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The Cooper Companies, Inc. Common Stock COO

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Market dataready · fetched 2026-11-12T15:14:02.421Z

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 · 2026-11-12T15:13:59.820679422Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T15:14:01.803428+00:00

Share price$62.73
1D-0.5%
$62.51$62.71$62.92$63.12$63.325:30 AM6:30 AM9:00 AM1:00 PMCOO
Sold putSold call

The Cooper Companies, Inc. Common Stock options

Live interpolated COO call and put midpoint premiums by absolute delta.The Cooper Companies, Inc. Common Stock$0.32$1.06$1.79$2.53$3.27$58.28$60.62$62.95$65.28$67.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive COO spot · $62.73COO PRICE$0.40$0.49$0.69$0.92$1.16$1.40$1.63$1.87$2.11$2.35$2.58$2.82$3.06$0.41$0.60$0.80$0.99$1.18$1.38$1.57$1.76$1.96$2.15$2.35$2.54
Puts——
CallsCheap0.86×
Skew——
Implied moveBullish±$3.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.8343.5%8.8%60.3431.5%4.5%
25Δ65.6837.7%5.5%60.7531.4%4.1%
30Δ64.6935.9%4.2%61.1631.4%3.8%
35Δ64.2335.8%3.9%61.5731.4%3.4%
40Δ63.7835.7%3.5%61.9831.4%3.1%
45Δ63.3235.7%3.2%62.4031.4%2.7%
50Δ62.8735.6%2.8%62.8131.4%2.4%
55Δ62.4135.6%2.5%63.2231.3%2.0%
60Δ61.9635.5%2.1%63.6331.3%1.7%
65Δ61.5035.5%1.8%64.0531.3%1.3%
70Δ61.0435.4%1.4%64.4631.3%1.0%
75Δ60.5935.4%1.1%64.8731.3%0.6%
80Δ60.1335.3%0.7%

20Δ

Calls
Pseudo strike
67.83
IV
43.5%
B/E move
8.8%
Puts
Pseudo strike
60.34
IV
31.5%
B/E move
4.5%

25Δ

Calls
Pseudo strike
65.68
IV
37.7%
B/E move
5.5%
Puts
Pseudo strike
60.75
IV
31.4%
B/E move
4.1%

30Δ

Calls
Pseudo strike
64.69
IV
35.9%
B/E move
4.2%
Puts
Pseudo strike
61.16
IV
31.4%
B/E move
3.8%

35Δ

Calls
Pseudo strike
64.23
IV
35.8%
B/E move
3.9%
Puts
Pseudo strike
61.57
IV
31.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
63.78
IV
35.7%
B/E move
3.5%
Puts
Pseudo strike
61.98
IV
31.4%
B/E move
3.1%

45Δ

Calls
Pseudo strike
63.32
IV
35.7%
B/E move
3.2%
Puts
Pseudo strike
62.40
IV
31.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
62.87
IV
35.6%
B/E move
2.8%
Puts
Pseudo strike
62.81
IV
31.4%
B/E move
2.4%

55Δ

Calls
Pseudo strike
62.41
IV
35.6%
B/E move
2.5%
Puts
Pseudo strike
63.22
IV
31.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
61.96
IV
35.5%
B/E move
2.1%
Puts
Pseudo strike
63.63
IV
31.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
61.50
IV
35.5%
B/E move
1.8%
Puts
Pseudo strike
64.05
IV
31.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
61.04
IV
35.4%
B/E move
1.4%
Puts
Pseudo strike
64.46
IV
31.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
60.59
IV
35.4%
B/E move
1.1%
Puts
Pseudo strike
64.87
IV
31.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
60.13
IV
35.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.02%
Daily EOD
COO34.0%35.6%37.3%2026-10-19: 34.19%2026-10-20: 35.66%2026-10-21: 34.77%2026-10-22: 36.31%2026-10-23: 36.56%2026-10-26: 36.53%2026-10-27: 34.59%2026-10-28: 36.86%2026-10-29: 35.22%2026-10-30: 37.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.19%
35.66%
34.77%
36.31%
36.56%
36.53%
34.59%
36.86%
35.22%
37.02%