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Emerson Electric Company EMR

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-15T21:02:49.500Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:40:59.261393279Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:58:45.905159+00:00

Share price$162.15
1D+1.9%
AH$157$158$160$161$1635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEMR
Sold putSold callAH

Emerson Electric Company options

Live interpolated EMR call and put midpoint premiums by absolute delta.Emerson Electric Company$0.21$2.27$4.33$6.39$8.45$155.57$158.70$161.82$164.94$168.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $162.15OPTION PRICELive EMR spot · $162.15EMR PRICE$0.43$1.01$1.03$1.04$1.06$1.07$1.46$1.96$2.46$2.96$3.40$3.76$4.13$0.50$0.65$0.82$1.18$1.53$1.89$2.25$2.74$3.29$3.85$4.82$6.15$7.86
PutsExpensive1.64×
CallsExpensive1.06×
SkewBearish+8.04 pp
Implied moveBearish±$3.72
TiltBearish18.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ165.7948.0%2.5%158.4651.8%2.6%
25Δ168.6695.1%4.6%159.2850.1%2.2%
30Δ167.2081.2%3.7%160.0749.1%1.8%
35Δ165.7467.3%2.9%160.6352.7%1.7%
40Δ164.2853.4%2.0%161.1956.4%1.5%
45Δ162.8239.5%1.1%161.7560.1%1.4%
50Δ162.0540.3%0.8%162.3163.8%1.3%
55Δ161.4745.4%0.8%163.0366.3%1.1%
60Δ160.8950.4%0.7%163.8368.2%1.0%
65Δ160.3155.4%0.7%164.6470.1%0.8%
70Δ159.7456.6%0.6%165.8075.7%0.7%
75Δ159.1753.5%0.5%167.2784.4%0.6%
80Δ158.6150.4%0.4%169.1792.2%0.5%

20Δ

Calls
Pseudo strike
165.79
IV
48.0%
B/E move
2.5%
Puts
Pseudo strike
158.46
IV
51.8%
B/E move
2.6%

25Δ

Calls
Pseudo strike
168.66
IV
95.1%
B/E move
4.6%
Puts
Pseudo strike
159.28
IV
50.1%
B/E move
2.2%

30Δ

Calls
Pseudo strike
167.20
IV
81.2%
B/E move
3.7%
Puts
Pseudo strike
160.07
IV
49.1%
B/E move
1.8%

35Δ

Calls
Pseudo strike
165.74
IV
67.3%
B/E move
2.9%
Puts
Pseudo strike
160.63
IV
52.7%
B/E move
1.7%

40Δ

Calls
Pseudo strike
164.28
IV
53.4%
B/E move
2.0%
Puts
Pseudo strike
161.19
IV
56.4%
B/E move
1.5%

45Δ

Calls
Pseudo strike
162.82
IV
39.5%
B/E move
1.1%
Puts
Pseudo strike
161.75
IV
60.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
162.05
IV
40.3%
B/E move
0.8%
Puts
Pseudo strike
162.31
IV
63.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
161.47
IV
45.4%
B/E move
0.8%
Puts
Pseudo strike
163.03
IV
66.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
160.89
IV
50.4%
B/E move
0.7%
Puts
Pseudo strike
163.83
IV
68.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
160.31
IV
55.4%
B/E move
0.7%
Puts
Pseudo strike
164.64
IV
70.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
159.74
IV
56.6%
B/E move
0.6%
Puts
Pseudo strike
165.80
IV
75.7%
B/E move
0.7%

75Δ

Calls
Pseudo strike
159.17
IV
53.5%
B/E move
0.5%
Puts
Pseudo strike
167.27
IV
84.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
158.61
IV
50.4%
B/E move
0.4%
Puts
Pseudo strike
169.17
IV
92.2%
B/E move
0.5%