IntraAlpha
Create free account Start free

Danaher Corporation DHR

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-10-16T00:18:29.175Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003231427Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:28.666379+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$2.02$10.06$18.10$26.14$34.18$191.96$210.59$229.23$247.86$266.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DHR spot · $231.50DHR PRICE$2.89$3.86$4.91$6.18$7.45$8.87$10.39$11.90$14.06$16.36$18.77$21.95$25.12$3.47$4.67$5.87$7.36$8.90$10.49$12.34$14.18$16.52$19.81$23.16$27.26$31.86
PutsExpensive1.20×
CallsExpensive1.15×
SkewBearish+1.25 pp
Implied moveBearish±$22.72
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ258.4237.3%12.9%210.6340.1%10.5%
25Δ253.5137.3%11.2%215.0039.8%9.1%
30Δ248.9337.4%9.6%219.3639.6%7.8%
35Δ245.1437.8%8.6%223.1739.5%6.8%
40Δ241.3638.2%7.5%226.8839.4%5.8%
45Δ237.7138.2%6.5%230.5639.3%4.9%
50Δ234.1538.0%5.6%234.1138.8%4.2%
55Δ230.5937.9%4.7%237.6638.4%3.5%
60Δ226.9138.3%4.1%241.5038.4%2.8%
65Δ223.2138.9%3.5%245.9239.4%2.3%
70Δ219.4239.4%2.9%250.3940.3%1.8%
75Δ215.0439.7%2.4%255.5840.5%1.4%
80Δ210.6640.0%1.8%261.2440.9%0.9%

20Δ

Calls
Pseudo strike
258.42
IV
37.3%
B/E move
12.9%
Puts
Pseudo strike
210.63
IV
40.1%
B/E move
10.5%

25Δ

Calls
Pseudo strike
253.51
IV
37.3%
B/E move
11.2%
Puts
Pseudo strike
215.00
IV
39.8%
B/E move
9.1%

30Δ

Calls
Pseudo strike
248.93
IV
37.4%
B/E move
9.6%
Puts
Pseudo strike
219.36
IV
39.6%
B/E move
7.8%

35Δ

Calls
Pseudo strike
245.14
IV
37.8%
B/E move
8.6%
Puts
Pseudo strike
223.17
IV
39.5%
B/E move
6.8%

40Δ

Calls
Pseudo strike
241.36
IV
38.2%
B/E move
7.5%
Puts
Pseudo strike
226.88
IV
39.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
237.71
IV
38.2%
B/E move
6.5%
Puts
Pseudo strike
230.56
IV
39.3%
B/E move
4.9%

50Δ

Calls
Pseudo strike
234.15
IV
38.0%
B/E move
5.6%
Puts
Pseudo strike
234.11
IV
38.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
230.59
IV
37.9%
B/E move
4.7%
Puts
Pseudo strike
237.66
IV
38.4%
B/E move
3.5%

60Δ

Calls
Pseudo strike
226.91
IV
38.3%
B/E move
4.1%
Puts
Pseudo strike
241.50
IV
38.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
223.21
IV
38.9%
B/E move
3.5%
Puts
Pseudo strike
245.92
IV
39.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
219.42
IV
39.4%
B/E move
2.9%
Puts
Pseudo strike
250.39
IV
40.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
215.04
IV
39.7%
B/E move
2.4%
Puts
Pseudo strike
255.58
IV
40.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
210.66
IV
40.0%
B/E move
1.8%
Puts
Pseudo strike
261.24
IV
40.9%
B/E move
0.9%