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Emerson Electric Co. EMR

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-07T03:16:47.617Z

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 · 2026-11-07T00:00:00.003482904Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T03:16:45.800477+00:00

Share price$162.35
1D-0.4%
AH$160$161$162$163$1655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMR
Sold putSold callAH

Emerson Electric Co. options

Live interpolated EMR call and put midpoint premiums by absolute delta.Emerson Electric Co.$0.60$3.38$6.15$8.93$11.71$149.67$155.94$162.21$168.48$174.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EMR spot · $162.35EMR PRICE$0.90$1.28$1.65$1.91$2.24$2.74$3.24$3.93$4.67$5.43$6.20$7.27$8.56$1.46$1.82$2.16$2.60$3.15$3.79$4.76$5.63$6.26$7.07$8.93$10.91
Puts——
CallsCheap0.85×
Skew——
Implied moveBearish±$7.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ169.2934.4%4.8%
25Δ168.3937.1%4.5%156.4142.1%4.6%
30Δ167.4839.7%4.2%157.8941.3%3.9%
35Δ166.0437.3%3.5%159.2539.6%3.2%
40Δ164.7235.7%2.8%160.5039.0%2.7%
45Δ163.7036.4%2.5%161.6139.5%2.4%
50Δ162.6837.1%2.2%162.7540.5%2.1%
55Δ161.5738.4%1.9%164.0643.1%1.9%
60Δ160.4339.7%1.7%165.3344.5%1.6%
65Δ159.2540.1%1.4%166.5042.8%1.3%
70Δ158.0440.0%1.2%167.8041.9%1.0%
75Δ156.6140.6%0.9%169.9245.8%0.8%
80Δ154.9941.9%0.7%172.2248.0%0.6%

20Δ

Calls
Pseudo strike
169.29
IV
34.4%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
168.39
IV
37.1%
B/E move
4.5%
Puts
Pseudo strike
156.41
IV
42.1%
B/E move
4.6%

30Δ

Calls
Pseudo strike
167.48
IV
39.7%
B/E move
4.2%
Puts
Pseudo strike
157.89
IV
41.3%
B/E move
3.9%

35Δ

Calls
Pseudo strike
166.04
IV
37.3%
B/E move
3.5%
Puts
Pseudo strike
159.25
IV
39.6%
B/E move
3.2%

40Δ

Calls
Pseudo strike
164.72
IV
35.7%
B/E move
2.8%
Puts
Pseudo strike
160.50
IV
39.0%
B/E move
2.7%

45Δ

Calls
Pseudo strike
163.70
IV
36.4%
B/E move
2.5%
Puts
Pseudo strike
161.61
IV
39.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
162.68
IV
37.1%
B/E move
2.2%
Puts
Pseudo strike
162.75
IV
40.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
161.57
IV
38.4%
B/E move
1.9%
Puts
Pseudo strike
164.06
IV
43.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
160.43
IV
39.7%
B/E move
1.7%
Puts
Pseudo strike
165.33
IV
44.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
159.25
IV
40.1%
B/E move
1.4%
Puts
Pseudo strike
166.50
IV
42.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
158.04
IV
40.0%
B/E move
1.2%
Puts
Pseudo strike
167.80
IV
41.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
156.61
IV
40.6%
B/E move
0.9%
Puts
Pseudo strike
169.92
IV
45.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
154.99
IV
41.9%
B/E move
0.7%
Puts
Pseudo strike
172.22
IV
48.0%
B/E move
0.6%

Options history

IV · four-Friday blend45.74%
Daily close
EMR22.5%35.0%47.5%2026-08-10: 27.69%2026-08-11: 28.31%2026-08-12: 26.53%2026-08-14: 24.25%2026-08-17: 26.01%2026-08-18: 26.79%2026-08-19: 26.80%2026-08-20: 29.00%2026-08-21: 25.24%2026-08-24: 27.36%2026-08-25: 26.84%2026-08-26: 29.26%2026-08-28: 25.16%2026-08-31: 27.78%2026-09-01: 28.22%2026-09-02: 31.14%2026-09-03: 28.48%2026-09-04: 27.07%2026-09-08: 31.79%2026-09-09: 32.78%2026-09-10: 33.26%2026-09-11: 28.11%2026-09-14: 30.83%2026-09-15: 34.53%2026-09-16: 33.58%2026-09-17: 36.87%2026-09-18: 28.06%2026-09-21: 30.62%2026-09-22: 29.40%2026-09-23: 30.03%2026-09-24: 32.50%2026-09-25: 26.16%2026-09-28: 27.88%2026-09-29: 28.30%2026-09-30: 31.23%2026-10-01: 31.11%2026-10-02: 27.26%2026-10-05: 28.52%2026-10-06: 30.19%2026-10-07: 29.41%2026-10-08: 31.28%2026-10-09: 29.78%2026-10-12: 32.45%2026-10-13: 30.00%2026-10-14: 37.59%2026-10-15: 41.31%2026-10-16: 34.96%2026-10-19: 38.65%2026-10-20: 40.94%2026-10-21: 39.16%2026-10-22: 42.88%2026-10-23: 40.91%2026-10-26: 43.64%2026-10-27: 41.48%2026-10-28: 42.58%2026-10-29: 45.19%2026-10-30: 45.74%Aug 10Sep 22Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.69%
28.31%
26.53%
24.25%
26.01%
26.79%
26.80%
29.00%
25.24%
27.36%
26.84%
29.26%
25.16%
27.78%
28.22%
31.14%
28.48%
27.07%
31.79%
32.78%
33.26%
28.11%
30.83%
34.53%
33.58%
36.87%
28.06%
30.62%
29.40%
30.03%
32.50%
26.16%
27.88%
28.30%
31.23%
31.11%
27.26%
28.52%
30.19%
29.41%
31.28%
29.78%
32.45%
30.00%
37.59%
41.31%
34.96%
38.65%
40.94%
39.16%
42.88%
40.91%
43.64%
41.48%
42.58%
45.19%
45.74%