Share price$108.03
1D+4.0%
Sold putSold call
Xylem Inc XYL
i
Market datapartial · fetched 2026-10-22T16:51:32.775Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:51:08.652079659Z
FundamentalsAlpha Vantage · unavailable
Xylem Inc options
PutsExpensive1.13×
CallsExpensive1.10×
SkewBearish+3.48 pp
Implied moveBearish±$9.01
TiltBearish12.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 119.07 | 36.9% | 11.3% | 99.07 | 39.9% | 9.6% |
| 25Δ | 117.05 | 36.8% | 9.8% | 101.04 | 39.6% | 8.3% |
| 30Δ | 115.03 | 36.7% | 8.4% | 102.72 | 39.6% | 7.2% |
| 35Δ | 113.42 | 35.8% | 7.3% | 104.40 | 39.6% | 6.2% |
| 40Δ | 111.81 | 34.9% | 6.2% | 105.97 | 39.3% | 5.3% |
| 45Δ | 110.21 | 34.0% | 5.1% | 107.47 | 38.8% | 4.6% |
| 50Δ | 108.85 | 34.0% | 4.4% | 108.96 | 38.3% | 3.8% |
| 55Δ | 107.53 | 34.1% | 3.9% | 110.52 | 38.1% | 3.1% |
| 60Δ | 106.21 | 34.2% | 3.3% | 112.20 | 38.7% | 2.6% |
| 65Δ | 104.85 | 34.5% | 2.7% | 113.88 | 39.2% | 2.1% |
| 70Δ | 103.06 | 36.0% | 2.3% | 115.81 | 39.6% | 1.7% |
| 75Δ | 101.28 | 37.5% | 2.0% | 118.24 | 39.6% | 1.3% |
| 80Δ | 99.25 | 39.1% | 1.6% | 120.66 | 39.6% | 0.9% |
20Δ
- Pseudo strike
- 119.07
- IV
- 36.9%
- B/E move
- 11.3%
- Pseudo strike
- 99.07
- IV
- 39.9%
- B/E move
- 9.6%
25Δ
- Pseudo strike
- 117.05
- IV
- 36.8%
- B/E move
- 9.8%
- Pseudo strike
- 101.04
- IV
- 39.6%
- B/E move
- 8.3%
30Δ
- Pseudo strike
- 115.03
- IV
- 36.7%
- B/E move
- 8.4%
- Pseudo strike
- 102.72
- IV
- 39.6%
- B/E move
- 7.2%
35Δ
- Pseudo strike
- 113.42
- IV
- 35.8%
- B/E move
- 7.3%
- Pseudo strike
- 104.40
- IV
- 39.6%
- B/E move
- 6.2%
40Δ
- Pseudo strike
- 111.81
- IV
- 34.9%
- B/E move
- 6.2%
- Pseudo strike
- 105.97
- IV
- 39.3%
- B/E move
- 5.3%
45Δ
- Pseudo strike
- 110.21
- IV
- 34.0%
- B/E move
- 5.1%
- Pseudo strike
- 107.47
- IV
- 38.8%
- B/E move
- 4.6%
50Δ
- Pseudo strike
- 108.85
- IV
- 34.0%
- B/E move
- 4.4%
- Pseudo strike
- 108.96
- IV
- 38.3%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 107.53
- IV
- 34.1%
- B/E move
- 3.9%
- Pseudo strike
- 110.52
- IV
- 38.1%
- B/E move
- 3.1%
60Δ
- Pseudo strike
- 106.21
- IV
- 34.2%
- B/E move
- 3.3%
- Pseudo strike
- 112.20
- IV
- 38.7%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 104.85
- IV
- 34.5%
- B/E move
- 2.7%
- Pseudo strike
- 113.88
- IV
- 39.2%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 103.06
- IV
- 36.0%
- B/E move
- 2.3%
- Pseudo strike
- 115.81
- IV
- 39.6%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 101.28
- IV
- 37.5%
- B/E move
- 2.0%
- Pseudo strike
- 118.24
- IV
- 39.6%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 99.25
- IV
- 39.1%
- B/E move
- 1.6%
- Pseudo strike
- 120.66
- IV
- 39.6%
- B/E move
- 0.9%
Options history
No recorded observations