Share price$236.75
1D+2.9%
Sold putSold call
Quest Diagnostics Inc. DGX
i
Market datapartial · fetched 2026-10-22T18:22:35.637Z
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 · 2026-10-22T18:22:33.588438667Z
FundamentalsAlpha Vantage · unavailable
Quest Diagnostics Inc. options
PutsCheap0.34×
CallsCheap0.28×
SkewBearish+3.64 pp
Implied moveBearish±$13.40
TiltBearish13.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 253.07 | 24.9% | 7.6% | 222.90 | 26.9% | 6.7% |
| 25Δ | 249.10 | 23.6% | 6.2% | 226.02 | 26.2% | 5.7% |
| 30Δ | 246.80 | 23.3% | 5.5% | 229.13 | 25.5% | 4.6% |
| 35Δ | 244.49 | 23.1% | 4.8% | 231.58 | 25.4% | 4.0% |
| 40Δ | 242.18 | 22.9% | 4.1% | 233.77 | 25.6% | 3.5% |
| 45Δ | 239.89 | 22.7% | 3.4% | 235.95 | 25.8% | 3.0% |
| 50Δ | 237.97 | 22.6% | 3.0% | 238.14 | 25.9% | 2.5% |
| 55Δ | 236.06 | 22.4% | 2.7% | 240.39 | 26.1% | 2.1% |
| 60Δ | 234.14 | 22.3% | 2.3% | 242.95 | 26.4% | 1.8% |
| 65Δ | 232.22 | 22.2% | 1.9% | 245.52 | 26.6% | 1.4% |
| 70Δ | 230.30 | 22.0% | 1.5% | 248.09 | 26.9% | 1.1% |
| 75Δ | 227.54 | 22.5% | 1.3% | 251.30 | 27.6% | 0.8% |
| 80Δ | 224.63 | 23.0% | 1.1% | 256.37 | 29.9% | 0.6% |
20Δ
- Pseudo strike
- 253.07
- IV
- 24.9%
- B/E move
- 7.6%
- Pseudo strike
- 222.90
- IV
- 26.9%
- B/E move
- 6.7%
25Δ
- Pseudo strike
- 249.10
- IV
- 23.6%
- B/E move
- 6.2%
- Pseudo strike
- 226.02
- IV
- 26.2%
- B/E move
- 5.7%
30Δ
- Pseudo strike
- 246.80
- IV
- 23.3%
- B/E move
- 5.5%
- Pseudo strike
- 229.13
- IV
- 25.5%
- B/E move
- 4.6%
35Δ
- Pseudo strike
- 244.49
- IV
- 23.1%
- B/E move
- 4.8%
- Pseudo strike
- 231.58
- IV
- 25.4%
- B/E move
- 4.0%
40Δ
- Pseudo strike
- 242.18
- IV
- 22.9%
- B/E move
- 4.1%
- Pseudo strike
- 233.77
- IV
- 25.6%
- B/E move
- 3.5%
45Δ
- Pseudo strike
- 239.89
- IV
- 22.7%
- B/E move
- 3.4%
- Pseudo strike
- 235.95
- IV
- 25.8%
- B/E move
- 3.0%
50Δ
- Pseudo strike
- 237.97
- IV
- 22.6%
- B/E move
- 3.0%
- Pseudo strike
- 238.14
- IV
- 25.9%
- B/E move
- 2.5%
55Δ
- Pseudo strike
- 236.06
- IV
- 22.4%
- B/E move
- 2.7%
- Pseudo strike
- 240.39
- IV
- 26.1%
- B/E move
- 2.1%
60Δ
- Pseudo strike
- 234.14
- IV
- 22.3%
- B/E move
- 2.3%
- Pseudo strike
- 242.95
- IV
- 26.4%
- B/E move
- 1.8%
65Δ
- Pseudo strike
- 232.22
- IV
- 22.2%
- B/E move
- 1.9%
- Pseudo strike
- 245.52
- IV
- 26.6%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 230.30
- IV
- 22.0%
- B/E move
- 1.5%
- Pseudo strike
- 248.09
- IV
- 26.9%
- B/E move
- 1.1%
75Δ
- Pseudo strike
- 227.54
- IV
- 22.5%
- B/E move
- 1.3%
- Pseudo strike
- 251.30
- IV
- 27.6%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 224.63
- IV
- 23.0%
- B/E move
- 1.1%
- Pseudo strike
- 256.37
- IV
- 29.9%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 28.06% | |
| 29.51% |