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Check Point Software Technologies Ltd. Ordinary Shares CHKP

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Market datapartial · fetched 2026-10-22T11:20:29.990Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T08:09:41.15706322Z

FundamentalsAlpha Vantage · unavailable

Share price$143.50
1D
Price history unavailable.

Check Point Software Technologies Ltd. Ordinary Shares options

Live interpolated CHKP call and put midpoint premiums by absolute delta.Check Point Software Technologies Ltd. Ordinary Shares$1.51$7.63$13.74$19.86$25.97$117.39$130.51$143.63$156.75$169.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHKP spot · $143.50CHKP PRICE$2.17$3.02$3.87$4.71$5.56$6.55$7.61$9.06$10.58$12.03$13.52$15.35$17.66$2.35$3.32$4.36$5.44$6.55$7.84$9.23$11.04$12.71$14.17$16.41$19.71$24.21
PutsExpensive1.16×
CallsFair1.05×
SkewBullish-0.64 pp
Implied moveBearish±$16.84
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ164.1350.8%15.9%129.3548.9%11.5%
25Δ161.1553.3%14.4%132.2249.9%10.2%
30Δ157.8454.1%12.7%134.7352.1%9.2%
35Δ154.3753.6%10.9%137.4552.2%8.0%
40Δ151.1252.3%9.2%140.2052.0%6.9%
45Δ148.2151.7%7.8%142.8451.8%5.9%
50Δ145.4851.4%6.7%145.5251.9%5.0%
55Δ142.8052.4%5.8%148.3552.7%4.3%
60Δ140.1253.6%5.0%151.0752.4%3.6%
65Δ137.4452.8%4.2%153.6250.6%2.8%
70Δ134.7451.9%3.3%156.7950.5%2.2%
75Δ131.9351.1%2.6%160.7752.2%1.7%
80Δ128.7251.2%2.0%165.9354.7%1.2%

20Δ

Calls
Pseudo strike
164.13
IV
50.8%
B/E move
15.9%
Puts
Pseudo strike
129.35
IV
48.9%
B/E move
11.5%

25Δ

Calls
Pseudo strike
161.15
IV
53.3%
B/E move
14.4%
Puts
Pseudo strike
132.22
IV
49.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
157.84
IV
54.1%
B/E move
12.7%
Puts
Pseudo strike
134.73
IV
52.1%
B/E move
9.2%

35Δ

Calls
Pseudo strike
154.37
IV
53.6%
B/E move
10.9%
Puts
Pseudo strike
137.45
IV
52.2%
B/E move
8.0%

40Δ

Calls
Pseudo strike
151.12
IV
52.3%
B/E move
9.2%
Puts
Pseudo strike
140.20
IV
52.0%
B/E move
6.9%

45Δ

Calls
Pseudo strike
148.21
IV
51.7%
B/E move
7.8%
Puts
Pseudo strike
142.84
IV
51.8%
B/E move
5.9%

50Δ

Calls
Pseudo strike
145.48
IV
51.4%
B/E move
6.7%
Puts
Pseudo strike
145.52
IV
51.9%
B/E move
5.0%

55Δ

Calls
Pseudo strike
142.80
IV
52.4%
B/E move
5.8%
Puts
Pseudo strike
148.35
IV
52.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
140.12
IV
53.6%
B/E move
5.0%
Puts
Pseudo strike
151.07
IV
52.4%
B/E move
3.6%

65Δ

Calls
Pseudo strike
137.44
IV
52.8%
B/E move
4.2%
Puts
Pseudo strike
153.62
IV
50.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
134.74
IV
51.9%
B/E move
3.3%
Puts
Pseudo strike
156.79
IV
50.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
131.93
IV
51.1%
B/E move
2.6%
Puts
Pseudo strike
160.77
IV
52.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
128.72
IV
51.2%
B/E move
2.0%
Puts
Pseudo strike
165.93
IV
54.7%
B/E move
1.2%

Options history

No recorded observations