Share price$183.94
1D+2.5%
Sold putSold call
Avery Dennison Corp. AVY
i
Market datapartial · fetched 2026-10-22T19:25:17.245Z
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 · 2026-10-22T19:25:01.499462679Z
FundamentalsAlpha Vantage · unavailable
Avery Dennison Corp. options
PutsExpensive1.38×
CallsExpensive1.19×
SkewBearish+1.86 pp
Implied moveBearish±$13.26
TiltBearish7.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 198.56 | 29.2% | 8.8% | 171.12 | 33.4% | 8.1% |
| 25Δ | 194.86 | 27.2% | 7.0% | 173.79 | 33.6% | 7.0% |
| 30Δ | 193.07 | 28.6% | 6.5% | 176.35 | 33.1% | 6.0% |
| 35Δ | 191.28 | 30.1% | 5.9% | 178.83 | 32.1% | 5.0% |
| 40Δ | 189.41 | 31.1% | 5.4% | 181.10 | 31.7% | 4.3% |
| 45Δ | 187.33 | 31.4% | 4.7% | 183.19 | 31.9% | 3.7% |
| 50Δ | 185.25 | 31.6% | 4.1% | 185.28 | 32.2% | 3.1% |
| 55Δ | 183.21 | 31.3% | 3.5% | 187.47 | 32.3% | 2.6% |
| 60Δ | 181.17 | 31.0% | 3.0% | 189.65 | 32.5% | 2.2% |
| 65Δ | 179.00 | 31.1% | 2.5% | 191.99 | 32.4% | 1.7% |
| 70Δ | 176.65 | 31.7% | 2.1% | 194.35 | 32.2% | 1.3% |
| 75Δ | 174.26 | 32.1% | 1.7% | 197.14 | 32.3% | 1.0% |
| 80Δ | 171.75 | 31.6% | 1.3% | 200.10 | 32.4% | 0.6% |
20Δ
- Pseudo strike
- 198.56
- IV
- 29.2%
- B/E move
- 8.8%
- Pseudo strike
- 171.12
- IV
- 33.4%
- B/E move
- 8.1%
25Δ
- Pseudo strike
- 194.86
- IV
- 27.2%
- B/E move
- 7.0%
- Pseudo strike
- 173.79
- IV
- 33.6%
- B/E move
- 7.0%
30Δ
- Pseudo strike
- 193.07
- IV
- 28.6%
- B/E move
- 6.5%
- Pseudo strike
- 176.35
- IV
- 33.1%
- B/E move
- 6.0%
35Δ
- Pseudo strike
- 191.28
- IV
- 30.1%
- B/E move
- 5.9%
- Pseudo strike
- 178.83
- IV
- 32.1%
- B/E move
- 5.0%
40Δ
- Pseudo strike
- 189.41
- IV
- 31.1%
- B/E move
- 5.4%
- Pseudo strike
- 181.10
- IV
- 31.7%
- B/E move
- 4.3%
45Δ
- Pseudo strike
- 187.33
- IV
- 31.4%
- B/E move
- 4.7%
- Pseudo strike
- 183.19
- IV
- 31.9%
- B/E move
- 3.7%
50Δ
- Pseudo strike
- 185.25
- IV
- 31.6%
- B/E move
- 4.1%
- Pseudo strike
- 185.28
- IV
- 32.2%
- B/E move
- 3.1%
55Δ
- Pseudo strike
- 183.21
- IV
- 31.3%
- B/E move
- 3.5%
- Pseudo strike
- 187.47
- IV
- 32.3%
- B/E move
- 2.6%
60Δ
- Pseudo strike
- 181.17
- IV
- 31.0%
- B/E move
- 3.0%
- Pseudo strike
- 189.65
- IV
- 32.5%
- B/E move
- 2.2%
65Δ
- Pseudo strike
- 179.00
- IV
- 31.1%
- B/E move
- 2.5%
- Pseudo strike
- 191.99
- IV
- 32.4%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 176.65
- IV
- 31.7%
- B/E move
- 2.1%
- Pseudo strike
- 194.35
- IV
- 32.2%
- B/E move
- 1.3%
75Δ
- Pseudo strike
- 174.26
- IV
- 32.1%
- B/E move
- 1.7%
- Pseudo strike
- 197.14
- IV
- 32.3%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 171.75
- IV
- 31.6%
- B/E move
- 1.3%
- Pseudo strike
- 200.10
- IV
- 32.4%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 26.54% | |
| 26.97% |