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Align Technology Inc ALGN

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-15T20:04:40.108Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:07.804858395Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:39.580712+00:00

Share price$149.34
1D+5.8%
AH$140$143$145$148$1505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALGN
Sold putSold callAH

Align Technology Inc options

Live interpolated ALGN call and put midpoint premiums by absolute delta.Align Technology Inc$1.14$3.67$6.20$8.73$11.26$136.72$142.71$148.69$154.68$160.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $149.34OPTION PRICELive ALGN spot · $149.34ALGN PRICE$2.45$1.67$2.29$1.90$1.52$1.42$2.23$2.71$2.68$4.98$5.13$5.62$8.33$2.28$2.45$2.31$2.73$2.32$2.75$2.73$2.13$4.71$6.57$8.02$9.46$10.53
PutsExpensive3.95×
CallsExpensive1.82×
SkewBearish+16.58 pp
Implied moveBearish±$4.96
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ172.77302.6%17.3%135.16245.9%11.0%
25Δ158.99156.9%7.6%139.87200.6%8.0%
30Δ157.10165.1%6.7%143.77149.7%5.3%
35Δ154.53123.0%4.8%145.51142.4%4.4%
40Δ151.9680.9%2.8%147.54101.6%2.8%
45Δ149.8753.0%1.3%148.6199.9%2.3%
50Δ149.3370.7%1.5%149.3587.5%1.8%
55Δ148.7877.3%1.4%149.9757.6%1.0%
60Δ148.2065.8%1.0%151.86104.8%1.5%
65Δ146.28104.1%1.3%153.70125.5%1.5%
70Δ145.7396.3%1.0%155.48131.7%1.3%
75Δ144.8892.5%0.8%157.27137.9%1.0%
80Δ142.04113.0%0.7%158.79131.8%0.7%

20Δ

Calls
Pseudo strike
172.77
IV
302.6%
B/E move
17.3%
Puts
Pseudo strike
135.16
IV
245.9%
B/E move
11.0%

25Δ

Calls
Pseudo strike
158.99
IV
156.9%
B/E move
7.6%
Puts
Pseudo strike
139.87
IV
200.6%
B/E move
8.0%

30Δ

Calls
Pseudo strike
157.10
IV
165.1%
B/E move
6.7%
Puts
Pseudo strike
143.77
IV
149.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
154.53
IV
123.0%
B/E move
4.8%
Puts
Pseudo strike
145.51
IV
142.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
151.96
IV
80.9%
B/E move
2.8%
Puts
Pseudo strike
147.54
IV
101.6%
B/E move
2.8%

45Δ

Calls
Pseudo strike
149.87
IV
53.0%
B/E move
1.3%
Puts
Pseudo strike
148.61
IV
99.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
149.33
IV
70.7%
B/E move
1.5%
Puts
Pseudo strike
149.35
IV
87.5%
B/E move
1.8%

55Δ

Calls
Pseudo strike
148.78
IV
77.3%
B/E move
1.4%
Puts
Pseudo strike
149.97
IV
57.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
148.20
IV
65.8%
B/E move
1.0%
Puts
Pseudo strike
151.86
IV
104.8%
B/E move
1.5%

65Δ

Calls
Pseudo strike
146.28
IV
104.1%
B/E move
1.3%
Puts
Pseudo strike
153.70
IV
125.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
145.73
IV
96.3%
B/E move
1.0%
Puts
Pseudo strike
155.48
IV
131.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
144.88
IV
92.5%
B/E move
0.8%
Puts
Pseudo strike
157.27
IV
137.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
142.04
IV
113.0%
B/E move
0.7%
Puts
Pseudo strike
158.79
IV
131.8%
B/E move
0.7%