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Coherent Corp. COHR

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-07T00:48:55.178Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:48:24.956878199Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-02T05:23:17.861783+00:00

NewsAlpha Vantage · collected 2026-11-06T06:00:30.921719+00:00

Earnings observationsAlpha Vantage · collected 2026-11-06T05:58:56.410905+00:00

Share price$194.60
1D+4.7%
AH$179$184$188$192$1975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOHR
Sold putSold callAH

Coherent Corp. options

Live interpolated COHR call and put midpoint premiums by absolute delta.Coherent Corp.$1.59$9.90$18.21$26.52$34.83$147.76$170.80$193.84$216.87$239.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COHR spot · $194.60COHR PRICE$2.49$3.49$4.43$5.45$6.72$8.25$9.65$11.12$12.94$14.60$16.11$20.02$21.62$3.84$5.18$6.35$7.71$9.46$10.58$12.74$15.25$18.22$20.15$22.47$25.95$32.44
PutsCheap0.78×
CallsCheap0.69×
SkewBearish+15.94 pp
Implied moveBearish±$22.40
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ217.1687.2%12.9%172.04117.7%13.6%
25Δ213.9892.1%11.8%176.72118.3%11.9%
30Δ209.9192.1%10.1%181.55113.5%10.0%
35Δ206.2392.0%8.8%185.71111.2%8.5%
40Δ202.9894.0%7.8%189.50112.2%7.5%
45Δ199.8997.6%7.0%193.25105.6%6.1%
50Δ196.5597.5%6.0%196.93107.5%5.3%
55Δ193.2196.5%5.0%200.78109.9%4.7%
60Δ189.9297.6%4.2%205.05112.5%4.0%
65Δ186.6995.6%3.4%208.59107.7%3.2%
70Δ183.6991.7%2.7%212.25104.2%2.5%
75Δ179.09100.3%2.3%216.80103.9%1.9%
80Δ176.1193.4%1.6%224.10110.4%1.5%

20Δ

Calls
Pseudo strike
217.16
IV
87.2%
B/E move
12.9%
Puts
Pseudo strike
172.04
IV
117.7%
B/E move
13.6%

25Δ

Calls
Pseudo strike
213.98
IV
92.1%
B/E move
11.8%
Puts
Pseudo strike
176.72
IV
118.3%
B/E move
11.9%

30Δ

Calls
Pseudo strike
209.91
IV
92.1%
B/E move
10.1%
Puts
Pseudo strike
181.55
IV
113.5%
B/E move
10.0%

35Δ

Calls
Pseudo strike
206.23
IV
92.0%
B/E move
8.8%
Puts
Pseudo strike
185.71
IV
111.2%
B/E move
8.5%

40Δ

Calls
Pseudo strike
202.98
IV
94.0%
B/E move
7.8%
Puts
Pseudo strike
189.50
IV
112.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
199.89
IV
97.6%
B/E move
7.0%
Puts
Pseudo strike
193.25
IV
105.6%
B/E move
6.1%

50Δ

Calls
Pseudo strike
196.55
IV
97.5%
B/E move
6.0%
Puts
Pseudo strike
196.93
IV
107.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
193.21
IV
96.5%
B/E move
5.0%
Puts
Pseudo strike
200.78
IV
109.9%
B/E move
4.7%

60Δ

Calls
Pseudo strike
189.92
IV
97.6%
B/E move
4.2%
Puts
Pseudo strike
205.05
IV
112.5%
B/E move
4.0%

65Δ

Calls
Pseudo strike
186.69
IV
95.6%
B/E move
3.4%
Puts
Pseudo strike
208.59
IV
107.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
183.69
IV
91.7%
B/E move
2.7%
Puts
Pseudo strike
212.25
IV
104.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
179.09
IV
100.3%
B/E move
2.3%
Puts
Pseudo strike
216.80
IV
103.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
176.11
IV
93.4%
B/E move
1.6%
Puts
Pseudo strike
224.10
IV
110.4%
B/E move
1.5%

Options history

IV · four-Friday blend95.38%
Daily close
COHR61.7%93.3%124.9%2026-08-10: 115.48%2026-08-11: 117.17%2026-08-12: 120.53%2026-08-13: 86.68%2026-08-14: 80.11%2026-08-17: 87.33%2026-08-18: 84.00%2026-08-19: 81.45%2026-08-20: 80.91%2026-08-21: 75.94%2026-08-24: 81.37%2026-08-25: 79.30%2026-08-26: 81.98%2026-08-27: 85.42%2026-08-28: 66.05%2026-08-31: 70.58%2026-09-01: 72.83%2026-09-02: 70.63%2026-09-03: 66.73%2026-09-04: 68.87%2026-09-08: 79.10%2026-09-09: 76.88%2026-09-10: 77.48%2026-09-11: 72.45%2026-09-14: 76.74%2026-09-15: 75.62%2026-09-16: 78.09%2026-09-17: 74.90%2026-09-18: 71.13%2026-09-21: 78.96%2026-09-22: 75.80%2026-09-23: 77.15%2026-09-24: 70.34%2026-09-25: 68.92%2026-09-28: 73.32%2026-09-29: 74.22%2026-09-30: 72.09%2026-10-01: 75.98%2026-10-02: 67.64%2026-10-05: 69.75%2026-10-06: 69.62%2026-10-07: 69.76%2026-10-08: 75.40%2026-10-09: 69.23%2026-10-12: 73.90%2026-10-13: 79.29%2026-10-14: 84.66%2026-10-15: 82.31%2026-10-16: 80.69%2026-10-19: 84.07%2026-10-20: 88.42%2026-10-21: 86.21%2026-10-22: 98.49%2026-10-23: 86.52%2026-10-26: 92.93%2026-10-27: 93.94%2026-10-28: 96.35%2026-10-29: 97.12%2026-10-30: 98.96%2026-11-03: 115.22%2026-11-06: 95.38%Aug 10Sep 22Nov 6
61 observations2026-08-10 — 2026-11-06
Table
DateIV (%)
115.48%
117.17%
120.53%
86.68%
80.11%
87.33%
84.00%
81.45%
80.91%
75.94%
81.37%
79.30%
81.98%
85.42%
66.05%
70.58%
72.83%
70.63%
66.73%
68.87%
79.10%
76.88%
77.48%
72.45%
76.74%
75.62%
78.09%
74.90%
71.13%
78.96%
75.80%
77.15%
70.34%
68.92%
73.32%
74.22%
72.09%
75.98%
67.64%
69.75%
69.62%
69.76%
75.40%
69.23%
73.90%
79.29%
84.66%
82.31%
80.69%
84.07%
88.42%
86.21%
98.49%
86.52%
92.93%
93.94%
96.35%
97.12%
98.96%
115.22%
95.38%

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