IntraAlpha
Create free account Start free

Avery Dennison Corp. AVY

i

Market dataready · fetched 2026-11-13T00:48:13.435Z

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

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 · 2026-11-13T00:00:00.002777203Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:48:12.944771+00:00

Share price$186.96
1D-0.8%
AH$187$188$189$190$1915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVY
Sold putSold callAH

Avery Dennison Corp. options

Live interpolated AVY call and put midpoint premiums by absolute delta.Avery Dennison Corp.$1.27$3.45$5.62$7.80$9.97$175.24$181.57$187.89$194.22$200.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVY spot · $186.96AVY PRICE$2.45$2.45$2.45$2.48$2.59$3.01$3.44$3.87$4.30$5.32$6.52$7.72$9.11$1.51$1.81$1.95$2.07$2.30$2.77$3.24$3.71$4.18$4.77$6.29$7.82$9.35
PutsCheap0.93×
CallsExpensive1.54×
SkewBullish-9.23 pp
Implied moveBullish±$6.68
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ209.5785.1%13.4%176.5848.2%6.4%
25Δ199.9662.7%8.3%179.6343.1%4.9%
30Δ194.8548.9%5.5%181.7137.6%3.9%
35Δ192.1540.5%4.1%183.6632.0%2.9%
40Δ189.7733.6%2.9%185.3028.1%2.1%
45Δ188.6532.6%2.5%186.2627.7%1.9%
50Δ187.5231.6%2.1%187.2227.4%1.6%
55Δ186.3930.6%1.8%188.1827.1%1.3%
60Δ185.2629.7%1.4%189.1426.7%1.1%
65Δ183.8530.8%1.2%190.2026.5%0.8%
70Δ182.3532.6%1.0%191.9827.3%0.7%
75Δ180.8434.4%0.9%193.7728.1%0.5%
80Δ179.1435.4%0.7%195.5528.9%0.4%

20Δ

Calls
Pseudo strike
209.57
IV
85.1%
B/E move
13.4%
Puts
Pseudo strike
176.58
IV
48.2%
B/E move
6.4%

25Δ

Calls
Pseudo strike
199.96
IV
62.7%
B/E move
8.3%
Puts
Pseudo strike
179.63
IV
43.1%
B/E move
4.9%

30Δ

Calls
Pseudo strike
194.85
IV
48.9%
B/E move
5.5%
Puts
Pseudo strike
181.71
IV
37.6%
B/E move
3.9%

35Δ

Calls
Pseudo strike
192.15
IV
40.5%
B/E move
4.1%
Puts
Pseudo strike
183.66
IV
32.0%
B/E move
2.9%

40Δ

Calls
Pseudo strike
189.77
IV
33.6%
B/E move
2.9%
Puts
Pseudo strike
185.30
IV
28.1%
B/E move
2.1%

45Δ

Calls
Pseudo strike
188.65
IV
32.6%
B/E move
2.5%
Puts
Pseudo strike
186.26
IV
27.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
187.52
IV
31.6%
B/E move
2.1%
Puts
Pseudo strike
187.22
IV
27.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
186.39
IV
30.6%
B/E move
1.8%
Puts
Pseudo strike
188.18
IV
27.1%
B/E move
1.3%

60Δ

Calls
Pseudo strike
185.26
IV
29.7%
B/E move
1.4%
Puts
Pseudo strike
189.14
IV
26.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
183.85
IV
30.8%
B/E move
1.2%
Puts
Pseudo strike
190.20
IV
26.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
182.35
IV
32.6%
B/E move
1.0%
Puts
Pseudo strike
191.98
IV
27.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
180.84
IV
34.4%
B/E move
0.9%
Puts
Pseudo strike
193.77
IV
28.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
179.14
IV
35.4%
B/E move
0.7%
Puts
Pseudo strike
195.55
IV
28.9%
B/E move
0.4%

Options history

IV · four-Friday blend24.33%
Daily close
AVY22.0%27.3%32.6%2026-08-14: 23.69%2026-08-17: 24.94%2026-08-18: 24.34%2026-08-19: 27.74%2026-08-20: 30.86%2026-08-21: 25.57%2026-08-24: 25.99%2026-08-25: 26.52%2026-08-26: 25.82%2026-08-27: 26.57%2026-08-28: 26.79%2026-08-31: 26.96%2026-09-01: 26.97%2026-09-02: 26.71%2026-09-03: 26.19%2026-09-04: 26.10%2026-09-08: 28.17%2026-09-09: 28.10%2026-09-10: 27.93%2026-09-11: 28.24%2026-09-14: 27.61%2026-09-15: 29.05%2026-09-16: 31.10%2026-09-18: 28.12%2026-09-21: 28.42%2026-09-22: 28.36%2026-09-23: 28.66%2026-09-24: 29.01%2026-09-25: 28.04%2026-09-28: 29.00%2026-09-29: 28.67%2026-09-30: 27.43%2026-10-01: 27.58%2026-10-02: 28.18%2026-10-05: 27.54%2026-10-06: 28.49%2026-10-07: 28.71%2026-10-08: 28.24%2026-10-09: 28.39%2026-10-12: 28.79%2026-10-13: 29.18%2026-10-14: 31.91%2026-10-16: 27.42%2026-10-19: 26.99%2026-10-20: 26.52%2026-10-21: 26.99%2026-10-22: 27.93%2026-10-23: 27.34%2026-10-26: 26.89%2026-10-27: 26.59%2026-10-28: 27.68%2026-10-29: 22.76%2026-10-30: 24.33%Aug 14Sep 23Oct 30
53 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.69%
24.94%
24.34%
27.74%
30.86%
25.57%
25.99%
26.52%
25.82%
26.57%
26.79%
26.96%
26.97%
26.71%
26.19%
26.10%
28.17%
28.10%
27.93%
28.24%
27.61%
29.05%
31.10%
28.12%
28.42%
28.36%
28.66%
29.01%
28.04%
29.00%
28.67%
27.43%
27.58%
28.18%
27.54%
28.49%
28.71%
28.24%
28.39%
28.79%
29.18%
31.91%
27.42%
26.99%
26.52%
26.99%
27.93%
27.34%
26.89%
26.59%
27.68%
22.76%
24.33%