Share price$70.53
1D+3.3%
Sold putSold call
Alcon Inc. Ordinary Shares ALC
i
Market datapartial · fetched 2026-10-22T16:16:22.914Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T16:16:19.213538546Z
FundamentalsAlpha Vantage · unavailable
Alcon Inc. Ordinary Shares options
PutsExpensive1.34×
CallsExpensive1.18×
SkewBearish+2.58 pp
Implied moveBearish±$6.09
TiltBearish10.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.45 | 35.9% | 10.9% | 64.45 | 41.9% | 10.0% |
| 25Δ | 76.23 | 36.0% | 9.5% | 65.83 | 40.9% | 8.5% |
| 30Δ | 75.02 | 36.1% | 8.2% | 67.05 | 40.3% | 7.2% |
| 35Δ | 74.01 | 36.2% | 7.2% | 68.16 | 39.7% | 6.2% |
| 40Δ | 73.01 | 36.3% | 6.3% | 69.19 | 39.0% | 5.3% |
| 45Δ | 72.05 | 36.5% | 5.5% | 70.20 | 38.4% | 4.4% |
| 50Δ | 71.13 | 37.0% | 4.8% | 71.17 | 38.3% | 3.8% |
| 55Δ | 70.20 | 37.5% | 4.1% | 72.13 | 38.1% | 3.1% |
| 60Δ | 69.23 | 37.7% | 3.6% | 73.18 | 38.3% | 2.6% |
| 65Δ | 68.25 | 37.9% | 3.0% | 74.29 | 38.8% | 2.1% |
| 70Δ | 67.25 | 38.1% | 2.5% | 75.48 | 39.3% | 1.7% |
| 75Δ | 66.15 | 37.9% | 2.0% | 76.82 | 39.6% | 1.2% |
| 80Δ | 65.05 | 37.7% | 1.5% | 78.75 | 41.8% | 0.9% |
20Δ
- Pseudo strike
- 77.45
- IV
- 35.9%
- B/E move
- 10.9%
- Pseudo strike
- 64.45
- IV
- 41.9%
- B/E move
- 10.0%
25Δ
- Pseudo strike
- 76.23
- IV
- 36.0%
- B/E move
- 9.5%
- Pseudo strike
- 65.83
- IV
- 40.9%
- B/E move
- 8.5%
30Δ
- Pseudo strike
- 75.02
- IV
- 36.1%
- B/E move
- 8.2%
- Pseudo strike
- 67.05
- IV
- 40.3%
- B/E move
- 7.2%
35Δ
- Pseudo strike
- 74.01
- IV
- 36.2%
- B/E move
- 7.2%
- Pseudo strike
- 68.16
- IV
- 39.7%
- B/E move
- 6.2%
40Δ
- Pseudo strike
- 73.01
- IV
- 36.3%
- B/E move
- 6.3%
- Pseudo strike
- 69.19
- IV
- 39.0%
- B/E move
- 5.3%
45Δ
- Pseudo strike
- 72.05
- IV
- 36.5%
- B/E move
- 5.5%
- Pseudo strike
- 70.20
- IV
- 38.4%
- B/E move
- 4.4%
50Δ
- Pseudo strike
- 71.13
- IV
- 37.0%
- B/E move
- 4.8%
- Pseudo strike
- 71.17
- IV
- 38.3%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 70.20
- IV
- 37.5%
- B/E move
- 4.1%
- Pseudo strike
- 72.13
- IV
- 38.1%
- B/E move
- 3.1%
60Δ
- Pseudo strike
- 69.23
- IV
- 37.7%
- B/E move
- 3.6%
- Pseudo strike
- 73.18
- IV
- 38.3%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 68.25
- IV
- 37.9%
- B/E move
- 3.0%
- Pseudo strike
- 74.29
- IV
- 38.8%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 67.25
- IV
- 38.1%
- B/E move
- 2.5%
- Pseudo strike
- 75.48
- IV
- 39.3%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 66.15
- IV
- 37.9%
- B/E move
- 2.0%
- Pseudo strike
- 76.82
- IV
- 39.6%
- B/E move
- 1.2%
80Δ
- Pseudo strike
- 65.05
- IV
- 37.7%
- B/E move
- 1.5%
- Pseudo strike
- 78.75
- IV
- 41.8%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 32.70% | |
| 32.46% |