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Fidelity National Information Services, Inc. FIS

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-04T04:25:53.203Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:00:00.002422329Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:25:51.487103+00:00

Share price$38.99
1D-1.1%
AH$38.84$39.34$39.84$40.34$40.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIS
Sold putSold callAH

Fidelity National Information Services, Inc. options

Live interpolated FIS call and put midpoint premiums by absolute delta.Fidelity National Information Services, Inc.$0.30$1.61$2.93$4.25$5.57$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFIS PRICE$0.44$0.56$0.66$0.83$1.02$1.19$1.36$1.52$1.67$3.19$5.19$0.48$0.75$1.05$2.50$3.05$3.30$3.54
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.89116.8%11.1%35.94114.4%9.0%
25Δ41.95110.8%9.0%36.38127.3%8.6%
30Δ41.14102.6%7.2%36.81141.1%8.3%
35Δ40.62103.2%6.3%
40Δ40.15105.8%5.6%
45Δ39.67104.7%4.8%
50Δ39.18102.0%4.0%
55Δ38.7497.9%3.3%
60Δ38.3492.9%2.6%40.36120.5%2.9%
65Δ41.05127.7%2.5%
70Δ36.80137.6%2.6%41.52119.8%2.0%
75Δ41.98111.9%1.4%
80Δ34.60178.7%2.1%

20Δ

Calls
Pseudo strike
42.89
IV
116.8%
B/E move
11.1%
Puts
Pseudo strike
35.94
IV
114.4%
B/E move
9.0%

25Δ

Calls
Pseudo strike
41.95
IV
110.8%
B/E move
9.0%
Puts
Pseudo strike
36.38
IV
127.3%
B/E move
8.6%

30Δ

Calls
Pseudo strike
41.14
IV
102.6%
B/E move
7.2%
Puts
Pseudo strike
36.81
IV
141.1%
B/E move
8.3%

35Δ

Calls
Pseudo strike
40.62
IV
103.2%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
40.15
IV
105.8%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
39.67
IV
104.7%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
39.18
IV
102.0%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
38.74
IV
97.9%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
38.34
IV
92.9%
B/E move
2.6%
Puts
Pseudo strike
40.36
IV
120.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.05
IV
127.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
36.80
IV
137.6%
B/E move
2.6%
Puts
Pseudo strike
41.52
IV
119.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.98
IV
111.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
34.60
IV
178.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.27%
Daily close
FIS30.7%51.1%71.4%2026-08-05: 45.02%2026-08-06: 50.42%2026-08-07: 38.93%2026-08-10: 50.54%2026-08-11: 44.87%2026-08-12: 47.00%2026-08-13: 56.30%2026-08-14: 38.42%2026-08-17: 41.72%2026-08-19: 42.09%2026-08-20: 68.41%2026-08-21: 38.87%2026-08-24: 38.68%2026-08-25: 38.36%2026-08-26: 40.05%2026-08-27: 45.54%2026-08-28: 39.12%2026-08-31: 39.65%2026-09-02: 35.44%2026-09-03: 51.75%2026-09-04: 35.90%2026-09-08: 40.16%2026-09-09: 45.47%2026-09-11: 40.33%2026-09-14: 43.63%2026-09-15: 43.27%2026-09-16: 41.98%2026-09-17: 47.46%2026-09-18: 36.34%2026-09-21: 37.68%2026-09-22: 37.64%2026-09-23: 36.13%2026-09-24: 38.71%2026-09-25: 33.53%2026-09-28: 36.17%2026-09-29: 38.26%2026-09-30: 35.18%2026-10-02: 40.44%2026-10-05: 41.04%2026-10-06: 42.79%2026-10-07: 43.91%2026-10-08: 55.49%2026-10-09: 41.12%2026-10-12: 41.79%2026-10-13: 43.35%2026-10-14: 46.73%2026-10-15: 57.59%2026-10-16: 40.38%2026-10-19: 43.30%2026-10-20: 45.47%2026-10-21: 46.66%2026-10-22: 48.21%2026-10-23: 43.41%2026-10-26: 48.36%2026-10-27: 49.29%2026-10-29: 68.64%2026-10-30: 62.27%Aug 5Sep 18Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
45.02%
50.42%
38.93%
50.54%
44.87%
47.00%
56.30%
38.42%
41.72%
42.09%
68.41%
38.87%
38.68%
38.36%
40.05%
45.54%
39.12%
39.65%
35.44%
51.75%
35.90%
40.16%
45.47%
40.33%
43.63%
43.27%
41.98%
47.46%
36.34%
37.68%
37.64%
36.13%
38.71%
33.53%
36.17%
38.26%
35.18%
40.44%
41.04%
42.79%
43.91%
55.49%
41.12%
41.79%
43.35%
46.73%
57.59%
40.38%
43.30%
45.47%
46.66%
48.21%
43.41%
48.36%
49.29%
68.64%
62.27%