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IQVIA Holdings Inc. IQV

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-04T06:39:59.149Z

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 · 2026-11-04T00:00:00.002736367Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T06:33:03.308638+00:00

Share price$262.59
1D+1.7%
AH$254$257$259$262$2645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIQV
Sold putSold callAH

IQVIA Holdings Inc. options

Live interpolated IQV call and put midpoint premiums by absolute delta.IQVIA Holdings Inc.$1.83$8.15$14.46$20.78$27.09$216.99$240.52$264.05$287.58$311.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IQV spot · $262.59IQV PRICE$2.51$3.32$4.34$5.38$6.43$7.70$9.00$10.29$12.07$14.15$16.24$18.87$22.06$3.21$3.96$4.85$5.89$6.93$8.21$9.82$11.44$13.05$15.46$17.90$20.42$25.27
PutsCheap0.66×
CallsCheap0.61×
SkewNeutral+0.11 pp
Implied moveBearish±$18.82
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ284.5341.5%9.3%241.8850.0%9.1%
25Δ280.3042.1%8.0%247.2146.3%7.4%
30Δ276.9042.5%7.1%251.5643.8%6.0%
35Δ273.5742.8%6.2%254.8242.8%5.2%
40Δ270.2343.1%5.4%258.0841.8%4.4%
45Δ267.2042.9%4.7%261.1941.2%3.7%
50Δ264.1942.6%4.0%264.1041.3%3.2%
55Δ261.1942.3%3.4%267.0041.4%2.7%
60Δ258.0542.6%2.9%269.9141.5%2.2%
65Δ254.8443.1%2.4%273.3041.6%1.8%
70Δ251.6343.7%2.0%276.7141.7%1.4%
75Δ247.9744.1%1.6%280.1941.9%1.1%
80Δ243.8644.5%1.3%285.7743.7%0.8%

20Δ

Calls
Pseudo strike
284.53
IV
41.5%
B/E move
9.3%
Puts
Pseudo strike
241.88
IV
50.0%
B/E move
9.1%

25Δ

Calls
Pseudo strike
280.30
IV
42.1%
B/E move
8.0%
Puts
Pseudo strike
247.21
IV
46.3%
B/E move
7.4%

30Δ

Calls
Pseudo strike
276.90
IV
42.5%
B/E move
7.1%
Puts
Pseudo strike
251.56
IV
43.8%
B/E move
6.0%

35Δ

Calls
Pseudo strike
273.57
IV
42.8%
B/E move
6.2%
Puts
Pseudo strike
254.82
IV
42.8%
B/E move
5.2%

40Δ

Calls
Pseudo strike
270.23
IV
43.1%
B/E move
5.4%
Puts
Pseudo strike
258.08
IV
41.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
267.20
IV
42.9%
B/E move
4.7%
Puts
Pseudo strike
261.19
IV
41.2%
B/E move
3.7%

50Δ

Calls
Pseudo strike
264.19
IV
42.6%
B/E move
4.0%
Puts
Pseudo strike
264.10
IV
41.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
261.19
IV
42.3%
B/E move
3.4%
Puts
Pseudo strike
267.00
IV
41.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
258.05
IV
42.6%
B/E move
2.9%
Puts
Pseudo strike
269.91
IV
41.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
254.84
IV
43.1%
B/E move
2.4%
Puts
Pseudo strike
273.30
IV
41.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
251.63
IV
43.7%
B/E move
2.0%
Puts
Pseudo strike
276.71
IV
41.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
247.97
IV
44.1%
B/E move
1.6%
Puts
Pseudo strike
280.19
IV
41.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
243.86
IV
44.5%
B/E move
1.3%
Puts
Pseudo strike
285.77
IV
43.7%
B/E move
0.8%

Options history

IV · four-Friday blend38.42%
Daily close
IQV33.8%39.0%44.1%2026-08-06: 39.09%2026-08-07: 37.60%2026-08-10: 37.91%2026-08-11: 36.51%2026-08-12: 36.73%2026-08-13: 37.00%2026-08-14: 34.82%2026-08-17: 36.22%2026-08-19: 36.77%2026-08-21: 36.15%2026-08-24: 36.65%2026-08-25: 36.23%2026-08-26: 36.34%2026-08-27: 35.74%2026-08-28: 34.78%2026-08-31: 34.52%2026-09-01: 35.58%2026-09-02: 35.24%2026-09-03: 34.80%2026-09-04: 35.90%2026-09-08: 37.28%2026-09-09: 38.00%2026-09-10: 37.19%2026-09-11: 37.20%2026-09-14: 39.17%2026-09-15: 39.54%2026-09-16: 38.85%2026-09-17: 38.19%2026-09-18: 36.61%2026-09-21: 37.56%2026-09-22: 37.55%2026-09-23: 38.40%2026-09-24: 38.14%2026-09-25: 37.68%2026-09-28: 37.59%2026-09-29: 38.04%2026-09-30: 38.04%2026-10-01: 37.53%2026-10-02: 37.61%2026-10-05: 37.64%2026-10-06: 39.10%2026-10-07: 39.16%2026-10-08: 39.42%2026-10-09: 39.24%2026-10-12: 39.78%2026-10-13: 40.76%2026-10-14: 40.83%2026-10-15: 42.11%2026-10-16: 41.52%2026-10-19: 41.79%2026-10-20: 42.47%2026-10-21: 42.82%2026-10-22: 43.23%2026-10-23: 42.66%2026-10-26: 43.40%2026-10-27: 35.93%2026-10-28: 36.46%2026-10-29: 35.66%2026-10-30: 38.42%Aug 6Sep 21Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
39.09%
37.60%
37.91%
36.51%
36.73%
37.00%
34.82%
36.22%
36.77%
36.15%
36.65%
36.23%
36.34%
35.74%
34.78%
34.52%
35.58%
35.24%
34.80%
35.90%
37.28%
38.00%
37.19%
37.20%
39.17%
39.54%
38.85%
38.19%
36.61%
37.56%
37.55%
38.40%
38.14%
37.68%
37.59%
38.04%
38.04%
37.53%
37.61%
37.64%
39.10%
39.16%
39.42%
39.24%
39.78%
40.76%
40.83%
42.11%
41.52%
41.79%
42.47%
42.82%
43.23%
42.66%
43.40%
35.93%
36.46%
35.66%
38.42%