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FedEx Corporation FDX

i

Market datapartial · fetched 2026-11-04T03:05:27.038Z

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 · 2026-11-04T00:00:00.002491549Z

FundamentalsAlpha Vantage · unavailable

Share price$318.02
1D-0.5%
AH$315$317$319$321$3235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFDX
Sold putSold callAH

FedEx Corporation options

Live interpolated FDX call and put midpoint premiums by absolute delta.FedEx Corporation$0.00$0.27$0.54$0.81$1.08$-0.32$0.09$0.50$0.91$1.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEFDX 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 blend29.53%
Daily close
FDX21.4%41.3%61.2%2026-08-05: 30.45%2026-08-06: 32.97%2026-08-07: 26.69%2026-08-10: 30.72%2026-08-11: 29.69%2026-08-12: 27.55%2026-08-13: 28.68%2026-08-14: 25.09%2026-08-17: 27.74%2026-08-18: 28.61%2026-08-19: 27.77%2026-08-20: 29.23%2026-08-21: 25.21%2026-08-24: 25.98%2026-08-25: 25.69%2026-08-26: 24.79%2026-08-27: 25.62%2026-08-28: 24.17%2026-08-31: 25.23%2026-09-01: 28.29%2026-09-02: 27.72%2026-09-03: 27.36%2026-09-04: 25.09%2026-09-08: 31.59%2026-09-09: 30.00%2026-09-10: 31.84%2026-09-11: 27.39%2026-09-14: 29.42%2026-09-15: 31.34%2026-09-16: 31.32%2026-09-17: 30.25%2026-09-18: 26.22%2026-09-21: 29.51%2026-09-22: 29.07%2026-09-23: 28.71%2026-09-24: 30.17%2026-09-25: 26.45%2026-09-28: 30.33%2026-09-29: 30.80%2026-09-30: 30.21%2026-10-01: 28.77%2026-10-02: 29.44%2026-10-05: 31.30%2026-10-06: 30.60%2026-10-07: 32.60%2026-10-08: 35.17%2026-10-09: 33.54%2026-10-12: 35.62%2026-10-13: 36.99%2026-10-14: 36.84%2026-10-15: 36.71%2026-10-16: 40.00%2026-10-19: 40.89%2026-10-20: 43.21%2026-10-21: 43.00%2026-10-22: 45.96%2026-10-23: 46.40%2026-10-26: 58.45%2026-10-27: 52.20%2026-10-28: 56.70%2026-10-29: 33.90%2026-10-30: 29.53%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.45%
32.97%
26.69%
30.72%
29.69%
27.55%
28.68%
25.09%
27.74%
28.61%
27.77%
29.23%
25.21%
25.98%
25.69%
24.79%
25.62%
24.17%
25.23%
28.29%
27.72%
27.36%
25.09%
31.59%
30.00%
31.84%
27.39%
29.42%
31.34%
31.32%
30.25%
26.22%
29.51%
29.07%
28.71%
30.17%
26.45%
30.33%
30.80%
30.21%
28.77%
29.44%
31.30%
30.60%
32.60%
35.17%
33.54%
35.62%
36.99%
36.84%
36.71%
40.00%
40.89%
43.21%
43.00%
45.96%
46.40%
58.45%
52.20%
56.70%
33.90%
29.53%