IntraAlpha
Create free account Start free

C.H. Robinson Worldwide, Inc. Common Stock CHRW

i

Market datapartial · fetched 2026-10-22T21:37:13.847Z

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 · 2026-10-22T20:00:07.815408767Z

FundamentalsAlpha Vantage · unavailable

Share price$142.31
1D+1.1%
AH$140.32$141.04$141.77$142.49$143.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHRW
Sold putSold callAH

C.H. Robinson Worldwide, Inc. Common Stock options

Live interpolated CHRW call and put midpoint premiums by absolute delta.C.H. Robinson Worldwide, Inc. Common Stock$1.24$6.83$12.41$18.00$23.59$107.03$122.23$137.42$152.62$167.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHRW spot · $142.31CHRW PRICE$1.85$2.54$3.28$4.12$5.02$6.00$7.17$8.62$10.02$11.33$12.72$14.23$17.02$2.66$3.13$3.95$4.86$5.81$7.46$9.43$10.51$11.36$13.45$16.42$18.66$21.98
PutsCheap0.68×
CallsFair0.97×
SkewBearish+2.22 pp
Implied moveBearish±$16.60
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ159.4243.3%13.3%126.5755.5%12.9%
25Δ156.6644.5%11.9%131.3248.5%9.9%
30Δ153.9945.5%10.5%134.1548.0%8.5%
35Δ151.4546.4%9.3%136.7447.4%7.3%
40Δ148.9547.0%8.2%139.2446.9%6.2%
45Δ146.4947.4%7.2%141.8249.3%5.6%
50Δ144.0348.3%6.2%144.4453.1%5.1%
55Δ141.5850.0%5.5%146.7551.3%4.3%
60Δ139.1050.8%4.8%148.9747.9%3.3%
65Δ136.5749.9%3.9%152.0048.3%2.6%
70Δ134.0748.8%3.1%155.5851.1%2.2%
75Δ131.5947.4%2.5%158.6450.0%1.6%
80Δ128.0549.5%1.9%162.6750.4%1.1%

20Δ

Calls
Pseudo strike
159.42
IV
43.3%
B/E move
13.3%
Puts
Pseudo strike
126.57
IV
55.5%
B/E move
12.9%

25Δ

Calls
Pseudo strike
156.66
IV
44.5%
B/E move
11.9%
Puts
Pseudo strike
131.32
IV
48.5%
B/E move
9.9%

30Δ

Calls
Pseudo strike
153.99
IV
45.5%
B/E move
10.5%
Puts
Pseudo strike
134.15
IV
48.0%
B/E move
8.5%

35Δ

Calls
Pseudo strike
151.45
IV
46.4%
B/E move
9.3%
Puts
Pseudo strike
136.74
IV
47.4%
B/E move
7.3%

40Δ

Calls
Pseudo strike
148.95
IV
47.0%
B/E move
8.2%
Puts
Pseudo strike
139.24
IV
46.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
146.49
IV
47.4%
B/E move
7.2%
Puts
Pseudo strike
141.82
IV
49.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
144.03
IV
48.3%
B/E move
6.2%
Puts
Pseudo strike
144.44
IV
53.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
141.58
IV
50.0%
B/E move
5.5%
Puts
Pseudo strike
146.75
IV
51.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
139.10
IV
50.8%
B/E move
4.8%
Puts
Pseudo strike
148.97
IV
47.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
136.57
IV
49.9%
B/E move
3.9%
Puts
Pseudo strike
152.00
IV
48.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
134.07
IV
48.8%
B/E move
3.1%
Puts
Pseudo strike
155.58
IV
51.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
131.59
IV
47.4%
B/E move
2.5%
Puts
Pseudo strike
158.64
IV
50.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
128.05
IV
49.5%
B/E move
1.9%
Puts
Pseudo strike
162.67
IV
50.4%
B/E move
1.1%

Options history

CHRW42.1242.9243.732026-10-20: 43.61%2026-10-21: 42.23%Oct 20Oct 21
Table
DateIV
43.61%
42.23%