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ESCO Technologies, Inc. ESE

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-12T01:33:34.020Z

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 · 2026-11-12T00:00:00.003294824Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:33:33.657091+00:00

Share price$239.40
1D-0.8%
AH$238.39$239.32$240.25$241.17$242.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESE
Sold putSold callAH

ESCO Technologies, Inc. options

Live interpolated ESE call and put midpoint premiums by absolute delta.ESCO Technologies, Inc.$1.73$6.77$11.82$16.86$21.91$213.45$226.61$239.76$252.92$266.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESE spot · $239.40ESE PRICE$2.27$3.05$3.82$4.79$6.00$7.21$8.41$9.95$11.58$13.22$15.13$17.73$20.33$2.69$3.56$4.43$5.51$6.66$7.80$9.02$10.48$11.94$13.40$15.30$17.87$20.45
PutsExpensive1.12×
CallsExpensive1.19×
SkewBullish-1.94 pp
Implied moveBearish±$17.43
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ259.1956.0%9.2%222.0160.8%8.4%
25Δ255.5955.7%8.0%225.6059.7%7.3%
30Δ251.9955.3%6.9%229.1958.7%6.1%
35Δ248.7855.6%5.9%232.1858.1%5.3%
40Δ246.0756.7%5.3%234.9957.6%4.6%
45Δ243.3657.8%4.7%237.8057.1%3.9%
50Δ240.6558.9%4.0%240.5656.5%3.3%
55Δ237.8159.3%3.5%243.1755.5%2.8%
60Δ234.9459.4%3.0%245.7954.5%2.3%
65Δ232.0759.6%2.5%248.4053.4%1.8%
70Δ229.0259.7%2.0%251.2852.7%1.4%
75Δ225.5060.0%1.6%254.6152.4%1.1%
80Δ221.9860.3%1.2%257.9452.2%0.8%

20Δ

Calls
Pseudo strike
259.19
IV
56.0%
B/E move
9.2%
Puts
Pseudo strike
222.01
IV
60.8%
B/E move
8.4%

25Δ

Calls
Pseudo strike
255.59
IV
55.7%
B/E move
8.0%
Puts
Pseudo strike
225.60
IV
59.7%
B/E move
7.3%

30Δ

Calls
Pseudo strike
251.99
IV
55.3%
B/E move
6.9%
Puts
Pseudo strike
229.19
IV
58.7%
B/E move
6.1%

35Δ

Calls
Pseudo strike
248.78
IV
55.6%
B/E move
5.9%
Puts
Pseudo strike
232.18
IV
58.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
246.07
IV
56.7%
B/E move
5.3%
Puts
Pseudo strike
234.99
IV
57.6%
B/E move
4.6%

45Δ

Calls
Pseudo strike
243.36
IV
57.8%
B/E move
4.7%
Puts
Pseudo strike
237.80
IV
57.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
240.65
IV
58.9%
B/E move
4.0%
Puts
Pseudo strike
240.56
IV
56.5%
B/E move
3.3%

55Δ

Calls
Pseudo strike
237.81
IV
59.3%
B/E move
3.5%
Puts
Pseudo strike
243.17
IV
55.5%
B/E move
2.8%

60Δ

Calls
Pseudo strike
234.94
IV
59.4%
B/E move
3.0%
Puts
Pseudo strike
245.79
IV
54.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
232.07
IV
59.6%
B/E move
2.5%
Puts
Pseudo strike
248.40
IV
53.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
229.02
IV
59.7%
B/E move
2.0%
Puts
Pseudo strike
251.28
IV
52.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
225.50
IV
60.0%
B/E move
1.6%
Puts
Pseudo strike
254.61
IV
52.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
221.98
IV
60.3%
B/E move
1.2%
Puts
Pseudo strike
257.94
IV
52.2%
B/E move
0.8%

Options history

IV · four-Friday blend40.40%
Daily close
ESE33.2%39.5%45.8%2026-08-13: 35.75%2026-08-14: 34.80%2026-08-17: 36.24%2026-08-18: 36.48%2026-08-19: 35.96%2026-08-21: 35.34%2026-08-24: 35.79%2026-08-25: 35.42%2026-08-26: 35.29%2026-08-27: 34.71%2026-08-28: 34.05%2026-08-31: 34.74%2026-09-01: 35.14%2026-09-02: 34.91%2026-09-03: 34.28%2026-09-04: 34.51%2026-09-08: 35.87%2026-09-09: 36.23%2026-09-10: 36.08%2026-09-11: 35.41%2026-09-14: 37.46%2026-09-15: 37.99%2026-09-16: 39.58%2026-09-17: 39.19%2026-09-18: 36.26%2026-09-21: 36.26%2026-09-22: 36.25%2026-09-23: 36.33%2026-09-24: 35.97%2026-09-25: 35.91%2026-09-28: 36.82%2026-09-29: 36.56%2026-09-30: 36.38%2026-10-01: 35.87%2026-10-02: 34.79%2026-10-05: 34.99%2026-10-06: 34.93%2026-10-07: 35.51%2026-10-08: 35.67%2026-10-09: 35.27%2026-10-12: 37.79%2026-10-13: 37.36%2026-10-14: 40.26%2026-10-15: 44.92%2026-10-16: 37.44%2026-10-19: 37.63%2026-10-20: 37.76%2026-10-21: 37.56%2026-10-22: 38.63%2026-10-23: 38.57%2026-10-26: 38.84%2026-10-27: 39.20%2026-10-28: 38.90%2026-10-29: 38.70%2026-10-30: 40.40%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
35.75%
34.80%
36.24%
36.48%
35.96%
35.34%
35.79%
35.42%
35.29%
34.71%
34.05%
34.74%
35.14%
34.91%
34.28%
34.51%
35.87%
36.23%
36.08%
35.41%
37.46%
37.99%
39.58%
39.19%
36.26%
36.26%
36.25%
36.33%
35.97%
35.91%
36.82%
36.56%
36.38%
35.87%
34.79%
34.99%
34.93%
35.51%
35.67%
35.27%
37.79%
37.36%
40.26%
44.92%
37.44%
37.63%
37.76%
37.56%
38.63%
38.57%
38.84%
39.20%
38.90%
38.70%
40.40%