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ESAB Corp ESAB

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-10-23T04:07:13.183Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002091103Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:11.704822+00:00

Share price$66.89
1D+4.1%
AH$63.75$64.63$65.51$66.38$67.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESAB
Sold putSold callAH

ESAB Corp options

Live interpolated ESAB call and put midpoint premiums by absolute delta.ESAB Corp$0.96$4.35$7.74$11.13$14.52$51.98$59.15$66.32$73.48$80.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESAB spot · $66.89ESAB PRICE$1.33$1.69$2.07$2.58$3.08$3.57$4.01$4.45$4.88$5.53$6.27$7.00$7.73$1.53$1.94$2.64$3.35$4.04$4.65$5.26$5.87$7.06$8.61$10.17$11.86$13.54
PutsExpensive1.12×
CallsExpensive1.18×
SkewBearish+6.13 pp
Implied moveBearish±$9.27
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.6769.4%22.6%57.9968.5%15.6%
25Δ77.5266.2%18.4%60.6262.3%12.3%
30Δ74.8464.2%15.0%62.1264.4%11.1%
35Δ73.1063.9%13.1%63.6166.5%9.9%
40Δ71.3663.7%11.3%65.1068.3%8.7%
45Δ69.6862.8%9.5%66.5565.8%7.5%
50Δ68.2559.9%8.0%68.0063.2%6.2%
55Δ66.8256.9%6.5%69.4560.7%5.0%
60Δ65.3954.0%5.1%71.2161.3%4.1%
65Δ64.1152.3%4.1%73.1863.9%3.5%
70Δ62.8950.9%3.4%75.1566.3%2.9%
75Δ61.6749.6%2.7%77.2965.6%2.2%
80Δ60.4548.3%1.9%79.4265.0%1.5%

20Δ

Calls
Pseudo strike
80.67
IV
69.4%
B/E move
22.6%
Puts
Pseudo strike
57.99
IV
68.5%
B/E move
15.6%

25Δ

Calls
Pseudo strike
77.52
IV
66.2%
B/E move
18.4%
Puts
Pseudo strike
60.62
IV
62.3%
B/E move
12.3%

30Δ

Calls
Pseudo strike
74.84
IV
64.2%
B/E move
15.0%
Puts
Pseudo strike
62.12
IV
64.4%
B/E move
11.1%

35Δ

Calls
Pseudo strike
73.10
IV
63.9%
B/E move
13.1%
Puts
Pseudo strike
63.61
IV
66.5%
B/E move
9.9%

40Δ

Calls
Pseudo strike
71.36
IV
63.7%
B/E move
11.3%
Puts
Pseudo strike
65.10
IV
68.3%
B/E move
8.7%

45Δ

Calls
Pseudo strike
69.68
IV
62.8%
B/E move
9.5%
Puts
Pseudo strike
66.55
IV
65.8%
B/E move
7.5%

50Δ

Calls
Pseudo strike
68.25
IV
59.9%
B/E move
8.0%
Puts
Pseudo strike
68.00
IV
63.2%
B/E move
6.2%

55Δ

Calls
Pseudo strike
66.82
IV
56.9%
B/E move
6.5%
Puts
Pseudo strike
69.45
IV
60.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
65.39
IV
54.0%
B/E move
5.1%
Puts
Pseudo strike
71.21
IV
61.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
64.11
IV
52.3%
B/E move
4.1%
Puts
Pseudo strike
73.18
IV
63.9%
B/E move
3.5%

70Δ

Calls
Pseudo strike
62.89
IV
50.9%
B/E move
3.4%
Puts
Pseudo strike
75.15
IV
66.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
61.67
IV
49.6%
B/E move
2.7%
Puts
Pseudo strike
77.29
IV
65.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
60.45
IV
48.3%
B/E move
1.9%
Puts
Pseudo strike
79.42
IV
65.0%
B/E move
1.5%

Options history

ESAB52.4452.9253.392026-10-20: 52.51%2026-10-21: 53.33%Oct 20Oct 21
Table
DateIV
52.51%
53.33%