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ESAB Corp ESAB

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-10-22T23:27:27.712Z

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 2026-10-22T23:27:26.981944+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$4.36$7.75$11.15$14.55$52.17$59.25$66.32$73.40$80.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESAB spot · $66.89ESAB PRICE$1.33$1.69$2.07$2.58$3.08$3.57$4.01$4.44$4.88$5.53$6.26$6.99$7.72$1.53$1.94$2.65$3.35$4.04$4.65$5.26$5.87$7.07$8.62$10.19$11.88$13.57
PutsExpensive1.11×
CallsExpensive1.17×
SkewBearish+6.05 pp
Implied moveBearish±$9.27
TiltBearish19.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.6769.2%22.6%58.0067.8%15.6%
25Δ77.5265.5%18.4%60.6361.3%12.3%
30Δ74.8463.0%15.0%62.1263.3%11.1%
35Δ73.1062.8%13.1%63.6165.4%9.9%
40Δ71.3662.5%11.3%65.1067.1%8.7%
45Δ69.6961.7%9.5%66.5564.7%7.5%
50Δ68.2658.8%8.0%68.0162.2%6.2%
55Δ66.8355.9%6.5%69.4659.7%4.9%
60Δ65.4053.0%5.1%71.2360.3%4.1%
65Δ64.1251.3%4.1%73.1962.9%3.5%
70Δ62.9050.0%3.4%75.1765.2%2.8%
75Δ61.6948.7%2.7%77.3164.6%2.2%
80Δ60.4747.4%1.9%79.4664.0%1.5%

20Δ

Calls
Pseudo strike
80.67
IV
69.2%
B/E move
22.6%
Puts
Pseudo strike
58.00
IV
67.8%
B/E move
15.6%

25Δ

Calls
Pseudo strike
77.52
IV
65.5%
B/E move
18.4%
Puts
Pseudo strike
60.63
IV
61.3%
B/E move
12.3%

30Δ

Calls
Pseudo strike
74.84
IV
63.0%
B/E move
15.0%
Puts
Pseudo strike
62.12
IV
63.3%
B/E move
11.1%

35Δ

Calls
Pseudo strike
73.10
IV
62.8%
B/E move
13.1%
Puts
Pseudo strike
63.61
IV
65.4%
B/E move
9.9%

40Δ

Calls
Pseudo strike
71.36
IV
62.5%
B/E move
11.3%
Puts
Pseudo strike
65.10
IV
67.1%
B/E move
8.7%

45Δ

Calls
Pseudo strike
69.69
IV
61.7%
B/E move
9.5%
Puts
Pseudo strike
66.55
IV
64.7%
B/E move
7.5%

50Δ

Calls
Pseudo strike
68.26
IV
58.8%
B/E move
8.0%
Puts
Pseudo strike
68.01
IV
62.2%
B/E move
6.2%

55Δ

Calls
Pseudo strike
66.83
IV
55.9%
B/E move
6.5%
Puts
Pseudo strike
69.46
IV
59.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
65.40
IV
53.0%
B/E move
5.1%
Puts
Pseudo strike
71.23
IV
60.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
64.12
IV
51.3%
B/E move
4.1%
Puts
Pseudo strike
73.19
IV
62.9%
B/E move
3.5%

70Δ

Calls
Pseudo strike
62.90
IV
50.0%
B/E move
3.4%
Puts
Pseudo strike
75.17
IV
65.2%
B/E move
2.8%

75Δ

Calls
Pseudo strike
61.69
IV
48.7%
B/E move
2.7%
Puts
Pseudo strike
77.31
IV
64.6%
B/E move
2.2%

80Δ

Calls
Pseudo strike
60.47
IV
47.4%
B/E move
1.9%
Puts
Pseudo strike
79.46
IV
64.0%
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%