IntraAlpha
Create free account Start free

Xylem Inc XYL

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-22T21:20:52.329Z

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 · 2026-10-22T20:10:00.0026333Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:20:51.396169+00:00

Share price$109.26
1D+5.1%
AH$103$105$107$108$1105:30 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$0.76$4.61$8.46$12.31$16.16$93.68$101.10$108.53$115.95$123.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XYL spot · $109.26XYL PRICE$1.18$1.61$2.04$2.47$2.92$3.37$3.82$4.83$5.87$6.91$8.13$9.50$10.87$1.56$2.07$2.58$3.16$3.85$4.54$5.28$6.24$7.20$8.22$10.40$12.62$15.05
PutsExpensive1.32×
CallsExpensive1.13×
SkewBearish+4.77 pp
Implied moveBearish±$9.11
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.9836.0%10.9%99.7442.6%10.1%
25Δ118.1636.0%9.6%101.7641.9%8.8%
30Δ116.3436.1%8.3%103.7141.1%7.4%
35Δ114.6035.9%7.1%105.5440.5%6.3%
40Δ113.0934.9%6.2%107.1340.3%5.5%
45Δ111.5933.9%5.2%108.7240.0%4.7%
50Δ110.0832.9%4.3%110.3039.8%3.9%
55Δ108.6034.6%3.8%111.9039.6%3.3%
60Δ107.1236.5%3.4%113.4939.5%2.7%
65Δ105.6338.3%3.0%115.1439.5%2.1%
70Δ103.9339.4%2.6%117.7142.2%1.8%
75Δ102.0540.0%2.1%120.3244.7%1.4%
80Δ100.1840.5%1.6%123.2245.3%1.0%

20Δ

Calls
Pseudo strike
119.98
IV
36.0%
B/E move
10.9%
Puts
Pseudo strike
99.74
IV
42.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
118.16
IV
36.0%
B/E move
9.6%
Puts
Pseudo strike
101.76
IV
41.9%
B/E move
8.8%

30Δ

Calls
Pseudo strike
116.34
IV
36.1%
B/E move
8.3%
Puts
Pseudo strike
103.71
IV
41.1%
B/E move
7.4%

35Δ

Calls
Pseudo strike
114.60
IV
35.9%
B/E move
7.1%
Puts
Pseudo strike
105.54
IV
40.5%
B/E move
6.3%

40Δ

Calls
Pseudo strike
113.09
IV
34.9%
B/E move
6.2%
Puts
Pseudo strike
107.13
IV
40.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
111.59
IV
33.9%
B/E move
5.2%
Puts
Pseudo strike
108.72
IV
40.0%
B/E move
4.7%

50Δ

Calls
Pseudo strike
110.08
IV
32.9%
B/E move
4.3%
Puts
Pseudo strike
110.30
IV
39.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
108.60
IV
34.6%
B/E move
3.8%
Puts
Pseudo strike
111.90
IV
39.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
107.12
IV
36.5%
B/E move
3.4%
Puts
Pseudo strike
113.49
IV
39.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
105.63
IV
38.3%
B/E move
3.0%
Puts
Pseudo strike
115.14
IV
39.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
103.93
IV
39.4%
B/E move
2.6%
Puts
Pseudo strike
117.71
IV
42.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
102.05
IV
40.0%
B/E move
2.1%
Puts
Pseudo strike
120.32
IV
44.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
100.18
IV
40.5%
B/E move
1.6%
Puts
Pseudo strike
123.22
IV
45.3%
B/E move
1.0%

Options history

No recorded observations