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ADT Inc. ADT

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Market dataready · fetched 2026-11-12T14:59:26.492Z

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 · 2026-11-12T14:59:24.744234064Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:59:26.085154+00:00

Share price$9.92
1D+0.0%
$9.91$9.92$9.92$9.93$9.945:30 AM6:30 AM9:00 AM1:00 PMADT
Sold putSold call

ADT Inc. options

Live interpolated ADT call and put midpoint premiums by absolute delta.ADT Inc.$0.02$0.25$0.48$0.71$0.94$9.64$9.99$10.34$10.68$11.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ADT spot · $9.92ADT PRICE$0.19$0.25$0.30$0.36$0.42$0.48$0.53$0.59$0.65$0.70$0.76$0.82$0.87$0.04$0.05$0.05$0.06$0.07$0.07$0.08$0.08$0.09$0.10
Puts——
CallsExpensive7.40×
Skew——
Implied moveBullish±$0.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.4872.4%17.6%9.2039.5%7.6%
25Δ11.3071.2%16.4%9.2936.4%6.9%
30Δ11.1270.1%15.1%9.3733.4%6.1%
35Δ10.9468.9%13.9%9.4530.3%5.3%
40Δ10.7667.7%12.6%9.5327.2%4.6%
45Δ10.5866.6%11.4%9.6224.2%3.8%
50Δ10.4065.4%10.2%9.7021.1%3.0%
55Δ10.2264.2%8.9%9.7818.0%2.2%
60Δ10.0463.0%7.7%9.8714.9%1.5%
65Δ9.8661.9%6.5%9.9511.9%0.7%
70Δ9.6860.7%5.2%
75Δ9.5059.5%4.0%
80Δ9.3258.4%2.7%

20Δ

Calls
Pseudo strike
11.48
IV
72.4%
B/E move
17.6%
Puts
Pseudo strike
9.20
IV
39.5%
B/E move
7.6%

25Δ

Calls
Pseudo strike
11.30
IV
71.2%
B/E move
16.4%
Puts
Pseudo strike
9.29
IV
36.4%
B/E move
6.9%

30Δ

Calls
Pseudo strike
11.12
IV
70.1%
B/E move
15.1%
Puts
Pseudo strike
9.37
IV
33.4%
B/E move
6.1%

35Δ

Calls
Pseudo strike
10.94
IV
68.9%
B/E move
13.9%
Puts
Pseudo strike
9.45
IV
30.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
10.76
IV
67.7%
B/E move
12.6%
Puts
Pseudo strike
9.53
IV
27.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
10.58
IV
66.6%
B/E move
11.4%
Puts
Pseudo strike
9.62
IV
24.2%
B/E move
3.8%

50Δ

Calls
Pseudo strike
10.40
IV
65.4%
B/E move
10.2%
Puts
Pseudo strike
9.70
IV
21.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
10.22
IV
64.2%
B/E move
8.9%
Puts
Pseudo strike
9.78
IV
18.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
10.04
IV
63.0%
B/E move
7.7%
Puts
Pseudo strike
9.87
IV
14.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
9.86
IV
61.9%
B/E move
6.5%
Puts
Pseudo strike
9.95
IV
11.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
9.68
IV
60.7%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.50
IV
59.5%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.32
IV
58.4%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.49%
Daily close
ADT29.7%43.4%57.0%2026-09-09: 55.12%2026-09-10: 37.57%2026-09-11: 46.43%2026-09-17: 54.56%2026-09-18: 32.27%2026-09-29: 50.38%2026-10-16: 31.62%2026-10-19: 33.96%2026-10-20: 32.88%2026-10-21: 34.25%2026-10-22: 38.89%2026-10-23: 35.11%2026-10-26: 34.05%2026-10-27: 32.39%2026-10-28: 44.49%Sep 9Oct 19Oct 28
15 observations2026-09-09 — 2026-10-28
Table
DateIV (%)
55.12%
37.57%
46.43%
54.56%
32.27%
50.38%
31.62%
33.96%
32.88%
34.25%
38.89%
35.11%
34.05%
32.39%
44.49%