AXS · Axis Capital Holdings Ltd

Track AXS — free Ask ALVIS about AXS

$116.45 +1.83 (+1.60%) At close · Jul 24

Market Cap

$8.45B

73.72M

Options Chain

15-min delayed Underlying $116.45 · today Options Calculator

Positioning

Aug 21, 2026 · 26 days to expiry · 42 contracts

Put / call OI

0.10

Call-heavy positioning

Open interest

409

contracts outstanding

Volume

traded today

Max pain

$110.00

$6.45 below spot

ATM implied vol

28.8%

market's expected move

Open interest by strike

Calls Puts

100

105

110

115

120

125

130

135

140

145

150

155

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 26d Sep 18 54d Dec 18 145d Mar 19 236d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	128%	0.991	—		—	—	—	—	0
Call · $55 In the money Last — Breakeven — Implied vol 128% Delta 0.991 ≈99% ITM Gamma 0.001 Theta -0.018 Vega 0.011 Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	113%	0.99	—		—	—	—	—	0
Call · $60 In the money Last — Breakeven — Implied vol 113% Delta 0.99 ≈99% ITM Gamma 0.001 Theta -0.017 Vega 0.011 Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	99.2%	0.99	—		—	—	—	—	0
Call · $65 In the money Last — Breakeven — Implied vol 99.2% Delta 0.99 ≈99% ITM Gamma 0.001 Theta -0.016 Vega 0.012 Open interest 0 Model this call Put · $65 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	90.5%	0.986	—		—	—	—	—	0
Call · $70 In the money Last — Breakeven — Implied vol 90.5% Delta 0.986 ≈99% ITM Gamma 0.001 Theta -0.02 Vega 0.012 Open interest 0 Model this call Put · $70 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	74.4%	0.99	$28.50		—	-0.032	95.4%	—	0
Call · $75 In the money Last $28.50 Breakeven $103.50 Implied vol 74.4% Delta 0.99 ≈99% ITM Gamma 0.001 Theta -0.014 Vega 0.013 Open interest 1 Model this call Put · $75 Last — Breakeven — Implied vol 95.4% Delta -0.032 ≈3% ITM Gamma 0.002 Theta -0.04 Vega 0.025 Open interest 0 Model this put
0	—	67.1%	0.985	—		—	-0.036	83.4%	—	0
Call · $80 In the money Last — Breakeven — Implied vol 67.1% Delta 0.985 ≈98% ITM Gamma 0.002 Theta -0.017 Vega 0.013 Open interest 0 Model this call Put · $80 Last — Breakeven — Implied vol 83.4% Delta -0.036 ≈4% ITM Gamma 0.003 Theta -0.039 Vega 0.026 Open interest 0 Model this put
0	—	60.2%	0.979	—		—	-0.042	72.1%	—	0
Call · $85 In the money Last — Breakeven — Implied vol 60.2% Delta 0.979 ≈98% ITM Gamma 0.003 Theta -0.021 Vega 0.013 Open interest 0 Model this call Put · $85 Last — Breakeven — Implied vol 72.1% Delta -0.042 ≈4% ITM Gamma 0.004 Theta -0.038 Vega 0.027 Open interest 0 Model this put
0	—	56.6%	0.962	—		—	-0.049	61.5%	—	0
Call · $90 In the money Last — Breakeven — Implied vol 56.6% Delta 0.962 ≈96% ITM Gamma 0.005 Theta -0.031 Vega 0.028 Open interest 0 Model this call Put · $90 Last — Breakeven — Implied vol 61.5% Delta -0.049 ≈5% ITM Gamma 0.005 Theta -0.037 Vega 0.028 Open interest 0 Model this put
0	—	46.2%	0.956	—		—	-0.058	51.4%	—	0
Call · $95 In the money Last — Breakeven — Implied vol 46.2% Delta 0.956 ≈96% ITM Gamma 0.006 Theta -0.029 Vega 0.028 Open interest 0 Model this call Put · $95 Last — Breakeven — Implied vol 51.4% Delta -0.058 ≈6% ITM Gamma 0.007 Theta -0.035 Vega 0.029 Open interest 0 Model this put
0	—	40.3%	0.93	—		$0.80	-0.085	43.5%	1	1
