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Edwards Lifesciences Corp EW

i

Market dataready · fetched 2026-11-04T00:30:27.189Z

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 · 2026-11-04T00:00:00.002320075Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T00:30:26.639432+00:00

Share price$95.19
1D+0.3%
AH$93.31$94.05$94.78$95.51$96.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEW
Sold putSold callAH

Edwards Lifesciences Corp options

Live interpolated EW call and put midpoint premiums by absolute delta.Edwards Lifesciences Corp$0.66$2.94$5.22$7.50$9.78$84.46$89.84$95.22$100.60$105.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EW spot · $95.19EW PRICE$0.91$1.20$1.49$1.96$2.45$2.96$3.48$4.02$4.58$5.17$5.97$6.79$7.79$1.04$1.36$1.80$2.25$2.54$2.82$3.53$4.44$5.25$5.99$6.89$8.01$9.12
PutsExpensive1.18×
CallsExpensive1.15×
SkewBullish-0.26 pp
Implied moveBalanced±$7.02
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.0939.3%9.2%88.5142.9%8.1%
25Δ101.6239.5%8.0%90.0342.4%6.8%
30Δ100.1539.8%6.8%91.1943.1%6.1%
35Δ99.0941.6%6.2%92.3643.9%5.3%
40Δ98.0743.5%5.6%93.5141.4%4.4%
45Δ96.9844.6%5.0%94.6538.5%3.5%
50Δ95.8244.8%4.3%95.8139.9%3.1%
55Δ94.6644.6%3.7%96.9843.1%2.8%
60Δ93.5343.9%3.1%98.1544.2%2.4%
65Δ92.3943.2%2.5%99.3343.6%1.9%
70Δ91.1743.1%2.1%100.6343.0%1.5%
75Δ89.9543.1%1.6%102.0842.4%1.2%
80Δ88.6042.4%1.3%103.5441.8%0.8%

20Δ

Calls
Pseudo strike
103.09
IV
39.3%
B/E move
9.2%
Puts
Pseudo strike
88.51
IV
42.9%
B/E move
8.1%

25Δ

Calls
Pseudo strike
101.62
IV
39.5%
B/E move
8.0%
Puts
Pseudo strike
90.03
IV
42.4%
B/E move
6.8%

30Δ

Calls
Pseudo strike
100.15
IV
39.8%
B/E move
6.8%
Puts
Pseudo strike
91.19
IV
43.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
99.09
IV
41.6%
B/E move
6.2%
Puts
Pseudo strike
92.36
IV
43.9%
B/E move
5.3%

40Δ

Calls
Pseudo strike
98.07
IV
43.5%
B/E move
5.6%
Puts
Pseudo strike
93.51
IV
41.4%
B/E move
4.4%

45Δ

Calls
Pseudo strike
96.98
IV
44.6%
B/E move
5.0%
Puts
Pseudo strike
94.65
IV
38.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
95.82
IV
44.8%
B/E move
4.3%
Puts
Pseudo strike
95.81
IV
39.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
94.66
IV
44.6%
B/E move
3.7%
Puts
Pseudo strike
96.98
IV
43.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
93.53
IV
43.9%
B/E move
3.1%
Puts
Pseudo strike
98.15
IV
44.2%
B/E move
2.4%

65Δ

Calls
Pseudo strike
92.39
IV
43.2%
B/E move
2.5%
Puts
Pseudo strike
99.33
IV
43.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
91.17
IV
43.1%
B/E move
2.1%
Puts
Pseudo strike
100.63
IV
43.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
89.95
IV
43.1%
B/E move
1.6%
Puts
Pseudo strike
102.08
IV
42.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
88.60
IV
42.4%
B/E move
1.3%
Puts
Pseudo strike
103.54
IV
41.8%
B/E move
0.8%

Options history

IV · four-Friday blend40.14%
Daily close
EW24.6%33.9%43.1%2026-08-05: 28.41%2026-08-06: 30.15%2026-08-07: 27.87%2026-08-10: 29.16%2026-08-11: 27.96%2026-08-12: 27.09%2026-08-13: 27.95%2026-08-14: 28.13%2026-08-17: 31.26%2026-08-18: 27.13%2026-08-19: 29.23%2026-08-20: 31.32%2026-08-21: 27.75%2026-08-24: 28.54%2026-08-25: 28.08%2026-08-26: 26.73%2026-08-27: 26.61%2026-08-28: 26.81%2026-08-31: 27.27%2026-09-01: 26.83%2026-09-02: 26.74%2026-09-03: 26.06%2026-09-04: 25.92%2026-09-08: 28.61%2026-09-09: 27.73%2026-09-10: 28.52%2026-09-11: 29.37%2026-09-14: 28.87%2026-09-15: 30.72%2026-09-16: 35.27%2026-09-17: 33.71%2026-09-18: 28.85%2026-09-21: 31.13%2026-09-22: 30.12%2026-09-23: 30.36%2026-09-24: 32.54%2026-09-25: 31.39%2026-09-28: 30.71%2026-09-29: 31.17%2026-09-30: 31.20%2026-10-01: 31.89%2026-10-02: 30.67%2026-10-05: 30.24%2026-10-06: 31.61%2026-10-07: 32.08%2026-10-08: 31.32%2026-10-09: 32.21%2026-10-12: 33.89%2026-10-13: 33.55%2026-10-14: 35.35%2026-10-15: 40.13%2026-10-16: 35.16%2026-10-19: 35.03%2026-10-20: 36.01%2026-10-21: 36.18%2026-10-22: 37.09%2026-10-23: 35.74%2026-10-26: 36.78%2026-10-27: 36.88%2026-10-28: 35.50%2026-10-29: 41.80%2026-10-30: 40.14%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
28.41%
30.15%
27.87%
29.16%
27.96%
27.09%
27.95%
28.13%
31.26%
27.13%
29.23%
31.32%
27.75%
28.54%
28.08%
26.73%
26.61%
26.81%
27.27%
26.83%
26.74%
26.06%
25.92%
28.61%
27.73%
28.52%
29.37%
28.87%
30.72%
35.27%
33.71%
28.85%
31.13%
30.12%
30.36%
32.54%
31.39%
30.71%
31.17%
31.20%
31.89%
30.67%
30.24%
31.61%
32.08%
31.32%
32.21%
33.89%
33.55%
35.35%
40.13%
35.16%
35.03%
36.01%
36.18%
37.09%
35.74%
36.78%
36.88%
35.50%
41.80%
40.14%