IntraAlpha
Create free account Start free

Alcon Inc. Ordinary Shares ALC

i

Market datapartial · fetched 2026-11-12T01:04:16.302Z

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 · 2026-11-12T00:00:00.002859099Z

FundamentalsAlpha Vantage · unavailable

Share price$72.46
1D+2.2%
AH$70.58$71.09$71.61$72.13$72.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALC
Sold putSold callAH

Alcon Inc. Ordinary Shares options

Live interpolated ALC call and put midpoint premiums by absolute delta.Alcon Inc. Ordinary Shares$0.26$1.55$2.84$4.12$5.41$65.15$68.64$72.14$75.64$79.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALC spot · $72.46ALC PRICE$0.40$0.50$0.68$0.86$1.04$1.22$1.40$1.68$2.00$2.32$2.64$2.96$3.74$0.51$0.66$0.78$0.89$1.00$1.12$1.31$1.74$2.18$2.61$3.05$3.95$5.04
PutsCheap0.64×
CallsCheap0.83×
SkewBearish+2.10 pp
Implied moveBullish±$2.71
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.9932.6%5.4%69.0437.0%5.4%
25Δ74.9930.4%4.2%69.8037.3%4.6%
30Δ74.5230.6%3.8%70.4135.7%3.9%
35Δ74.0430.9%3.4%70.9733.3%3.3%
40Δ73.5731.1%3.0%71.5230.9%2.7%
45Δ73.1031.3%2.6%72.0828.5%2.1%
50Δ72.6231.6%2.2%72.6327.3%1.6%
55Δ72.1331.8%1.9%73.1929.3%1.4%
60Δ71.6431.9%1.6%73.7431.3%1.2%
65Δ71.1432.1%1.4%74.2933.3%1.1%
70Δ70.6432.3%1.1%74.8435.3%0.9%
75Δ70.1432.5%0.9%75.8538.9%0.8%
80Δ69.2334.8%0.7%77.0543.1%0.6%

20Δ

Calls
Pseudo strike
75.99
IV
32.6%
B/E move
5.4%
Puts
Pseudo strike
69.04
IV
37.0%
B/E move
5.4%

25Δ

Calls
Pseudo strike
74.99
IV
30.4%
B/E move
4.2%
Puts
Pseudo strike
69.80
IV
37.3%
B/E move
4.6%

30Δ

Calls
Pseudo strike
74.52
IV
30.6%
B/E move
3.8%
Puts
Pseudo strike
70.41
IV
35.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
74.04
IV
30.9%
B/E move
3.4%
Puts
Pseudo strike
70.97
IV
33.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
73.57
IV
31.1%
B/E move
3.0%
Puts
Pseudo strike
71.52
IV
30.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
73.10
IV
31.3%
B/E move
2.6%
Puts
Pseudo strike
72.08
IV
28.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
72.62
IV
31.6%
B/E move
2.2%
Puts
Pseudo strike
72.63
IV
27.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
72.13
IV
31.8%
B/E move
1.9%
Puts
Pseudo strike
73.19
IV
29.3%
B/E move
1.4%

60Δ

Calls
Pseudo strike
71.64
IV
31.9%
B/E move
1.6%
Puts
Pseudo strike
73.74
IV
31.3%
B/E move
1.2%

65Δ

Calls
Pseudo strike
71.14
IV
32.1%
B/E move
1.4%
Puts
Pseudo strike
74.29
IV
33.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
70.64
IV
32.3%
B/E move
1.1%
Puts
Pseudo strike
74.84
IV
35.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
70.14
IV
32.5%
B/E move
0.9%
Puts
Pseudo strike
75.85
IV
38.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
69.23
IV
34.8%
B/E move
0.7%
Puts
Pseudo strike
77.05
IV
43.1%
B/E move
0.6%

Options history

IV · four-Friday blend33.58%
Daily close
ALC25.2%30.3%35.4%2026-08-13: 27.54%2026-08-14: 26.73%2026-08-17: 28.16%2026-08-18: 28.45%2026-08-21: 26.56%2026-08-24: 26.73%2026-08-25: 26.55%2026-08-26: 26.38%2026-08-27: 26.09%2026-08-28: 25.93%2026-08-31: 26.03%2026-09-01: 26.18%2026-09-02: 26.36%2026-09-03: 26.22%2026-09-04: 26.12%2026-09-08: 27.44%2026-09-09: 27.16%2026-09-10: 27.44%2026-09-11: 26.71%2026-09-14: 28.09%2026-09-15: 27.87%2026-09-17: 34.66%2026-09-18: 27.60%2026-09-21: 27.76%2026-09-22: 27.33%2026-09-23: 27.29%2026-09-24: 27.42%2026-09-25: 27.14%2026-09-28: 27.52%2026-09-29: 27.51%2026-09-30: 27.55%2026-10-01: 27.44%2026-10-02: 27.61%2026-10-05: 28.32%2026-10-06: 28.83%2026-10-07: 28.16%2026-10-08: 29.23%2026-10-09: 30.02%2026-10-12: 31.29%2026-10-13: 34.11%2026-10-16: 32.52%2026-10-19: 32.26%2026-10-20: 32.74%2026-10-21: 32.72%2026-10-22: 32.94%2026-10-23: 32.75%2026-10-26: 32.70%2026-10-27: 32.77%2026-10-28: 32.34%2026-10-29: 32.84%2026-10-30: 33.58%Aug 13Sep 23Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
27.54%
26.73%
28.16%
28.45%
26.56%
26.73%
26.55%
26.38%
26.09%
25.93%
26.03%
26.18%
26.36%
26.22%
26.12%
27.44%
27.16%
27.44%
26.71%
28.09%
27.87%
34.66%
27.60%
27.76%
27.33%
27.29%
27.42%
27.14%
27.52%
27.51%
27.55%
27.44%
27.61%
28.32%
28.83%
28.16%
29.23%
30.02%
31.29%
34.11%
32.52%
32.26%
32.74%
32.72%
32.94%
32.75%
32.70%
32.77%
32.34%
32.84%
33.58%