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Danaher Corporation DHR

i

Market dataready · fetched 2026-11-07T07:18:19.211Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.003810073Z

FundamentalsSEC EDGAR · ready · as of 2026-09-25 · fetched 2026-11-07T07:18:18.343998+00:00

Share price$230.25
1D+2.8%
AH$223$225$227$229$2315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDHR
Sold putSold callAH

Danaher Corporation options

Live interpolated DHR call and put midpoint premiums by absolute delta.Danaher Corporation$1.09$3.92$6.75$9.59$12.42$215.10$222.43$229.75$237.08$244.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DHR spot · $230.25DHR PRICE$1.50$1.92$2.41$3.05$3.61$3.97$4.68$5.73$6.44$7.02$8.19$9.53$1.40$1.95$2.52$3.04$3.51$4.06$4.72$5.50$6.35$7.24$8.38$9.82$11.60
PutsExpensive1.13×
Calls——
Skew——
Implied moveBearish±$8.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ220.8740.3%4.7%
25Δ237.6834.8%3.9%222.3642.8%4.3%
30Δ236.1234.8%3.4%224.1143.2%3.8%
35Δ234.6835.3%3.0%225.9142.4%3.2%
40Δ233.4036.8%2.7%227.6840.5%2.6%
45Δ232.0937.1%2.4%229.2039.3%2.2%
50Δ230.6934.7%1.9%230.6838.6%1.9%
55Δ229.2834.7%1.6%232.1338.6%1.6%
60Δ227.8637.0%1.5%233.5938.4%1.3%
65Δ226.5936.2%1.2%235.0638.1%1.1%
70Δ225.3734.3%0.9%236.6838.1%0.8%
75Δ223.7634.6%0.7%238.5638.6%0.7%
80Δ222.0535.0%0.6%240.7439.3%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
220.87
IV
40.3%
B/E move
4.7%

25Δ

Calls
Pseudo strike
237.68
IV
34.8%
B/E move
3.9%
Puts
Pseudo strike
222.36
IV
42.8%
B/E move
4.3%

30Δ

Calls
Pseudo strike
236.12
IV
34.8%
B/E move
3.4%
Puts
Pseudo strike
224.11
IV
43.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
234.68
IV
35.3%
B/E move
3.0%
Puts
Pseudo strike
225.91
IV
42.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
233.40
IV
36.8%
B/E move
2.7%
Puts
Pseudo strike
227.68
IV
40.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
232.09
IV
37.1%
B/E move
2.4%
Puts
Pseudo strike
229.20
IV
39.3%
B/E move
2.2%

50Δ

Calls
Pseudo strike
230.69
IV
34.7%
B/E move
1.9%
Puts
Pseudo strike
230.68
IV
38.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
229.28
IV
34.7%
B/E move
1.6%
Puts
Pseudo strike
232.13
IV
38.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
227.86
IV
37.0%
B/E move
1.5%
Puts
Pseudo strike
233.59
IV
38.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
226.59
IV
36.2%
B/E move
1.2%
Puts
Pseudo strike
235.06
IV
38.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
225.37
IV
34.3%
B/E move
0.9%
Puts
Pseudo strike
236.68
IV
38.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
223.76
IV
34.6%
B/E move
0.7%
Puts
Pseudo strike
238.56
IV
38.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
222.05
IV
35.0%
B/E move
0.6%
Puts
Pseudo strike
240.74
IV
39.3%
B/E move
0.5%

Options history

IV · four-Friday blend31.27%
Daily close
DHR23.9%45.7%67.5%2026-08-10: 29.40%2026-08-11: 28.27%2026-08-12: 29.39%2026-08-13: 30.95%2026-08-14: 26.86%2026-08-17: 28.44%2026-08-18: 32.32%2026-08-19: 33.19%2026-08-20: 39.53%2026-08-21: 30.27%2026-08-24: 33.14%2026-08-25: 31.85%2026-08-26: 33.13%2026-08-27: 34.84%2026-08-28: 28.20%2026-08-31: 31.57%2026-09-01: 31.97%2026-09-02: 31.52%2026-09-03: 31.07%2026-09-04: 27.94%2026-09-08: 32.26%2026-09-09: 30.22%2026-09-10: 32.04%2026-09-11: 28.49%2026-09-14: 32.30%2026-09-15: 33.44%2026-09-16: 32.37%2026-09-17: 34.05%2026-09-18: 30.03%2026-09-21: 32.50%2026-09-22: 32.33%2026-09-23: 33.13%2026-09-24: 34.20%2026-09-25: 32.41%2026-09-28: 34.89%2026-09-29: 35.65%2026-09-30: 35.85%2026-10-01: 38.40%2026-10-02: 36.04%2026-10-05: 39.83%2026-10-06: 39.65%2026-10-07: 43.06%2026-10-08: 42.14%2026-10-09: 42.12%2026-10-12: 44.45%2026-10-13: 47.07%2026-10-14: 52.87%2026-10-15: 47.58%2026-10-16: 49.54%2026-10-19: 55.27%2026-10-20: 64.51%2026-10-21: 37.65%2026-10-22: 35.09%2026-10-23: 32.42%2026-10-26: 32.12%2026-10-27: 30.59%2026-10-28: 32.97%2026-10-29: 32.30%2026-10-30: 31.27%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
29.40%
28.27%
29.39%
30.95%
26.86%
28.44%
32.32%
33.19%
39.53%
30.27%
33.14%
31.85%
33.13%
34.84%
28.20%
31.57%
31.97%
31.52%
31.07%
27.94%
32.26%
30.22%
32.04%
28.49%
32.30%
33.44%
32.37%
34.05%
30.03%
32.50%
32.33%
33.13%
34.20%
32.41%
34.89%
35.65%
35.85%
38.40%
36.04%
39.83%
39.65%
43.06%
42.14%
42.12%
44.45%
47.07%
52.87%
47.58%
49.54%
55.27%
64.51%
37.65%
35.09%
32.42%
32.12%
30.59%
32.97%
32.30%
31.27%