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

i

Market dataready · fetched 2026-11-12T01:10:27.391Z

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 · 2026-11-11T21:28:25.912107424Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:10:26.931212+00:00

Share price$133.76
1D+3.8%
AH$128$130$131$133$1355:30 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$0.70$2.81$4.92$7.03$9.14$121.20$127.87$134.55$141.23$147.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHRW spot · $133.76CHRW PRICE$0.93$1.19$1.53$1.88$2.22$2.56$3.22$3.90$4.59$5.28$6.13$7.33$8.54$1.09$1.42$1.75$2.11$2.48$2.85$3.22$3.60$4.31$5.01$5.71$6.41$7.44
PutsCheap0.79×
CallsCheap0.72×
SkewBullish-1.82 pp
Implied moveBalanced±$6.44
TiltBalanced2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ141.9040.8%6.8%126.3744.1%6.3%
25Δ139.7938.7%5.4%127.9543.1%5.4%
30Δ138.6338.3%4.8%129.5342.1%4.5%
35Δ137.4637.9%4.2%130.7540.8%3.8%
40Δ136.2937.6%3.5%131.8339.5%3.3%
45Δ135.1237.2%2.9%132.9038.1%2.8%
50Δ134.0238.1%2.6%133.9736.8%2.2%
55Δ132.9339.1%2.3%135.0435.5%1.7%
60Δ131.8440.2%2.0%136.0835.2%1.5%
65Δ130.7541.3%1.7%137.1235.0%1.2%
70Δ129.5242.2%1.4%138.1634.8%1.0%
75Δ127.9743.0%1.2%139.2034.5%0.7%
80Δ126.4343.7%0.9%140.5434.9%0.5%

20Δ

Calls
Pseudo strike
141.90
IV
40.8%
B/E move
6.8%
Puts
Pseudo strike
126.37
IV
44.1%
B/E move
6.3%

25Δ

Calls
Pseudo strike
139.79
IV
38.7%
B/E move
5.4%
Puts
Pseudo strike
127.95
IV
43.1%
B/E move
5.4%

30Δ

Calls
Pseudo strike
138.63
IV
38.3%
B/E move
4.8%
Puts
Pseudo strike
129.53
IV
42.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
137.46
IV
37.9%
B/E move
4.2%
Puts
Pseudo strike
130.75
IV
40.8%
B/E move
3.8%

40Δ

Calls
Pseudo strike
136.29
IV
37.6%
B/E move
3.5%
Puts
Pseudo strike
131.83
IV
39.5%
B/E move
3.3%

45Δ

Calls
Pseudo strike
135.12
IV
37.2%
B/E move
2.9%
Puts
Pseudo strike
132.90
IV
38.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
134.02
IV
38.1%
B/E move
2.6%
Puts
Pseudo strike
133.97
IV
36.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
132.93
IV
39.1%
B/E move
2.3%
Puts
Pseudo strike
135.04
IV
35.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
131.84
IV
40.2%
B/E move
2.0%
Puts
Pseudo strike
136.08
IV
35.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
130.75
IV
41.3%
B/E move
1.7%
Puts
Pseudo strike
137.12
IV
35.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
129.52
IV
42.2%
B/E move
1.4%
Puts
Pseudo strike
138.16
IV
34.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
127.97
IV
43.0%
B/E move
1.2%
Puts
Pseudo strike
139.20
IV
34.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
126.43
IV
43.7%
B/E move
0.9%
Puts
Pseudo strike
140.54
IV
34.9%
B/E move
0.5%

Options history

IV · four-Friday blend36.60%
Daily close
CHRW34.1%39.3%44.4%2026-08-13: 38.33%2026-08-14: 36.08%2026-08-17: 39.18%2026-08-18: 38.17%2026-08-19: 36.57%2026-08-21: 35.97%2026-08-24: 36.25%2026-08-25: 36.52%2026-08-26: 37.56%2026-08-27: 36.45%2026-08-28: 35.51%2026-08-31: 34.78%2026-09-01: 35.86%2026-09-02: 35.83%2026-09-03: 35.04%2026-09-04: 35.17%2026-09-08: 35.85%2026-09-09: 35.99%2026-09-10: 37.34%2026-09-11: 34.90%2026-09-14: 37.32%2026-09-15: 37.28%2026-09-16: 38.13%2026-09-18: 36.66%2026-09-21: 37.39%2026-09-22: 37.94%2026-09-23: 37.40%2026-09-24: 37.54%2026-09-25: 37.12%2026-09-28: 37.84%2026-09-29: 37.44%2026-09-30: 38.04%2026-10-01: 37.26%2026-10-02: 37.21%2026-10-05: 40.85%2026-10-06: 40.46%2026-10-07: 41.22%2026-10-08: 39.54%2026-10-09: 40.37%2026-10-12: 43.03%2026-10-13: 42.61%2026-10-14: 41.22%2026-10-16: 43.72%2026-10-19: 43.22%2026-10-20: 43.68%2026-10-21: 42.24%2026-10-22: 43.71%2026-10-23: 43.57%2026-10-26: 43.55%2026-10-27: 43.46%2026-10-28: 36.75%2026-10-29: 36.29%2026-10-30: 36.60%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
38.33%
36.08%
39.18%
38.17%
36.57%
35.97%
36.25%
36.52%
37.56%
36.45%
35.51%
34.78%
35.86%
35.83%
35.04%
35.17%
35.85%
35.99%
37.34%
34.90%
37.32%
37.28%
38.13%
36.66%
37.39%
37.94%
37.40%
37.54%
37.12%
37.84%
37.44%
38.04%
37.26%
37.21%
40.85%
40.46%
41.22%
39.54%
40.37%
43.03%
42.61%
41.22%
43.72%
43.22%
43.68%
42.24%
43.71%
43.57%
43.55%
43.46%
36.75%
36.29%
36.60%