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ESAB Corporation ESAB

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Market dataready · fetched 2026-11-12T16:05:55.708Z

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: 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 · 2026-11-12T16:05:36.055981853Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-12T16:05:54.864846+00:00

Share price$84.30
1D-1.1%
$83.55$84.29$85.03$85.77$86.505:30 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$0.75$2.54$4.34$6.13$7.92$67.70$76.17$84.65$93.12$101.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESAB spot · $84.30ESAB PRICE$1.01$1.28$1.57$1.90$2.23$2.56$2.94$3.44$3.93$4.43$4.93$5.43$6.75$0.95$1.15$1.53$1.93$2.34$2.74$3.14$3.72$4.37$5.03$5.68$6.34$7.41
PutsCheap0.61×
CallsCheap0.57×
SkewBullish-4.50 pp
Implied moveBearish±$6.08
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.6175.0%12.2%77.7066.1%8.9%
25Δ91.4871.7%10.0%79.7759.4%6.7%
30Δ89.6368.8%8.2%80.8558.7%5.9%
35Δ88.3867.0%7.1%81.8158.8%5.2%
40Δ87.1465.2%6.0%82.7758.9%4.6%
45Δ85.9063.4%4.9%83.7359.0%3.9%
50Δ84.7461.8%4.0%84.6959.0%3.3%
55Δ83.8060.7%3.5%85.6758.8%2.8%
60Δ82.8659.6%3.0%86.6758.3%2.4%
65Δ81.9258.5%2.4%87.6757.8%2.0%
70Δ80.9857.4%1.9%88.6757.4%1.6%
75Δ80.0456.3%1.4%89.6756.9%1.1%
80Δ78.4857.9%1.1%91.0155.8%0.8%

20Δ

Calls
Pseudo strike
93.61
IV
75.0%
B/E move
12.2%
Puts
Pseudo strike
77.70
IV
66.1%
B/E move
8.9%

25Δ

Calls
Pseudo strike
91.48
IV
71.7%
B/E move
10.0%
Puts
Pseudo strike
79.77
IV
59.4%
B/E move
6.7%

30Δ

Calls
Pseudo strike
89.63
IV
68.8%
B/E move
8.2%
Puts
Pseudo strike
80.85
IV
58.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
88.38
IV
67.0%
B/E move
7.1%
Puts
Pseudo strike
81.81
IV
58.8%
B/E move
5.2%

40Δ

Calls
Pseudo strike
87.14
IV
65.2%
B/E move
6.0%
Puts
Pseudo strike
82.77
IV
58.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
85.90
IV
63.4%
B/E move
4.9%
Puts
Pseudo strike
83.73
IV
59.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
84.74
IV
61.8%
B/E move
4.0%
Puts
Pseudo strike
84.69
IV
59.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
83.80
IV
60.7%
B/E move
3.5%
Puts
Pseudo strike
85.67
IV
58.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
82.86
IV
59.6%
B/E move
3.0%
Puts
Pseudo strike
86.67
IV
58.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
81.92
IV
58.5%
B/E move
2.4%
Puts
Pseudo strike
87.67
IV
57.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
80.98
IV
57.4%
B/E move
1.9%
Puts
Pseudo strike
88.67
IV
57.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
80.04
IV
56.3%
B/E move
1.4%
Puts
Pseudo strike
89.67
IV
56.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
78.48
IV
57.9%
B/E move
1.1%
Puts
Pseudo strike
91.01
IV
55.8%
B/E move
0.8%

Options history

IV · four-Friday blend55.21%
Daily close
ESAB42.8%56.5%70.3%2026-08-14: 49.51%2026-08-17: 53.72%2026-08-18: 53.44%2026-08-19: 55.03%2026-08-20: 68.38%2026-08-21: 46.18%2026-08-24: 45.82%2026-08-25: 47.07%2026-08-26: 46.10%2026-08-27: 45.51%2026-08-28: 45.03%2026-08-31: 46.22%2026-09-01: 45.54%2026-09-02: 44.71%2026-09-03: 44.80%2026-09-04: 46.12%2026-09-08: 45.70%2026-09-09: 45.99%2026-09-10: 46.52%2026-09-11: 45.52%2026-09-14: 51.90%2026-09-18: 45.16%2026-09-21: 46.07%2026-09-22: 47.06%2026-09-23: 46.78%2026-09-24: 47.44%2026-09-25: 45.02%2026-09-28: 47.86%2026-09-29: 50.32%2026-09-30: 50.73%2026-10-01: 51.95%2026-10-02: 51.94%2026-10-05: 52.01%2026-10-06: 52.68%2026-10-07: 54.84%2026-10-08: 56.19%2026-10-09: 54.24%2026-10-12: 57.49%2026-10-13: 57.66%2026-10-14: 60.01%2026-10-16: 53.21%2026-10-19: 54.15%2026-10-20: 55.47%2026-10-21: 53.48%2026-10-22: 52.97%2026-10-23: 54.68%2026-10-26: 55.07%2026-10-27: 53.99%2026-10-28: 52.56%2026-10-29: 52.72%2026-10-30: 55.21%Aug 14Sep 24Oct 30
51 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
49.51%
53.72%
53.44%
55.03%
68.38%
46.18%
45.82%
47.07%
46.10%
45.51%
45.03%
46.22%
45.54%
44.71%
44.80%
46.12%
45.70%
45.99%
46.52%
45.52%
51.90%
45.16%
46.07%
47.06%
46.78%
47.44%
45.02%
47.86%
50.32%
50.73%
51.95%
51.94%
52.01%
52.68%
54.84%
56.19%
54.24%
57.49%
57.66%
60.01%
53.21%
54.15%
55.47%
53.48%
52.97%
54.68%
55.07%
53.99%
52.56%
52.72%
55.21%