Call · $100 In the money Last — Breakeven — Implied vol 40.3% Delta 0.93 ≈93% ITM Gamma 0.011 Theta -0.037 Vega 0.05 Open interest 0 Model this call Put · $100 Last $0.80 Breakeven $99.20 Implied vol 43.5% Delta -0.085 ≈9% ITM Gamma 0.011 Theta -0.04 Vega 0.05 Open interest 1 Model this put
1	1	35.4%	0.877	$3.55		$1.03	-0.166	42.7%	2	33
Call · $105 In the money Last $3.55 Breakeven $108.55 Implied vol 35.4% Delta 0.877 ≈88% ITM Gamma 0.018 Theta -0.048 Vega 0.078 Open interest 1 Model this call Put · $105 Last $1.03 Breakeven $103.97 Implied vol 42.7% Delta -0.166 ≈17% ITM Gamma 0.019 Theta -0.062 Vega 0.078 Open interest 33 Model this put
2	2	33.3%	0.757	$7.96		$4.12	-0.254	35.3%	1	3
Call · $110 In the money Last $7.96 Breakeven $117.96 Implied vol 33.3% Delta 0.757 ≈76% ITM Gamma 0.03 Theta -0.066 Vega 0.105 Open interest 2 Model this call Put · $110 Last $4.12 Breakeven $105.88 Implied vol 35.3% Delta -0.254 ≈25% ITM Gamma 0.029 Theta -0.066 Vega 0.105 Open interest 3 Model this put
52	1	29.6%	0.587	$3.10		—	-0.411	28%	—	0
Call · $115 In the money Last $3.10 Breakeven $118.10 Implied vol 29.6% Delta 0.587 ≈59% ITM Gamma 0.042 Theta -0.072 Vega 0.123 Open interest 52 Model this call Put · $115 Last — Breakeven — Implied vol 28% Delta -0.411 ≈41% ITM Gamma 0.045 Theta -0.062 Vega 0.123 Open interest 0 Model this put
Underlying $116.45
315	1	29.9%	0.377	$0.05		—	-0.644	26.4%	—	0
Call · $120 Last $0.05 Breakeven $120.05 Implied vol 29.9% Delta 0.377 ≈38% ITM Gamma 0.041 Theta -0.071 Vega 0.111 Open interest 315 Model this call Put · $120 In the money Last — Breakeven — Implied vol 26.4% Delta -0.644 ≈64% ITM Gamma 0.046 Theta -0.055 Vega 0.111 Open interest 0 Model this put
0	—	24.1%	0.149	—		—	-0.84	25.6%	—	0
Call · $125 Last — Breakeven — Implied vol 24.1% Delta 0.149 ≈15% ITM Gamma 0.031 Theta -0.035 Vega 0.088 Open interest 0 Model this call Put · $125 In the money Last — Breakeven — Implied vol 25.6% Delta -0.84 ≈84% ITM Gamma 0.032 Theta -0.032 Vega 0.085 Open interest 0 Model this put
1	1	31.2%	0.107	$0.11		—	-1	0.1%	—	0
Call · $130 Last $0.11 Breakeven $130.11 Implied vol 31.2% Delta 0.107 ≈11% ITM Gamma 0.019 Theta -0.035 Vega 0.06 Open interest 1 Model this call Put · $130 In the money Last — Breakeven — Implied vol 0.1% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put
0	—	—	—	—		—	-0.972	30.5%	—	0
Call · $135 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $135 In the money Last — Breakeven — Implied vol 30.5% Delta -0.972 ≈97% ITM Gamma 0.01 Theta -0.009 Vega 0.025 Open interest 0 Model this put
0	—	—	—	—		—	-0.964	38.8%	—	0
Call · $140 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $140 In the money Last — Breakeven — Implied vol 38.8% Delta -0.964 ≈96% ITM Gamma 0.008 Theta -0.014 Vega 0.03 Open interest 0 Model this put
0	—	—	—	—		—	-0.979	42.1%	—	0
Call · $145 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $145 In the money Last — Breakeven — Implied vol 42.1% Delta -0.979 ≈98% ITM Gamma 0.006 Theta -0.01 Vega 0.014 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $150 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $150 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-1	0.1%	—	0
Call · $155 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $155 In the money Last — Breakeven — Implied vol 0.1% Delta -1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1214816 CUSIP G0692U109 13F (30d) 79 filings 79 filers Visit website Investor relations