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Quest Diagnostics Inc. DGX

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Market datapartial · fetched 2026-10-23T17:35:51.260Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T17:35:20.512875742Z

FundamentalsAlpha Vantage · unavailable

Share price$242.31
1D+0.1%
$241.30$241.98$242.65$243.33$244.015:30 AM6:30 AM9:00 AM1:00 PMDGX
Sold putSold call

Quest Diagnostics Inc. options

Live interpolated DGX call and put midpoint premiums by absolute delta.Quest Diagnostics Inc.$1.33$6.00$10.68$15.36$20.04$176.39$210.05$243.70$277.36$311.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGX spot · $242.31DGX PRICE$1.83$2.48$3.12$3.77$4.77$5.78$6.80$7.81$9.00$10.53$12.06$13.59$15.23$1.93$2.72$3.51$4.31$5.11$6.12$7.24$8.35$9.46$10.57$13.25$15.97$18.69
PutsCheap0.32×
CallsCheap0.30×
SkewNeutral+0.08 pp
Implied moveBearish±$14.03
TiltBearish5.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ258.1924.4%7.3%229.8424.9%5.9%
25Δ255.5124.5%6.5%232.2625.0%5.3%
30Δ252.8224.6%5.6%234.6025.1%4.6%
35Δ250.1324.7%4.8%236.9425.2%4.0%
40Δ247.9524.9%4.3%239.2925.4%3.4%
45Δ245.7825.2%3.8%241.4725.2%2.9%
50Δ243.6225.4%3.3%243.5924.9%2.5%
55Δ241.4625.7%2.9%245.7124.7%2.0%
60Δ239.2425.8%2.4%247.8324.4%1.6%
65Δ236.8825.6%2.1%249.9424.1%1.2%
70Δ234.5225.5%1.8%253.2125.2%1.0%
75Δ232.1625.3%1.4%256.5126.2%0.7%
80Δ229.7225.1%1.1%259.8027.3%0.5%

20Δ

Calls
Pseudo strike
258.19
IV
24.4%
B/E move
7.3%
Puts
Pseudo strike
229.84
IV
24.9%
B/E move
5.9%

25Δ

Calls
Pseudo strike
255.51
IV
24.5%
B/E move
6.5%
Puts
Pseudo strike
232.26
IV
25.0%
B/E move
5.3%

30Δ

Calls
Pseudo strike
252.82
IV
24.6%
B/E move
5.6%
Puts
Pseudo strike
234.60
IV
25.1%
B/E move
4.6%

35Δ

Calls
Pseudo strike
250.13
IV
24.7%
B/E move
4.8%
Puts
Pseudo strike
236.94
IV
25.2%
B/E move
4.0%

40Δ

Calls
Pseudo strike
247.95
IV
24.9%
B/E move
4.3%
Puts
Pseudo strike
239.29
IV
25.4%
B/E move
3.4%

45Δ

Calls
Pseudo strike
245.78
IV
25.2%
B/E move
3.8%
Puts
Pseudo strike
241.47
IV
25.2%
B/E move
2.9%

50Δ

Calls
Pseudo strike
243.62
IV
25.4%
B/E move
3.3%
Puts
Pseudo strike
243.59
IV
24.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
241.46
IV
25.7%
B/E move
2.9%
Puts
Pseudo strike
245.71
IV
24.7%
B/E move
2.0%

60Δ

Calls
Pseudo strike
239.24
IV
25.8%
B/E move
2.4%
Puts
Pseudo strike
247.83
IV
24.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
236.88
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
249.94
IV
24.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
234.52
IV
25.5%
B/E move
1.8%
Puts
Pseudo strike
253.21
IV
25.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
232.16
IV
25.3%
B/E move
1.4%
Puts
Pseudo strike
256.51
IV
26.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
229.72
IV
25.1%
B/E move
1.1%
Puts
Pseudo strike
259.80
IV
27.3%
B/E move
0.5%

Options history

DGX24.1427.0229.912026-10-20: 28.06%2026-10-21: 29.51%2026-10-22: 24.54%Oct 20Oct 22
Table
DateIV
28.06%
29.51%
24.54%