IntraAlpha
Create free account Start free

Cboe Global Markets, Inc. CBOE

i

Market dataready · fetched 2026-11-06T19:47:19.953Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T19:47:01.837035756Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T19:47:18.687118+00:00

Share price$354.44
1D+3.7%
$336$342$347$353$3595:30 AM6:30 AM9:00 AM1:00 PMCBOE
Sold putSold call

Cboe Global Markets, Inc. options

Live interpolated CBOE call and put midpoint premiums by absolute delta.Cboe Global Markets, Inc.$1.43$6.59$11.75$16.91$22.07$314.86$335.84$356.82$377.80$398.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBOE spot · $354.44CBOE PRICE$1.99$2.65$3.37$4.26$5.20$6.40$7.71$8.92$10.25$12.06$13.63$17.08$20.58$2.06$2.76$3.56$4.43$5.30$6.31$7.48$8.61$9.46$11.57$12.76$14.27$16.06
PutsCheap0.56×
CallsCheap0.54×
SkewBullish-4.13 pp
Implied moveBalanced±$15.19
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ371.0537.3%5.2%340.2736.7%4.6%
25Δ367.6936.8%4.5%343.1736.7%4.0%
30Δ364.8737.1%3.9%345.7636.9%3.5%
35Δ362.4638.0%3.5%348.1837.2%3.0%
40Δ360.0038.3%3.0%350.6036.7%2.6%
45Δ357.6939.7%2.7%352.9036.7%2.2%
50Δ355.2640.7%2.4%355.1737.0%1.9%
55Δ352.7740.5%2.0%357.4236.5%1.6%
60Δ350.2740.3%1.7%359.4334.6%1.3%
65Δ347.5541.2%1.5%362.1736.5%1.1%
70Δ344.9640.5%1.2%364.2635.0%0.8%
75Δ340.9544.3%1.0%366.5333.7%0.6%
80Δ336.7346.3%0.8%368.9932.8%0.4%

20Δ

Calls
Pseudo strike
371.05
IV
37.3%
B/E move
5.2%
Puts
Pseudo strike
340.27
IV
36.7%
B/E move
4.6%

25Δ

Calls
Pseudo strike
367.69
IV
36.8%
B/E move
4.5%
Puts
Pseudo strike
343.17
IV
36.7%
B/E move
4.0%

30Δ

Calls
Pseudo strike
364.87
IV
37.1%
B/E move
3.9%
Puts
Pseudo strike
345.76
IV
36.9%
B/E move
3.5%

35Δ

Calls
Pseudo strike
362.46
IV
38.0%
B/E move
3.5%
Puts
Pseudo strike
348.18
IV
37.2%
B/E move
3.0%

40Δ

Calls
Pseudo strike
360.00
IV
38.3%
B/E move
3.0%
Puts
Pseudo strike
350.60
IV
36.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
357.69
IV
39.7%
B/E move
2.7%
Puts
Pseudo strike
352.90
IV
36.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
355.26
IV
40.7%
B/E move
2.4%
Puts
Pseudo strike
355.17
IV
37.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
352.77
IV
40.5%
B/E move
2.0%
Puts
Pseudo strike
357.42
IV
36.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
350.27
IV
40.3%
B/E move
1.7%
Puts
Pseudo strike
359.43
IV
34.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
347.55
IV
41.2%
B/E move
1.5%
Puts
Pseudo strike
362.17
IV
36.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
344.96
IV
40.5%
B/E move
1.2%
Puts
Pseudo strike
364.26
IV
35.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
340.95
IV
44.3%
B/E move
1.0%
Puts
Pseudo strike
366.53
IV
33.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
336.73
IV
46.3%
B/E move
0.8%
Puts
Pseudo strike
368.99
IV
32.8%
B/E move
0.4%

Options history

IV · four-Friday blend40.93%
Daily close
CBOE26.7%43.7%60.7%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%