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Agilent Technologies Inc. A

i

Market dataready · fetched 2026-11-12T15:23:44.110Z

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 · 2026-11-12T15:23:32.506968863Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T15:23:42.892853+00:00

Share price$172.16
1D-0.2%
$171.24$172.04$172.84$173.64$174.455:30 AM6:30 AM9:00 AM1:00 PMA
Sold putSold call

Agilent Technologies Inc. options

Live interpolated A call and put midpoint premiums by absolute delta.Agilent Technologies Inc.$0.82$3.36$5.90$8.43$10.97$157.77$164.70$171.63$178.56$185.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive A spot · $172.16A PRICE$1.10$1.44$1.82$2.19$2.58$3.21$3.84$4.46$5.09$6.20$7.36$8.52$10.24$1.25$1.59$1.94$2.30$2.68$3.16$3.65$4.13$4.62$5.36$6.27$7.18$8.09
PutsCheap0.77×
CallsCheap0.95×
SkewBullish-3.86 pp
Implied moveBullish±$7.48
TiltBullish5.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.2638.4%5.9%163.4842.8%5.8%
25Δ179.5138.8%5.1%165.6340.6%4.7%
30Δ177.9838.1%4.4%167.2038.9%4.0%
35Δ176.4537.3%3.8%168.7737.1%3.3%
40Δ174.9436.5%3.1%170.2335.6%2.7%
45Δ173.7337.0%2.8%171.3234.8%2.3%
50Δ172.5337.5%2.4%172.4134.0%2.0%
55Δ171.3238.0%2.1%173.5033.2%1.6%
60Δ170.1138.5%1.8%174.5832.3%1.3%
65Δ168.5839.7%1.5%175.7731.9%1.0%
70Δ167.0140.9%1.3%177.0131.8%0.8%
75Δ165.4442.2%1.0%178.2631.6%0.6%
80Δ163.3543.4%0.8%179.5031.5%0.4%

20Δ

Calls
Pseudo strike
181.26
IV
38.4%
B/E move
5.9%
Puts
Pseudo strike
163.48
IV
42.8%
B/E move
5.8%

25Δ

Calls
Pseudo strike
179.51
IV
38.8%
B/E move
5.1%
Puts
Pseudo strike
165.63
IV
40.6%
B/E move
4.7%

30Δ

Calls
Pseudo strike
177.98
IV
38.1%
B/E move
4.4%
Puts
Pseudo strike
167.20
IV
38.9%
B/E move
4.0%

35Δ

Calls
Pseudo strike
176.45
IV
37.3%
B/E move
3.8%
Puts
Pseudo strike
168.77
IV
37.1%
B/E move
3.3%

40Δ

Calls
Pseudo strike
174.94
IV
36.5%
B/E move
3.1%
Puts
Pseudo strike
170.23
IV
35.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
173.73
IV
37.0%
B/E move
2.8%
Puts
Pseudo strike
171.32
IV
34.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
172.53
IV
37.5%
B/E move
2.4%
Puts
Pseudo strike
172.41
IV
34.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
171.32
IV
38.0%
B/E move
2.1%
Puts
Pseudo strike
173.50
IV
33.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
170.11
IV
38.5%
B/E move
1.8%
Puts
Pseudo strike
174.58
IV
32.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
168.58
IV
39.7%
B/E move
1.5%
Puts
Pseudo strike
175.77
IV
31.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
167.01
IV
40.9%
B/E move
1.3%
Puts
Pseudo strike
177.01
IV
31.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
165.44
IV
42.2%
B/E move
1.0%
Puts
Pseudo strike
178.26
IV
31.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
163.35
IV
43.4%
B/E move
0.8%
Puts
Pseudo strike
179.50
IV
31.5%
B/E move
0.4%

Options history

IV · four-Friday blend37.57%
Daily close
A27.6%33.8%39.9%2026-08-14: 32.86%2026-08-17: 33.55%2026-08-18: 33.90%2026-08-19: 39.03%2026-08-21: 35.60%2026-08-24: 36.95%2026-08-25: 36.82%2026-08-26: 38.09%2026-08-27: 29.38%2026-08-28: 29.35%2026-08-31: 29.79%2026-09-01: 29.54%2026-09-02: 28.48%2026-09-03: 28.58%2026-09-04: 29.78%2026-09-08: 31.55%2026-09-09: 31.15%2026-09-10: 31.47%2026-09-11: 29.91%2026-09-14: 31.17%2026-09-15: 30.94%2026-09-16: 34.20%2026-09-17: 34.25%2026-09-18: 30.06%2026-09-21: 32.41%2026-09-22: 31.14%2026-09-23: 31.51%2026-09-24: 33.04%2026-09-25: 33.04%2026-09-28: 34.59%2026-09-29: 33.06%2026-09-30: 32.70%2026-10-01: 32.61%2026-10-02: 32.07%2026-10-05: 33.74%2026-10-06: 34.38%2026-10-07: 34.48%2026-10-08: 35.24%2026-10-09: 35.00%2026-10-12: 36.62%2026-10-13: 35.69%2026-10-14: 38.62%2026-10-16: 34.23%2026-10-19: 34.46%2026-10-20: 35.35%2026-10-21: 34.76%2026-10-22: 36.93%2026-10-23: 35.51%2026-10-26: 36.32%2026-10-27: 35.57%2026-10-28: 35.73%2026-10-29: 36.08%2026-10-30: 37.57%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
32.86%
33.55%
33.90%
39.03%
35.60%
36.95%
36.82%
38.09%
29.38%
29.35%
29.79%
29.54%
28.48%
28.58%
29.78%
31.55%
31.15%
31.47%
29.91%
31.17%
30.94%
34.20%
34.25%
30.06%
32.41%
31.14%
31.51%
33.04%
33.04%
34.59%
33.06%
32.70%
32.61%
32.07%
33.74%
34.38%
34.48%
35.24%
35.00%
36.62%
35.69%
38.62%
34.23%
34.46%
35.35%
34.76%
36.93%
35.51%
36.32%
35.57%
35.73%
36.08%
37.57%