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F5, Inc. Common Stock FFIV

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Market dataready · fetched 2026-11-06T21:54:38.412Z

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 · 2026-11-06T21:19:44.858266232Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T21:54:37.944141+00:00

Share price$311.94
1D-1.3%
AH$308$311$313$315$3185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFFIV
Sold putSold callAH

F5, Inc. Common Stock options

Live interpolated FFIV call and put midpoint premiums by absolute delta.F5, Inc. Common Stock$2.22$9.94$17.67$25.40$33.12$229.21$296.25$363.29$430.33$497.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFIV spot · $311.94FFIV PRICE$3.05$4.23$5.40$6.57$7.74$9.18$10.73$12.28$14.32$16.37$18.68$22.33$25.98$3.70$4.92$6.20$7.73$9.45$11.18$13.21$15.24$17.76$20.96$24.18$27.49$30.89
PutsCheap0.54×
CallsCheap0.86×
SkewBearish+3.74 pp
Implied moveBearish±$23.94
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ338.3845.8%9.5%288.3151.4%8.8%
25Δ334.1847.3%8.5%293.3450.8%7.5%
30Δ329.9848.8%7.5%297.9950.2%6.5%
35Δ325.5847.8%6.5%302.2250.2%5.6%
40Δ321.1846.7%5.4%306.1450.5%4.9%
45Δ317.3646.2%4.7%310.0550.7%4.2%
50Δ313.7646.0%4.0%313.9250.3%3.6%
55Δ310.1545.8%3.4%317.7849.9%3.0%
60Δ306.5845.6%2.9%321.9249.9%2.5%
65Δ303.0145.4%2.4%326.4250.7%2.1%
70Δ299.2645.4%1.9%330.9451.1%1.7%
75Δ294.5546.8%1.6%335.5149.9%1.3%
80Δ289.8348.1%1.2%340.1648.8%0.9%

20Δ

Calls
Pseudo strike
338.38
IV
45.8%
B/E move
9.5%
Puts
Pseudo strike
288.31
IV
51.4%
B/E move
8.8%

25Δ

Calls
Pseudo strike
334.18
IV
47.3%
B/E move
8.5%
Puts
Pseudo strike
293.34
IV
50.8%
B/E move
7.5%

30Δ

Calls
Pseudo strike
329.98
IV
48.8%
B/E move
7.5%
Puts
Pseudo strike
297.99
IV
50.2%
B/E move
6.5%

35Δ

Calls
Pseudo strike
325.58
IV
47.8%
B/E move
6.5%
Puts
Pseudo strike
302.22
IV
50.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
321.18
IV
46.7%
B/E move
5.4%
Puts
Pseudo strike
306.14
IV
50.5%
B/E move
4.9%

45Δ

Calls
Pseudo strike
317.36
IV
46.2%
B/E move
4.7%
Puts
Pseudo strike
310.05
IV
50.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
313.76
IV
46.0%
B/E move
4.0%
Puts
Pseudo strike
313.92
IV
50.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
310.15
IV
45.8%
B/E move
3.4%
Puts
Pseudo strike
317.78
IV
49.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
306.58
IV
45.6%
B/E move
2.9%
Puts
Pseudo strike
321.92
IV
49.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
303.01
IV
45.4%
B/E move
2.4%
Puts
Pseudo strike
326.42
IV
50.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
299.26
IV
45.4%
B/E move
1.9%
Puts
Pseudo strike
330.94
IV
51.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
294.55
IV
46.8%
B/E move
1.6%
Puts
Pseudo strike
335.51
IV
49.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
289.83
IV
48.1%
B/E move
1.2%
Puts
Pseudo strike
340.16
IV
48.8%
B/E move
0.9%

Options history

IV · four-Friday blend45.02%
Daily close
FFIV35.1%42.7%50.3%2026-08-10: 39.43%2026-08-11: 38.85%2026-08-12: 40.45%2026-08-13: 39.91%2026-08-14: 36.19%2026-08-17: 37.63%2026-08-18: 39.15%2026-08-19: 37.51%2026-08-20: 39.80%2026-08-21: 37.86%2026-08-24: 38.44%2026-08-25: 37.96%2026-08-26: 38.58%2026-08-27: 38.54%2026-08-28: 38.64%2026-08-31: 38.64%2026-09-01: 38.90%2026-09-02: 38.65%2026-09-03: 37.50%2026-09-04: 37.58%2026-09-08: 40.27%2026-09-09: 40.13%2026-09-10: 40.13%2026-09-11: 39.04%2026-09-14: 41.41%2026-09-15: 42.44%2026-09-16: 43.33%2026-09-17: 42.27%2026-09-18: 41.06%2026-09-21: 42.19%2026-09-22: 42.69%2026-09-23: 43.53%2026-09-24: 43.37%2026-09-25: 42.29%2026-09-28: 43.43%2026-09-29: 43.40%2026-09-30: 42.68%2026-10-01: 44.03%2026-10-02: 43.10%2026-10-05: 42.79%2026-10-06: 42.51%2026-10-07: 42.27%2026-10-08: 42.38%2026-10-09: 41.80%2026-10-12: 44.06%2026-10-13: 46.17%2026-10-14: 47.97%2026-10-15: 49.24%2026-10-16: 47.58%2026-10-19: 47.16%2026-10-20: 47.41%2026-10-21: 48.27%2026-10-22: 48.10%2026-10-23: 48.13%2026-10-26: 49.12%2026-10-27: 49.22%2026-10-28: 42.61%2026-10-29: 41.49%2026-10-30: 45.02%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
39.43%
38.85%
40.45%
39.91%
36.19%
37.63%
39.15%
37.51%
39.80%
37.86%
38.44%
37.96%
38.58%
38.54%
38.64%
38.64%
38.90%
38.65%
37.50%
37.58%
40.27%
40.13%
40.13%
39.04%
41.41%
42.44%
43.33%
42.27%
41.06%
42.19%
42.69%
43.53%
43.37%
42.29%
43.43%
43.40%
42.68%
44.03%
43.10%
42.79%
42.51%
42.27%
42.38%
41.80%
44.06%
46.17%
47.97%
49.24%
47.58%
47.16%
47.41%
48.27%
48.10%
48.13%
49.12%
49.22%
42.61%
41.49%
45.02%