Share price$61.60
1D+3.6%
Sold putSold callAH
The Cooper Companies, Inc. Common Stock COO
i
Market datapartial · fetched 2026-10-23T05:12:07.610Z
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 · 2026-10-22T21:37:43.975715944Z
FundamentalsAlpha Vantage · unavailable
The Cooper Companies, Inc. Common Stock options
PutsFair1.03×
CallsCheap0.94×
SkewBearish+4.40 pp
Implied moveBearish±$4.71
TiltBearish12.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 82.73 | 74.9% | 35.7% | 54.63 | 57.7% | 13.2% |
| 25Δ | 70.42 | 42.6% | 15.6% | 56.48 | 49.6% | 10.4% |
| 30Δ | 64.65 | 28.2% | 6.4% | 58.07 | 42.8% | 8.0% |
| 35Δ | 64.01 | 28.0% | 5.8% | 59.66 | 36.0% | 5.6% |
| 40Δ | 63.38 | 27.8% | 5.2% | 60.61 | 34.6% | 4.7% |
| 45Δ | 62.75 | 27.6% | 4.6% | 61.38 | 34.6% | 4.1% |
| 50Δ | 62.12 | 27.4% | 4.0% | 62.15 | 34.6% | 3.6% |
| 55Δ | 61.49 | 27.2% | 3.4% | 62.93 | 34.6% | 3.0% |
| 60Δ | 60.86 | 27.0% | 2.8% | 63.70 | 34.7% | 2.5% |
| 65Δ | 60.22 | 26.8% | 2.2% | 64.47 | 34.7% | 1.9% |
| 70Δ | 59.03 | 30.5% | 1.9% | 65.45 | 35.1% | 1.4% |
| 75Δ | 57.54 | 36.3% | 1.7% | 66.88 | 36.6% | 1.1% |
| 80Δ | 56.05 | 42.1% | 1.6% | 68.30 | 38.0% | 0.8% |
20Δ
- Pseudo strike
- 82.73
- IV
- 74.9%
- B/E move
- 35.7%
- Pseudo strike
- 54.63
- IV
- 57.7%
- B/E move
- 13.2%
25Δ
- Pseudo strike
- 70.42
- IV
- 42.6%
- B/E move
- 15.6%
- Pseudo strike
- 56.48
- IV
- 49.6%
- B/E move
- 10.4%
30Δ
- Pseudo strike
- 64.65
- IV
- 28.2%
- B/E move
- 6.4%
- Pseudo strike
- 58.07
- IV
- 42.8%
- B/E move
- 8.0%
35Δ
- Pseudo strike
- 64.01
- IV
- 28.0%
- B/E move
- 5.8%
- Pseudo strike
- 59.66
- IV
- 36.0%
- B/E move
- 5.6%
40Δ
- Pseudo strike
- 63.38
- IV
- 27.8%
- B/E move
- 5.2%
- Pseudo strike
- 60.61
- IV
- 34.6%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 62.75
- IV
- 27.6%
- B/E move
- 4.6%
- Pseudo strike
- 61.38
- IV
- 34.6%
- B/E move
- 4.1%
50Δ
- Pseudo strike
- 62.12
- IV
- 27.4%
- B/E move
- 4.0%
- Pseudo strike
- 62.15
- IV
- 34.6%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 61.49
- IV
- 27.2%
- B/E move
- 3.4%
- Pseudo strike
- 62.93
- IV
- 34.6%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- 60.86
- IV
- 27.0%
- B/E move
- 2.8%
- Pseudo strike
- 63.70
- IV
- 34.7%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 60.22
- IV
- 26.8%
- B/E move
- 2.2%
- Pseudo strike
- 64.47
- IV
- 34.7%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 59.03
- IV
- 30.5%
- B/E move
- 1.9%
- Pseudo strike
- 65.45
- IV
- 35.1%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 57.54
- IV
- 36.3%
- B/E move
- 1.7%
- Pseudo strike
- 66.88
- IV
- 36.6%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 56.05
- IV
- 42.1%
- B/E move
- 1.6%
- Pseudo strike
- 68.30
- IV
- 38.0%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 35.66% | |
| 34.77% |