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Emerson Electric Company EMR

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-16T00:16:46.608Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002239165Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:44.671264+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$1.16$7.38$13.59$19.80$26.01$136.81$148.67$160.53$172.39$184.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EMR spot · $162.15EMR PRICE$1.84$2.54$3.25$3.94$4.74$5.59$6.47$7.38$8.50$10.19$11.94$13.97$16.09$2.60$3.39$4.02$5.00$6.21$7.43$8.67$10.38$12.40$14.47$16.82$20.15$24.22
PutsExpensive1.32×
CallsExpensive1.10×
SkewBearish+6.38 pp
Implied moveBearish±$15.14
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ178.6333.0%11.3%146.6142.7%11.2%
25Δ176.2734.7%10.3%150.2541.8%9.4%
30Δ173.6935.3%9.1%153.7138.9%7.7%
35Δ170.8534.8%7.8%156.5438.4%6.5%
40Δ168.3534.5%6.8%158.9939.4%5.8%
45Δ166.0034.3%5.8%161.4939.6%5.0%
50Δ163.7533.8%5.0%164.0139.3%4.2%
55Δ161.5933.2%4.2%166.7639.9%3.6%
60Δ159.3633.0%3.5%169.6441.2%3.0%
65Δ156.9534.3%3.1%172.6441.3%2.5%
70Δ154.4635.4%2.6%175.8841.6%1.9%
75Δ151.6836.0%2.2%179.9443.0%1.5%
80Δ148.8336.1%1.7%184.7344.2%1.0%

20Δ

Calls
Pseudo strike
178.63
IV
33.0%
B/E move
11.3%
Puts
Pseudo strike
146.61
IV
42.7%
B/E move
11.2%

25Δ

Calls
Pseudo strike
176.27
IV
34.7%
B/E move
10.3%
Puts
Pseudo strike
150.25
IV
41.8%
B/E move
9.4%

30Δ

Calls
Pseudo strike
173.69
IV
35.3%
B/E move
9.1%
Puts
Pseudo strike
153.71
IV
38.9%
B/E move
7.7%

35Δ

Calls
Pseudo strike
170.85
IV
34.8%
B/E move
7.8%
Puts
Pseudo strike
156.54
IV
38.4%
B/E move
6.5%

40Δ

Calls
Pseudo strike
168.35
IV
34.5%
B/E move
6.8%
Puts
Pseudo strike
158.99
IV
39.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
166.00
IV
34.3%
B/E move
5.8%
Puts
Pseudo strike
161.49
IV
39.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
163.75
IV
33.8%
B/E move
5.0%
Puts
Pseudo strike
164.01
IV
39.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
161.59
IV
33.2%
B/E move
4.2%
Puts
Pseudo strike
166.76
IV
39.9%
B/E move
3.6%

60Δ

Calls
Pseudo strike
159.36
IV
33.0%
B/E move
3.5%
Puts
Pseudo strike
169.64
IV
41.2%
B/E move
3.0%

65Δ

Calls
Pseudo strike
156.95
IV
34.3%
B/E move
3.1%
Puts
Pseudo strike
172.64
IV
41.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
154.46
IV
35.4%
B/E move
2.6%
Puts
Pseudo strike
175.88
IV
41.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
151.68
IV
36.0%
B/E move
2.2%
Puts
Pseudo strike
179.94
IV
43.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
148.83
IV
36.1%
B/E move
1.7%
Puts
Pseudo strike
184.73
IV
44.2%
B/E move
1.0%