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ESAB Corporation ESAB

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Market datapartial · fetched 2026-10-22T16:16:28.007Z

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 · 2026-10-22T16:16:09.399337008Z

FundamentalsAlpha Vantage · unavailable

Share price$65.77
1D+2.4%
$63.84$64.39$64.94$65.48$66.035:30 AM6:30 AM9:00 AM1:00 PMESAB
Sold putSold call

ESAB Corporation options

Live interpolated ESAB call and put midpoint premiums by absolute delta.ESAB Corporation$0.92$4.81$8.70$12.58$16.47$50.36$57.62$64.88$72.14$79.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESAB spot · $65.77ESAB PRICE$1.34$1.46$1.94$2.43$2.91$3.44$3.97$4.50$5.21$6.02$6.84$7.65$8.40$1.75$2.17$2.74$3.49$4.24$4.94$5.58$6.22$6.86$8.51$10.23$12.56$15.35
PutsExpensive1.16×
CallsExpensive1.17×
SkewBearish+9.53 pp
Implied moveBearish±$9.55
TiltBearish20.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.7871.1%23.4%56.1776.3%17.2%
25Δ74.2255.2%15.1%58.6471.0%14.1%
30Δ72.7857.0%13.6%60.7368.5%11.8%
35Δ71.3458.9%12.2%62.3669.3%10.5%
40Δ69.9060.5%10.7%63.9970.0%9.1%
45Δ68.4559.5%9.3%65.5569.4%7.8%
50Δ66.9958.6%7.9%67.0066.6%6.6%
55Δ65.5457.6%6.5%68.4663.7%5.4%
60Δ64.1357.1%5.4%69.9160.8%4.1%
65Δ62.7557.0%4.6%71.9963.1%3.5%
70Δ61.3856.8%3.7%74.1165.8%2.9%
75Δ60.0056.6%2.9%76.8467.7%2.3%
80Δ58.8851.5%2.3%80.0369.0%1.7%

20Δ

Calls
Pseudo strike
79.78
IV
71.1%
B/E move
23.4%
Puts
Pseudo strike
56.17
IV
76.3%
B/E move
17.2%

25Δ

Calls
Pseudo strike
74.22
IV
55.2%
B/E move
15.1%
Puts
Pseudo strike
58.64
IV
71.0%
B/E move
14.1%

30Δ

Calls
Pseudo strike
72.78
IV
57.0%
B/E move
13.6%
Puts
Pseudo strike
60.73
IV
68.5%
B/E move
11.8%

35Δ

Calls
Pseudo strike
71.34
IV
58.9%
B/E move
12.2%
Puts
Pseudo strike
62.36
IV
69.3%
B/E move
10.5%

40Δ

Calls
Pseudo strike
69.90
IV
60.5%
B/E move
10.7%
Puts
Pseudo strike
63.99
IV
70.0%
B/E move
9.1%

45Δ

Calls
Pseudo strike
68.45
IV
59.5%
B/E move
9.3%
Puts
Pseudo strike
65.55
IV
69.4%
B/E move
7.8%

50Δ

Calls
Pseudo strike
66.99
IV
58.6%
B/E move
7.9%
Puts
Pseudo strike
67.00
IV
66.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
65.54
IV
57.6%
B/E move
6.5%
Puts
Pseudo strike
68.46
IV
63.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
64.13
IV
57.1%
B/E move
5.4%
Puts
Pseudo strike
69.91
IV
60.8%
B/E move
4.1%

65Δ

Calls
Pseudo strike
62.75
IV
57.0%
B/E move
4.6%
Puts
Pseudo strike
71.99
IV
63.1%
B/E move
3.5%

70Δ

Calls
Pseudo strike
61.38
IV
56.8%
B/E move
3.7%
Puts
Pseudo strike
74.11
IV
65.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
60.00
IV
56.6%
B/E move
2.9%
Puts
Pseudo strike
76.84
IV
67.7%
B/E move
2.3%

80Δ

Calls
Pseudo strike
58.88
IV
51.5%
B/E move
2.3%
Puts
Pseudo strike
80.03
IV
69.0%
B/E move
1.7%

Options history

No recorded observations