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Cboe Global Markets, Inc. CBOE

i

Market datapartial · fetched 2026-11-03T22:32:39.218Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:21:43.061334168Z

FundamentalsAlpha Vantage · unavailable

Share price$344.28
1D-0.7%
AH$334$338$342$345$3495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBOE
Sold putSold callAH

Cboe Global Markets, Inc. options

Live interpolated CBOE call and put midpoint premiums by absolute delta.Cboe Global Markets, Inc.$0.00$0.27$0.54$0.81$1.08$-0.34$0.08$0.50$0.92$1.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECBOE PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.93%
Daily close
CBOE26.7%43.7%60.7%2026-08-05: 38.70%2026-08-06: 37.08%2026-08-07: 32.59%2026-08-10: 36.41%2026-08-11: 37.07%2026-08-12: 36.70%2026-08-13: 34.84%2026-08-14: 31.77%2026-08-17: 34.14%2026-08-18: 35.99%2026-08-19: 43.54%2026-08-20: 42.57%2026-08-21: 34.13%2026-08-24: 35.81%2026-08-25: 34.83%2026-08-26: 34.62%2026-08-27: 35.07%2026-08-28: 29.06%2026-08-31: 34.21%2026-09-01: 33.75%2026-09-02: 35.00%2026-09-03: 38.11%2026-09-04: 33.71%2026-09-08: 38.83%2026-09-09: 37.73%2026-09-10: 39.02%2026-09-11: 38.22%2026-09-14: 39.76%2026-09-15: 42.92%2026-09-16: 42.48%2026-09-17: 35.98%2026-09-18: 33.34%2026-09-21: 36.48%2026-09-22: 35.96%2026-09-23: 36.47%2026-09-24: 37.17%2026-09-25: 35.57%2026-09-28: 39.84%2026-09-29: 42.60%2026-09-30: 43.98%2026-10-01: 41.27%2026-10-02: 38.92%2026-10-05: 45.08%2026-10-06: 42.02%2026-10-07: 39.23%2026-10-08: 43.58%2026-10-09: 39.53%2026-10-12: 45.57%2026-10-13: 46.78%2026-10-14: 49.39%2026-10-15: 45.67%2026-10-16: 41.65%2026-10-19: 42.87%2026-10-20: 42.33%2026-10-21: 43.43%2026-10-22: 42.84%2026-10-23: 41.94%2026-10-26: 45.10%2026-10-27: 47.81%2026-10-28: 51.94%2026-10-29: 58.37%2026-10-30: 40.93%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
38.70%
37.08%
32.59%
36.41%
37.07%
36.70%
34.84%
31.77%
34.14%
35.99%
43.54%
42.57%
34.13%
35.81%
34.83%
34.62%
35.07%
29.06%
34.21%
33.75%
35.00%
38.11%
33.71%
38.83%
37.73%
39.02%
38.22%
39.76%
42.92%
42.48%
35.98%
33.34%
36.48%
35.96%
36.47%
37.17%
35.57%
39.84%
42.60%
43.98%
41.27%
38.92%
45.08%
42.02%
39.23%
43.58%
39.53%
45.57%
46.78%
49.39%
45.67%
41.65%
42.87%
42.33%
43.43%
42.84%
41.94%
45.10%
47.81%
51.94%
58.37%
40.93%