Share price$151.98
1D+5.9%
Sold putSold callAH
Check Point Software Technologies Ltd. Ordinary Shares CHKP
i
Market datapartial · fetched 2026-10-22T20:10:10.868Z
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 · 2026-10-22T20:00:01.958226987Z
FundamentalsAlpha Vantage · unavailable
Check Point Software Technologies Ltd. Ordinary Shares options
PutsExpensive1.24×
CallsFair1.04×
SkewBearish+1.55 pp
Implied moveBearish±$19.46
TiltBearish11.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 174.51 | 52.3% | 16.4% | 134.41 | 58.8% | 13.6% |
| 25Δ | 170.30 | 52.4% | 14.1% | 138.35 | 57.7% | 11.6% |
| 30Δ | 167.14 | 54.2% | 12.7% | 141.96 | 56.5% | 9.9% |
| 35Δ | 163.84 | 54.8% | 11.2% | 145.27 | 55.7% | 8.5% |
| 40Δ | 160.02 | 52.4% | 9.2% | 148.32 | 54.7% | 7.2% |
| 45Δ | 157.22 | 54.5% | 8.3% | 151.38 | 54.9% | 6.2% |
| 50Δ | 154.38 | 56.0% | 7.3% | 154.43 | 56.5% | 5.5% |
| 55Δ | 151.35 | 55.4% | 6.2% | 157.40 | 55.7% | 4.6% |
| 60Δ | 148.35 | 54.9% | 5.2% | 160.39 | 54.4% | 3.7% |
| 65Δ | 145.38 | 54.7% | 4.3% | 163.73 | 54.5% | 3.0% |
| 70Δ | 142.13 | 55.3% | 3.5% | 167.24 | 54.3% | 2.4% |
| 75Δ | 139.04 | 54.7% | 2.8% | 171.14 | 54.4% | 1.8% |
| 80Δ | 136.28 | 51.7% | 2.1% | 176.11 | 55.5% | 1.3% |
20Δ
- Pseudo strike
- 174.51
- IV
- 52.3%
- B/E move
- 16.4%
- Pseudo strike
- 134.41
- IV
- 58.8%
- B/E move
- 13.6%
25Δ
- Pseudo strike
- 170.30
- IV
- 52.4%
- B/E move
- 14.1%
- Pseudo strike
- 138.35
- IV
- 57.7%
- B/E move
- 11.6%
30Δ
- Pseudo strike
- 167.14
- IV
- 54.2%
- B/E move
- 12.7%
- Pseudo strike
- 141.96
- IV
- 56.5%
- B/E move
- 9.9%
35Δ
- Pseudo strike
- 163.84
- IV
- 54.8%
- B/E move
- 11.2%
- Pseudo strike
- 145.27
- IV
- 55.7%
- B/E move
- 8.5%
40Δ
- Pseudo strike
- 160.02
- IV
- 52.4%
- B/E move
- 9.2%
- Pseudo strike
- 148.32
- IV
- 54.7%
- B/E move
- 7.2%
45Δ
- Pseudo strike
- 157.22
- IV
- 54.5%
- B/E move
- 8.3%
- Pseudo strike
- 151.38
- IV
- 54.9%
- B/E move
- 6.2%
50Δ
- Pseudo strike
- 154.38
- IV
- 56.0%
- B/E move
- 7.3%
- Pseudo strike
- 154.43
- IV
- 56.5%
- B/E move
- 5.5%
55Δ
- Pseudo strike
- 151.35
- IV
- 55.4%
- B/E move
- 6.2%
- Pseudo strike
- 157.40
- IV
- 55.7%
- B/E move
- 4.6%
60Δ
- Pseudo strike
- 148.35
- IV
- 54.9%
- B/E move
- 5.2%
- Pseudo strike
- 160.39
- IV
- 54.4%
- B/E move
- 3.7%
65Δ
- Pseudo strike
- 145.38
- IV
- 54.7%
- B/E move
- 4.3%
- Pseudo strike
- 163.73
- IV
- 54.5%
- B/E move
- 3.0%
70Δ
- Pseudo strike
- 142.13
- IV
- 55.3%
- B/E move
- 3.5%
- Pseudo strike
- 167.24
- IV
- 54.3%
- B/E move
- 2.4%
75Δ
- Pseudo strike
- 139.04
- IV
- 54.7%
- B/E move
- 2.8%
- Pseudo strike
- 171.14
- IV
- 54.4%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- 136.28
- IV
- 51.7%
- B/E move
- 2.1%
- Pseudo strike
- 176.11
- IV
- 55.5%
- B/E move
- 1.3%
Options history
Table
| Date | IV |
|---|---|
| 43.97% | |
| 44.81% |