Share price$184.66
1D+3.0%
Sold putSold callAH
Avery Dennison Corp. AVY
i
Market datapartial · fetched 2026-10-22T23:44:17.936Z
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 · 2026-10-22T23:00:00.002849876Z
FundamentalsAlpha Vantage · unavailable
Avery Dennison Corp. options
PutsExpensive1.44×
CallsExpensive1.15×
SkewBearish+4.15 pp
Implied moveBearish±$13.28
TiltBearish13.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 199.33 | 29.4% | 8.8% | 169.99 | 38.7% | 9.2% |
| 25Δ | 197.06 | 30.4% | 8.0% | 174.02 | 35.1% | 7.3% |
| 30Δ | 194.77 | 31.2% | 7.1% | 177.09 | 32.6% | 5.9% |
| 35Δ | 192.33 | 30.6% | 6.1% | 179.85 | 30.5% | 4.7% |
| 40Δ | 189.92 | 29.9% | 5.1% | 181.92 | 31.5% | 4.2% |
| 45Δ | 187.91 | 29.8% | 4.5% | 183.95 | 32.7% | 3.7% |
| 50Δ | 185.91 | 29.6% | 3.9% | 186.07 | 33.3% | 3.2% |
| 55Δ | 183.94 | 29.5% | 3.3% | 188.28 | 33.2% | 2.7% |
| 60Δ | 182.00 | 29.4% | 2.8% | 190.54 | 33.2% | 2.2% |
| 65Δ | 180.06 | 29.2% | 2.3% | 192.98 | 33.3% | 1.8% |
| 70Δ | 177.95 | 29.1% | 2.0% | 195.59 | 33.6% | 1.4% |
| 75Δ | 175.84 | 29.0% | 1.6% | 199.05 | 35.0% | 1.1% |
| 80Δ | 173.72 | 28.1% | 1.2% | 203.50 | 36.4% | 0.8% |
20Δ
- Pseudo strike
- 199.33
- IV
- 29.4%
- B/E move
- 8.8%
- Pseudo strike
- 169.99
- IV
- 38.7%
- B/E move
- 9.2%
25Δ
- Pseudo strike
- 197.06
- IV
- 30.4%
- B/E move
- 8.0%
- Pseudo strike
- 174.02
- IV
- 35.1%
- B/E move
- 7.3%
30Δ
- Pseudo strike
- 194.77
- IV
- 31.2%
- B/E move
- 7.1%
- Pseudo strike
- 177.09
- IV
- 32.6%
- B/E move
- 5.9%
35Δ
- Pseudo strike
- 192.33
- IV
- 30.6%
- B/E move
- 6.1%
- Pseudo strike
- 179.85
- IV
- 30.5%
- B/E move
- 4.7%
40Δ
- Pseudo strike
- 189.92
- IV
- 29.9%
- B/E move
- 5.1%
- Pseudo strike
- 181.92
- IV
- 31.5%
- B/E move
- 4.2%
45Δ
- Pseudo strike
- 187.91
- IV
- 29.8%
- B/E move
- 4.5%
- Pseudo strike
- 183.95
- IV
- 32.7%
- B/E move
- 3.7%
50Δ
- Pseudo strike
- 185.91
- IV
- 29.6%
- B/E move
- 3.9%
- Pseudo strike
- 186.07
- IV
- 33.3%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 183.94
- IV
- 29.5%
- B/E move
- 3.3%
- Pseudo strike
- 188.28
- IV
- 33.2%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 182.00
- IV
- 29.4%
- B/E move
- 2.8%
- Pseudo strike
- 190.54
- IV
- 33.2%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 180.06
- IV
- 29.2%
- B/E move
- 2.3%
- Pseudo strike
- 192.98
- IV
- 33.3%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 177.95
- IV
- 29.1%
- B/E move
- 2.0%
- Pseudo strike
- 195.59
- IV
- 33.6%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 175.84
- IV
- 29.0%
- B/E move
- 1.6%
- Pseudo strike
- 199.05
- IV
- 35.0%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 173.72
- IV
- 28.1%
- B/E move
- 1.2%
- Pseudo strike
- 203.50
- IV
- 36.4%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 26.54% | |
| 26.97% |