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Quest Diagnostics Inc. DGX

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-13T02:10:28.996Z

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 · 2026-11-13T00:00:00.003441584Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:10:28.362136+00:00

Share price$259.65
1D-0.5%
AH$258.64$259.38$260.12$260.86$261.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGX
Sold putSold callAH

Quest Diagnostics Inc. options

Live interpolated DGX call and put midpoint premiums by absolute delta.Quest Diagnostics Inc.$0.83$4.66$8.49$12.31$16.14$243.62$252.15$260.68$269.20$277.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGX spot · $259.65DGX PRICE$1.24$1.79$2.34$2.89$3.45$4.00$4.55$5.32$6.12$6.91$7.71$8.51$9.30$1.55$2.06$2.62$3.18$3.74$4.30$4.94$6.32$7.71$9.10$10.49$11.88$15.04
PutsExpensive1.14×
CallsCheap0.73×
SkewBearish+5.14 pp
Implied moveBearish±$9.48
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ269.6728.7%4.3%248.8734.8%4.7%
25Δ268.0829.0%3.9%251.1734.2%4.1%
30Δ266.4929.3%3.5%252.9733.5%3.6%
35Δ264.9129.5%3.1%254.7732.9%3.1%
40Δ263.3229.8%2.7%256.5732.2%2.6%
45Δ261.7430.1%2.3%258.3731.5%2.1%
50Δ260.1530.4%1.9%260.1931.0%1.7%
55Δ258.7729.5%1.7%262.1031.9%1.5%
60Δ257.4128.6%1.5%264.0232.9%1.3%
65Δ256.0427.6%1.3%265.9333.8%1.1%
70Δ254.6826.7%1.1%267.8434.7%0.9%
75Δ253.3225.7%0.8%269.7635.7%0.7%
80Δ251.9624.8%0.6%273.3637.5%0.5%

20Δ

Calls
Pseudo strike
269.67
IV
28.7%
B/E move
4.3%
Puts
Pseudo strike
248.87
IV
34.8%
B/E move
4.7%

25Δ

Calls
Pseudo strike
268.08
IV
29.0%
B/E move
3.9%
Puts
Pseudo strike
251.17
IV
34.2%
B/E move
4.1%

30Δ

Calls
Pseudo strike
266.49
IV
29.3%
B/E move
3.5%
Puts
Pseudo strike
252.97
IV
33.5%
B/E move
3.6%

35Δ

Calls
Pseudo strike
264.91
IV
29.5%
B/E move
3.1%
Puts
Pseudo strike
254.77
IV
32.9%
B/E move
3.1%

40Δ

Calls
Pseudo strike
263.32
IV
29.8%
B/E move
2.7%
Puts
Pseudo strike
256.57
IV
32.2%
B/E move
2.6%

45Δ

Calls
Pseudo strike
261.74
IV
30.1%
B/E move
2.3%
Puts
Pseudo strike
258.37
IV
31.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
260.15
IV
30.4%
B/E move
1.9%
Puts
Pseudo strike
260.19
IV
31.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
258.77
IV
29.5%
B/E move
1.7%
Puts
Pseudo strike
262.10
IV
31.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
257.41
IV
28.6%
B/E move
1.5%
Puts
Pseudo strike
264.02
IV
32.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
256.04
IV
27.6%
B/E move
1.3%
Puts
Pseudo strike
265.93
IV
33.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
254.68
IV
26.7%
B/E move
1.1%
Puts
Pseudo strike
267.84
IV
34.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
253.32
IV
25.7%
B/E move
0.8%
Puts
Pseudo strike
269.76
IV
35.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
251.96
IV
24.8%
B/E move
0.6%
Puts
Pseudo strike
273.36
IV
37.5%
B/E move
0.5%

Options history

IV · four-Friday blend26.11%
Daily EOD
DGX23.9%26.9%29.9%2026-10-19: 27.55%2026-10-20: 28.06%2026-10-21: 29.51%2026-10-22: 24.54%2026-10-23: 24.30%2026-10-26: 24.86%2026-10-27: 26.46%2026-10-28: 25.25%2026-10-29: 25.19%2026-10-30: 26.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.55%
28.06%
29.51%
24.54%
24.30%
24.86%
26.46%
25.25%
25.19%
26.11%