Share price$70.63
1D+3.5%
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Alcon AG ALC
HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIESi
Market dataready · fetched 2026-10-22T23:42:58.664Z
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 · 2026-10-22T23:00:00.002773444Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:42:57.802296+00:00
Alcon AG options
PutsExpensive1.37×
CallsExpensive1.19×
SkewBearish+3.02 pp
Implied moveBearish±$6.24
TiltBearish12.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 77.94 | 37.5% | 11.5% | 64.59 | 41.6% | 9.9% |
| 25Δ | 76.64 | 37.9% | 10.0% | 65.93 | 40.9% | 8.5% |
| 30Δ | 75.42 | 38.1% | 8.7% | 67.15 | 40.3% | 7.2% |
| 35Δ | 74.30 | 37.9% | 7.6% | 68.24 | 40.0% | 6.2% |
| 40Δ | 73.23 | 37.6% | 6.5% | 69.28 | 39.8% | 5.4% |
| 45Δ | 72.20 | 37.4% | 5.6% | 70.30 | 39.6% | 4.5% |
| 50Δ | 71.25 | 37.4% | 4.9% | 71.30 | 39.5% | 3.9% |
| 55Δ | 70.31 | 37.5% | 4.2% | 72.29 | 39.4% | 3.2% |
| 60Δ | 69.36 | 37.4% | 3.5% | 73.38 | 39.6% | 2.7% |
| 65Δ | 68.40 | 37.2% | 3.0% | 74.50 | 39.9% | 2.2% |
| 70Δ | 67.43 | 37.1% | 2.4% | 75.80 | 40.7% | 1.7% |
| 75Δ | 66.37 | 36.7% | 2.0% | 77.25 | 41.7% | 1.3% |
| 80Δ | 65.31 | 36.3% | 1.5% | 78.95 | 42.2% | 0.9% |
20Δ
- Pseudo strike
- 77.94
- IV
- 37.5%
- B/E move
- 11.5%
- Pseudo strike
- 64.59
- IV
- 41.6%
- B/E move
- 9.9%
25Δ
- Pseudo strike
- 76.64
- IV
- 37.9%
- B/E move
- 10.0%
- Pseudo strike
- 65.93
- IV
- 40.9%
- B/E move
- 8.5%
30Δ
- Pseudo strike
- 75.42
- IV
- 38.1%
- B/E move
- 8.7%
- Pseudo strike
- 67.15
- IV
- 40.3%
- B/E move
- 7.2%
35Δ
- Pseudo strike
- 74.30
- IV
- 37.9%
- B/E move
- 7.6%
- Pseudo strike
- 68.24
- IV
- 40.0%
- B/E move
- 6.2%
40Δ
- Pseudo strike
- 73.23
- IV
- 37.6%
- B/E move
- 6.5%
- Pseudo strike
- 69.28
- IV
- 39.8%
- B/E move
- 5.4%
45Δ
- Pseudo strike
- 72.20
- IV
- 37.4%
- B/E move
- 5.6%
- Pseudo strike
- 70.30
- IV
- 39.6%
- B/E move
- 4.5%
50Δ
- Pseudo strike
- 71.25
- IV
- 37.4%
- B/E move
- 4.9%
- Pseudo strike
- 71.30
- IV
- 39.5%
- B/E move
- 3.9%
55Δ
- Pseudo strike
- 70.31
- IV
- 37.5%
- B/E move
- 4.2%
- Pseudo strike
- 72.29
- IV
- 39.4%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 69.36
- IV
- 37.4%
- B/E move
- 3.5%
- Pseudo strike
- 73.38
- IV
- 39.6%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 68.40
- IV
- 37.2%
- B/E move
- 3.0%
- Pseudo strike
- 74.50
- IV
- 39.9%
- B/E move
- 2.2%
70Δ
- Pseudo strike
- 67.43
- IV
- 37.1%
- B/E move
- 2.4%
- Pseudo strike
- 75.80
- IV
- 40.7%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 66.37
- IV
- 36.7%
- B/E move
- 2.0%
- Pseudo strike
- 77.25
- IV
- 41.7%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 65.31
- IV
- 36.3%
- B/E move
- 1.5%
- Pseudo strike
- 78.95
- IV
- 42.2%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 32.70% | |
| 32.46% |