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Align Technology Inc ALGN

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-16T21:48:27.929Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:05:37.497622317Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:48:27.547159+00:00

Share price$147.45
1D-1.4%
AH$146$147$149$151$1525:30 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$0.56$3.19$5.82$8.45$11.08$134.84$140.87$146.90$152.93$158.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALGN spot · $147.45ALGN PRICE$0.84$1.10$1.67$2.40$3.12$3.60$4.33$3.36$3.91$4.32$6.51$8.00$10.32$2.45$2.46$2.23$2.78$2.88$2.97$3.52$4.14$5.13$5.59$6.04$6.48$6.89
PutsExpensive1.25×
CallsExpensive1.09×
SkewBearish+5.39 pp
Implied moveBullish±$7.85
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.4637.7%5.3%132.54101.0%11.8%
25Δ152.9736.8%4.5%138.1376.7%8.0%
30Δ151.9940.8%4.2%142.1955.1%5.1%
35Δ151.2547.1%4.2%143.6955.4%4.4%
40Δ150.5153.4%4.2%145.4647.4%3.3%
45Δ149.4154.3%3.8%146.7041.6%2.5%
50Δ148.0055.7%3.3%147.8241.5%2.1%
55Δ146.8136.6%1.8%148.8942.0%1.8%
60Δ145.8636.8%1.6%150.1644.7%1.6%
65Δ144.9835.3%1.3%151.1242.2%1.3%
70Δ142.9046.5%1.3%152.0739.7%1.0%
75Δ141.1450.2%1.1%152.8936.8%0.7%
80Δ138.5756.5%1.0%153.6033.7%0.5%

20Δ

Calls
Pseudo strike
154.46
IV
37.7%
B/E move
5.3%
Puts
Pseudo strike
132.54
IV
101.0%
B/E move
11.8%

25Δ

Calls
Pseudo strike
152.97
IV
36.8%
B/E move
4.5%
Puts
Pseudo strike
138.13
IV
76.7%
B/E move
8.0%

30Δ

Calls
Pseudo strike
151.99
IV
40.8%
B/E move
4.2%
Puts
Pseudo strike
142.19
IV
55.1%
B/E move
5.1%

35Δ

Calls
Pseudo strike
151.25
IV
47.1%
B/E move
4.2%
Puts
Pseudo strike
143.69
IV
55.4%
B/E move
4.4%

40Δ

Calls
Pseudo strike
150.51
IV
53.4%
B/E move
4.2%
Puts
Pseudo strike
145.46
IV
47.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
149.41
IV
54.3%
B/E move
3.8%
Puts
Pseudo strike
146.70
IV
41.6%
B/E move
2.5%

50Δ

Calls
Pseudo strike
148.00
IV
55.7%
B/E move
3.3%
Puts
Pseudo strike
147.82
IV
41.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
146.81
IV
36.6%
B/E move
1.8%
Puts
Pseudo strike
148.89
IV
42.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
145.86
IV
36.8%
B/E move
1.6%
Puts
Pseudo strike
150.16
IV
44.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
144.98
IV
35.3%
B/E move
1.3%
Puts
Pseudo strike
151.12
IV
42.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
142.90
IV
46.5%
B/E move
1.3%
Puts
Pseudo strike
152.07
IV
39.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
141.14
IV
50.2%
B/E move
1.1%
Puts
Pseudo strike
152.89
IV
36.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
138.57
IV
56.5%
B/E move
1.0%
Puts
Pseudo strike
153.60
IV
33.7%
B/E move
0.5%