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Align Technology Inc ALGN

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-16T00:19:20.237Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:12:41.904023+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$1.64$9.74$17.84$25.94$34.05$117.47$133.37$149.26$165.16$181.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALGN spot · $149.34ALGN PRICE$2.51$3.46$4.58$5.50$6.38$7.52$9.46$11.17$12.26$14.19$16.46$18.96$22.42$3.11$3.86$4.91$6.38$7.90$9.45$11.06$12.77$16.40$20.50$24.66$25.17$31.71
PutsExpensive1.39×
CallsExpensive1.41×
SkewBearish+0.34 pp
Implied moveBearish±$20.52
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ173.9251.2%18.1%131.5554.7%14.0%
25Δ170.3453.5%16.4%136.3350.6%11.3%
30Δ166.8755.7%14.8%139.7050.4%9.7%
35Δ162.6854.7%12.6%142.7152.0%8.7%
40Δ158.4352.1%10.4%145.7253.3%7.7%
45Δ155.0852.0%8.9%148.8753.3%6.6%
50Δ152.1055.6%8.2%152.0052.8%5.6%
55Δ149.0357.4%7.3%155.1552.3%4.7%
60Δ145.7454.3%5.8%159.4657.0%4.2%
65Δ142.3654.5%4.8%164.4760.0%3.6%
70Δ138.8855.5%4.0%169.5862.8%3.0%
75Δ135.2056.1%3.2%171.6355.6%1.9%
80Δ130.7457.9%2.6%178.8659.9%1.5%

20Δ

Calls
Pseudo strike
173.92
IV
51.2%
B/E move
18.1%
Puts
Pseudo strike
131.55
IV
54.7%
B/E move
14.0%

25Δ

Calls
Pseudo strike
170.34
IV
53.5%
B/E move
16.4%
Puts
Pseudo strike
136.33
IV
50.6%
B/E move
11.3%

30Δ

Calls
Pseudo strike
166.87
IV
55.7%
B/E move
14.8%
Puts
Pseudo strike
139.70
IV
50.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
162.68
IV
54.7%
B/E move
12.6%
Puts
Pseudo strike
142.71
IV
52.0%
B/E move
8.7%

40Δ

Calls
Pseudo strike
158.43
IV
52.1%
B/E move
10.4%
Puts
Pseudo strike
145.72
IV
53.3%
B/E move
7.7%

45Δ

Calls
Pseudo strike
155.08
IV
52.0%
B/E move
8.9%
Puts
Pseudo strike
148.87
IV
53.3%
B/E move
6.6%

50Δ

Calls
Pseudo strike
152.10
IV
55.6%
B/E move
8.2%
Puts
Pseudo strike
152.00
IV
52.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
149.03
IV
57.4%
B/E move
7.3%
Puts
Pseudo strike
155.15
IV
52.3%
B/E move
4.7%

60Δ

Calls
Pseudo strike
145.74
IV
54.3%
B/E move
5.8%
Puts
Pseudo strike
159.46
IV
57.0%
B/E move
4.2%

65Δ

Calls
Pseudo strike
142.36
IV
54.5%
B/E move
4.8%
Puts
Pseudo strike
164.47
IV
60.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
138.88
IV
55.5%
B/E move
4.0%
Puts
Pseudo strike
169.58
IV
62.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
135.20
IV
56.1%
B/E move
3.2%
Puts
Pseudo strike
171.63
IV
55.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
130.74
IV
57.9%
B/E move
2.6%
Puts
Pseudo strike
178.86
IV
59.9%
B/E move
1.5%