.11XYL PRICE$0.53$0.72$0.90$1.11$1.36$1.60$1.84$2.27$2.92$3.56$4.25$5.02$5.78$0.54$0.69$0.89$1.11$1.33$1.55$1.82$2.12$2.43$2.73$3.04$3.68$4.34
PutsCheap0.48×
CallsCheap0.56×
SkewBullish-6.10 pp
Implied moveBalanced±$3.66
TiltBullish9.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.5332.0%5.2%91.2731.6%4.6%
25Δ98.7332.0%4.6%92.2630.2%3.7%
30Δ97.9332.1%3.9%92.9529.8%3.2%
35Δ97.2132.0%3.4%93.5529.7%2.8%
40Δ96.5931.9%3.0%94.1429.6%2.4%
45Δ95.9631.7%2.6%94.7329.5%2.0%
50Δ95.3431.5%2.2%95.3029.2%1.7%
55Δ94.6332.9%1.9%95.8428.7%1.5%
60Δ93.8435.9%1.7%96.3928.3%1.2%
65Δ93.0439.0%1.6%96.9327.9%1.0%
70Δ92.1741.3%1.4%97.4727.5%0.7%
75Δ91.1642.0%1.1%98.2727.8%0.5%
80Δ90.1542.7%0.9%99.0828.2%0.4%

20Δ

Calls
Pseudo strike
99.53
IV
32.0%
B/E move
5.2%
Puts
Pseudo strike
91.27
IV
31.6%
B/E move
4.6%

25Δ

Calls
Pseudo strike
98.73
IV
32.0%
B/E move
4.6%
Puts
Pseudo strike
92.26
IV
30.2%
B/E move
3.7%

30Δ

Calls
Pseudo strike
97.93
IV
32.1%
B/E move
3.9%
Puts
Pseudo strike
92.95
IV
29.8%
B/E move
3.2%

35Δ

Calls
Pseudo strike
97.21
IV
32.0%
B/E move
3.4%
Puts
Pseudo strike
93.55
IV
29.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
96.59
IV
31.9%
B/E move
3.0%
Puts
Pseudo strike
94.14
IV
29.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
95.96
IV
31.7%
B/E move
2.6%
Puts
Pseudo strike
94.73
IV
29.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
95.34
IV
31.5%
B/E move
2.2%
Puts
Pseudo strike
95.30
IV
29.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
94.63
IV
32.9%
B/E move
1.9%
Puts
Pseudo strike
95.84
IV
28.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
93.84
IV
35.9%
B/E move
1.7%
Puts
Pseudo strike
96.39
IV
28.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
93.04
IV
39.0%
B/E move
1.6%
Puts
Pseudo strike
96.93
IV
27.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
92.17
IV
41.3%
B/E move
1.4%
Puts
Pseudo strike
97.47
IV
27.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
91.16
IV
42.0%
B/E move
1.1%
Puts
Pseudo strike
98.27
IV
27.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
90.15
IV
42.7%
B/E move
0.9%
Puts
Pseudo strike
99.08
IV
28.2%
B/E move
0.4%

Options history

IV · four-Friday blend31.91%
Daily EOD
XYL30.0%31.9%33.8%2026-10-19: 32.39%2026-10-20: 32.61%2026-10-21: 32.30%2026-10-22: 32.73%2026-10-23: 33.49%2026-10-26: 31.34%2026-10-27: 30.42%2026-10-28: 30.29%2026-10-29: 31.36%2026-10-30: 31.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.39%
32.61%
32.30%
32.73%
33.49%
31.34%
30.42%
30.29%
31.36%
31.91%