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Danaher Corporation DHR

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-15T20:37:07.715Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003931695Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:38.721054+00:00

Share price$231.50
1D+1.5%
AH$227$228$230$232$2335:30 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$0.42$1.80$3.17$4.55$5.93$224.77$227.96$231.14$234.33$237.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $231.50OPTION PRICELive DHR spot · $231.50DHR PRICE$0.85$0.72$0.84$0.97$1.09$1.47$1.87$2.26$2.66$3.10$3.57$4.04$4.51$0.57$0.81$1.07$1.33$1.61$1.91$2.21$2.51$2.92$3.40$3.87$4.44$5.53
PutsExpensive2.15×
CallsExpensive1.11×
SkewBearish+3.75 pp
Implied moveBearish±$4.08
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.7266.8%3.5%227.3341.8%2.0%
25Δ234.9140.1%1.8%228.1342.2%1.8%
30Δ234.1237.4%1.5%228.8143.5%1.6%
35Δ233.3434.7%1.2%229.5044.8%1.4%
40Δ232.5531.9%0.9%230.1845.6%1.3%
45Δ231.9733.8%0.8%230.8744.9%1.1%
50Δ231.4036.0%0.8%231.5544.3%0.9%
55Δ230.8438.2%0.7%232.2443.6%0.8%
60Δ230.2740.4%0.6%232.9543.3%0.6%
65Δ229.6441.2%0.5%233.6743.2%0.5%
70Δ228.9440.6%0.4%234.3943.1%0.4%
75Δ228.2540.1%0.3%235.1943.4%0.3%
80Δ227.5639.6%0.2%236.4545.8%0.3%

20Δ

Calls
Pseudo strike
238.72
IV
66.8%
B/E move
3.5%
Puts
Pseudo strike
227.33
IV
41.8%
B/E move
2.0%

25Δ

Calls
Pseudo strike
234.91
IV
40.1%
B/E move
1.8%
Puts
Pseudo strike
228.13
IV
42.2%
B/E move
1.8%

30Δ

Calls
Pseudo strike
234.12
IV
37.4%
B/E move
1.5%
Puts
Pseudo strike
228.81
IV
43.5%
B/E move
1.6%

35Δ

Calls
Pseudo strike
233.34
IV
34.7%
B/E move
1.2%
Puts
Pseudo strike
229.50
IV
44.8%
B/E move
1.4%

40Δ

Calls
Pseudo strike
232.55
IV
31.9%
B/E move
0.9%
Puts
Pseudo strike
230.18
IV
45.6%
B/E move
1.3%

45Δ

Calls
Pseudo strike
231.97
IV
33.8%
B/E move
0.8%
Puts
Pseudo strike
230.87
IV
44.9%
B/E move
1.1%

50Δ

Calls
Pseudo strike
231.40
IV
36.0%
B/E move
0.8%
Puts
Pseudo strike
231.55
IV
44.3%
B/E move
0.9%

55Δ

Calls
Pseudo strike
230.84
IV
38.2%
B/E move
0.7%
Puts
Pseudo strike
232.24
IV
43.6%
B/E move
0.8%

60Δ

Calls
Pseudo strike
230.27
IV
40.4%
B/E move
0.6%
Puts
Pseudo strike
232.95
IV
43.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
229.64
IV
41.2%
B/E move
0.5%
Puts
Pseudo strike
233.67
IV
43.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
228.94
IV
40.6%
B/E move
0.4%
Puts
Pseudo strike
234.39
IV
43.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
228.25
IV
40.1%
B/E move
0.3%
Puts
Pseudo strike
235.19
IV
43.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
227.56
IV
39.6%
B/E move
0.2%
Puts
Pseudo strike
236.45
IV
45.8%
B/E move
0.3%