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Axis Capital Holders Limited AXS

i

Market dataready · fetched 2026-11-04T06:24:08.185Z

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 · 2026-11-04T00:00:00.002464889Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T06:24:05.987868+00:00

Share price$105.74
1D+0.4%
AH$104.97$105.41$105.85$106.29$106.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAXS
Sold putSold callAH

Axis Capital Holders Limited options

Live interpolated AXS call and put midpoint premiums by absolute delta.Axis Capital Holders Limited$0.64$2.43$4.22$6.01$7.80$97.24$101.84$106.45$111.05$115.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AXS spot · $105.74AXS PRICE$1.36$1.49$1.71$1.92$2.10$2.27$2.45$2.63$3.19$4.13$5.08$6.03$7.28$0.83$1.17$1.51$1.85$2.18$2.50$2.78$3.05$3.32$3.59$3.87$4.14$4.41
PutsExpensive1.59×
CallsExpensive1.52×
SkewBullish-7.77 pp
Implied moveBearish±$5.23
TiltBullish8.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.6158.2%13.5%100.3831.3%5.9%
25Δ114.0847.8%9.3%101.3631.6%5.2%
30Δ111.7743.0%7.3%102.3431.8%4.6%
35Δ109.7638.7%5.6%103.3232.1%4.0%
40Δ108.7035.8%4.8%104.3032.4%3.4%
45Δ107.6532.8%4.0%105.1932.1%2.9%
50Δ106.5929.9%3.1%105.8530.3%2.5%
55Δ105.5426.9%2.3%106.5028.6%2.2%
60Δ104.4426.5%1.8%107.1626.9%1.8%
65Δ103.2928.8%1.6%107.8225.2%1.4%
70Δ102.1431.0%1.4%108.4823.5%1.1%
75Δ100.9933.2%1.2%109.1321.8%0.7%
80Δ99.5536.4%1.0%109.7920.1%0.3%

20Δ

Calls
Pseudo strike
118.61
IV
58.2%
B/E move
13.5%
Puts
Pseudo strike
100.38
IV
31.3%
B/E move
5.9%

25Δ

Calls
Pseudo strike
114.08
IV
47.8%
B/E move
9.3%
Puts
Pseudo strike
101.36
IV
31.6%
B/E move
5.2%

30Δ

Calls
Pseudo strike
111.77
IV
43.0%
B/E move
7.3%
Puts
Pseudo strike
102.34
IV
31.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
109.76
IV
38.7%
B/E move
5.6%
Puts
Pseudo strike
103.32
IV
32.1%
B/E move
4.0%

40Δ

Calls
Pseudo strike
108.70
IV
35.8%
B/E move
4.8%
Puts
Pseudo strike
104.30
IV
32.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
107.65
IV
32.8%
B/E move
4.0%
Puts
Pseudo strike
105.19
IV
32.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
106.59
IV
29.9%
B/E move
3.1%
Puts
Pseudo strike
105.85
IV
30.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
105.54
IV
26.9%
B/E move
2.3%
Puts
Pseudo strike
106.50
IV
28.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
104.44
IV
26.5%
B/E move
1.8%
Puts
Pseudo strike
107.16
IV
26.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
103.29
IV
28.8%
B/E move
1.6%
Puts
Pseudo strike
107.82
IV
25.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
102.14
IV
31.0%
B/E move
1.4%
Puts
Pseudo strike
108.48
IV
23.5%
B/E move
1.1%

75Δ

Calls
Pseudo strike
100.99
IV
33.2%
B/E move
1.2%
Puts
Pseudo strike
109.13
IV
21.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
99.55
IV
36.4%
B/E move
1.0%
Puts
Pseudo strike
109.79
IV
20.1%
B/E move
0.3%

Options history

IV · four-Friday blend23.06%
Daily close
AXS21.3%34.0%46.7%2026-08-06: 25.97%2026-08-07: 25.75%2026-08-10: 27.41%2026-08-12: 26.03%2026-08-14: 26.35%2026-08-17: 30.15%2026-08-19: 34.73%2026-08-20: 44.91%2026-08-21: 23.95%2026-08-24: 23.80%2026-08-25: 23.81%2026-08-26: 23.60%2026-08-27: 23.23%2026-08-28: 23.45%2026-08-31: 23.44%2026-09-01: 23.90%2026-09-02: 23.99%2026-09-03: 23.91%2026-09-04: 23.80%2026-09-08: 25.73%2026-09-10: 27.56%2026-09-14: 26.69%2026-09-15: 31.58%2026-09-17: 33.40%2026-09-18: 25.23%2026-09-21: 25.52%2026-09-22: 24.74%2026-09-23: 24.99%2026-09-24: 26.11%2026-09-25: 26.00%2026-09-28: 26.91%2026-09-29: 25.57%2026-09-30: 26.23%2026-10-01: 27.15%2026-10-02: 26.44%2026-10-06: 25.77%2026-10-16: 25.36%2026-10-19: 25.19%2026-10-20: 25.61%2026-10-21: 26.04%2026-10-22: 24.79%2026-10-23: 25.74%2026-10-26: 25.70%2026-10-27: 26.13%2026-10-28: 26.38%2026-10-29: 24.68%2026-10-30: 23.06%Aug 6Sep 17Oct 30
47 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
25.97%
25.75%
27.41%
26.03%
26.35%
30.15%
34.73%
44.91%
23.95%
23.80%
23.81%
23.60%
23.23%
23.45%
23.44%
23.90%
23.99%
23.91%
23.80%
25.73%
27.56%
26.69%
31.58%
33.40%
25.23%
25.52%
24.74%
24.99%
26.11%
26.00%
26.91%
25.57%
26.23%
27.15%
26.44%
25.77%
25.36%
25.19%
25.61%
26.04%
24.79%
25.74%
25.70%
26.13%
26.38%
24.68%
23.06%