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Align Technology, Inc. Common Stock ALGN

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Market dataready · fetched 2026-11-07T01:28:17.908Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:57:40.859883619Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:28:17.436712+00:00

Share price$166.00
1D+4.9%
AH$158$160$162$164$1675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMALGN
Sold putSold callAH

Align Technology, Inc. Common Stock options

Live interpolated ALGN call and put midpoint premiums by absolute delta.Align Technology, Inc. Common Stock$1.21$6.51$11.82$17.13$22.44$-0.17$0.17$0.50$0.83$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEALGN PRICE$1.78$1.83$2.23$2.77$3.33$8.49$8.84$2.08$2.50$3.62$4.45$4.79$7.76$8.79$12.23$15.59$20.91
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ175.1053.5%6.6%157.8158.2%6.2%
30Δ171.7443.0%4.6%160.2853.8%5.0%
35Δ170.2542.5%3.9%161.5361.6%4.9%
40Δ168.9643.2%3.5%
45Δ167.7144.1%3.0%165.0254.6%3.3%
50Δ166.4450.2%2.6%
55Δ
60Δ170.1859.1%2.2%
65Δ171.9057.9%1.7%
70Δ175.4969.0%1.7%
75Δ159.4047.3%1.1%179.2775.5%1.4%
80Δ158.5242.4%0.8%184.9686.0%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
175.10
IV
53.5%
B/E move
6.6%
Puts
Pseudo strike
157.81
IV
58.2%
B/E move
6.2%

30Δ

Calls
Pseudo strike
171.74
IV
43.0%
B/E move
4.6%
Puts
Pseudo strike
160.28
IV
53.8%
B/E move
5.0%

35Δ

Calls
Pseudo strike
170.25
IV
42.5%
B/E move
3.9%
Puts
Pseudo strike
161.53
IV
61.6%
B/E move
4.9%

40Δ

Calls
Pseudo strike
168.96
IV
43.2%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
167.71
IV
44.1%
B/E move
3.0%
Puts
Pseudo strike
165.02
IV
54.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
166.44
IV
50.2%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
170.18
IV
59.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
171.90
IV
57.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
175.49
IV
69.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
159.40
IV
47.3%
B/E move
1.1%
Puts
Pseudo strike
179.27
IV
75.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
158.52
IV
42.4%
B/E move
0.8%
Puts
Pseudo strike
184.96
IV
86.0%
B/E move
1.2%

Options history

IV · four-Friday blend41.36%
Daily close
ALGN30.7%67.1%103.5%2026-08-10: 39.80%2026-08-11: 40.68%2026-08-12: 38.51%2026-08-13: 50.62%2026-08-14: 35.75%2026-08-17: 45.00%2026-08-18: 40.04%2026-08-19: 43.51%2026-08-20: 43.66%2026-08-21: 39.84%2026-08-24: 43.75%2026-08-25: 42.80%2026-08-26: 45.82%2026-08-27: 49.50%2026-08-28: 38.50%2026-08-31: 44.40%2026-09-01: 40.54%2026-09-02: 44.97%2026-09-03: 37.13%2026-09-04: 37.01%2026-09-08: 42.46%2026-09-09: 43.12%2026-09-10: 51.70%2026-09-11: 41.60%2026-09-14: 41.15%2026-09-15: 44.66%2026-09-16: 50.20%2026-09-17: 39.82%2026-09-18: 35.88%2026-09-21: 40.28%2026-09-22: 42.01%2026-09-23: 54.89%2026-09-24: 48.63%2026-09-25: 39.64%2026-09-28: 49.18%2026-09-29: 45.15%2026-09-30: 48.50%2026-10-01: 43.98%2026-10-02: 47.46%2026-10-05: 47.63%2026-10-06: 43.86%2026-10-07: 47.93%2026-10-08: 59.67%2026-10-09: 49.08%2026-10-12: 50.76%2026-10-13: 58.26%2026-10-14: 54.74%2026-10-15: 62.54%2026-10-16: 60.26%2026-10-19: 61.94%2026-10-20: 65.53%2026-10-21: 65.96%2026-10-22: 69.94%2026-10-23: 66.04%2026-10-26: 80.46%2026-10-27: 88.90%2026-10-28: 98.48%2026-10-29: 50.86%2026-10-30: 41.36%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
39.80%
40.68%
38.51%
50.62%
35.75%
45.00%
40.04%
43.51%
43.66%
39.84%
43.75%
42.80%
45.82%
49.50%
38.50%
44.40%
40.54%
44.97%
37.13%
37.01%
42.46%
43.12%
51.70%
41.60%
41.15%
44.66%
50.20%
39.82%
35.88%
40.28%
42.01%
54.89%
48.63%
39.64%
49.18%
45.15%
48.50%
43.98%
47.46%
47.63%
43.86%
47.93%
59.67%
49.08%
50.76%
58.26%
54.74%
62.54%
60.26%
61.94%
65.53%
65.96%
69.94%
66.04%
80.46%
88.90%
98.48%
50.86%
41.36%