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Check Point Software Technologies Ltd. Ordinary Shares CHKP

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-11T14:54:38.498Z

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 · 2026-11-11T14:54:29.677011275Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:54:37.037589+00:00

Share price$145.69
1D-0.4%
$145.35$145.75$146.16$146.56$146.965:30 AM6:30 AM9:00 AM1:00 PMCHKP
Sold putSold call

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$0.93$3.47$6.01$8.54$11.08$125.75$137.08$148.41$159.74$171.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHKP spot · $145.69CHKP PRICE$1.21$1.58$1.97$2.36$3.04$3.79$4.54$5.29$6.00$6.72$7.44$8.69$10.35$1.25$1.60$2.04$2.53$3.03$3.52$4.44$5.39$6.34$7.24$8.07$8.89$9.72
PutsCheap0.67×
CallsCheap0.54×
SkewBullish-3.51 pp
Implied moveBalanced±$8.98
TiltBalanced0.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ156.1948.9%8.0%137.1347.1%6.7%
25Δ153.9547.5%6.8%139.2445.2%5.5%
30Δ152.1346.5%5.8%140.8644.3%4.7%
35Δ150.3245.4%4.8%142.2244.0%4.1%
40Δ148.8946.8%4.3%143.5743.7%3.5%
45Δ147.5448.8%3.9%144.9243.4%2.9%
50Δ146.1950.7%3.5%146.3344.8%2.6%
55Δ144.8352.3%3.0%147.7546.4%2.3%
60Δ143.4350.8%2.6%149.1747.9%2.0%
65Δ142.0249.3%2.1%150.5447.9%1.6%
70Δ140.6147.8%1.6%151.8545.9%1.3%
75Δ138.8447.9%1.3%153.1643.8%1.0%
80Δ136.8049.4%1.0%154.4741.8%0.6%

20Δ

Calls
Pseudo strike
156.19
IV
48.9%
B/E move
8.0%
Puts
Pseudo strike
137.13
IV
47.1%
B/E move
6.7%

25Δ

Calls
Pseudo strike
153.95
IV
47.5%
B/E move
6.8%
Puts
Pseudo strike
139.24
IV
45.2%
B/E move
5.5%

30Δ

Calls
Pseudo strike
152.13
IV
46.5%
B/E move
5.8%
Puts
Pseudo strike
140.86
IV
44.3%
B/E move
4.7%

35Δ

Calls
Pseudo strike
150.32
IV
45.4%
B/E move
4.8%
Puts
Pseudo strike
142.22
IV
44.0%
B/E move
4.1%

40Δ

Calls
Pseudo strike
148.89
IV
46.8%
B/E move
4.3%
Puts
Pseudo strike
143.57
IV
43.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
147.54
IV
48.8%
B/E move
3.9%
Puts
Pseudo strike
144.92
IV
43.4%
B/E move
2.9%

50Δ

Calls
Pseudo strike
146.19
IV
50.7%
B/E move
3.5%
Puts
Pseudo strike
146.33
IV
44.8%
B/E move
2.6%

55Δ

Calls
Pseudo strike
144.83
IV
52.3%
B/E move
3.0%
Puts
Pseudo strike
147.75
IV
46.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
143.43
IV
50.8%
B/E move
2.6%
Puts
Pseudo strike
149.17
IV
47.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
142.02
IV
49.3%
B/E move
2.1%
Puts
Pseudo strike
150.54
IV
47.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
140.61
IV
47.8%
B/E move
1.6%
Puts
Pseudo strike
151.85
IV
45.9%
B/E move
1.3%

75Δ

Calls
Pseudo strike
138.84
IV
47.9%
B/E move
1.3%
Puts
Pseudo strike
153.16
IV
43.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
136.80
IV
49.4%
B/E move
1.0%
Puts
Pseudo strike
154.47
IV
41.8%
B/E move
0.6%

Options history

IV · four-Friday blend49.24%
Daily EOD
CHKP43.4%46.5%49.7%2026-10-19: 43.81%2026-10-20: 43.97%2026-10-21: 44.81%2026-10-22: 47.82%2026-10-23: 48.77%2026-10-26: 48.29%2026-10-27: 47.02%2026-10-28: 47.60%2026-10-29: 48.23%2026-10-30: 49.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.81%
43.97%
44.81%
47.82%
48.77%
48.29%
47.02%
47.60%
48.23%
49.24%