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ESCO Technologies, Inc. ESE

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Market datapartial · fetched 2026-10-22T23:28:34.277Z

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 · 2026-10-22T23:00:00.003423845Z

FundamentalsAlpha Vantage · unavailable

Share price$232.99
1D-4.5%
AH$226$231$236$241$2465:30 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.$2.15$8.80$15.45$22.10$28.75$194.59$217.31$240.03$262.75$285.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESE spot · $232.99ESE PRICE$2.87$3.85$4.83$6.17$7.52$8.98$10.78$12.58$14.73$17.26$19.78$23.18$26.61$3.42$4.49$5.64$7.02$8.39$9.88$11.46$13.05$15.08$17.50$19.92$23.23$26.83
PutsCheap0.90×
CallsExpensive1.34×
SkewBullish-3.26 pp
Implied moveBearish±$22.24
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ259.5341.2%12.6%212.0843.7%10.4%
25Δ254.7641.1%11.0%216.7542.7%8.9%
30Δ249.9941.0%9.4%221.1142.0%7.5%
35Δ246.3341.7%8.4%224.7441.8%6.6%
40Δ242.6842.3%7.4%228.3741.5%5.6%
45Δ239.0443.0%6.5%231.8241.0%4.7%
50Δ235.4443.6%5.7%235.1340.2%4.0%
55Δ231.8444.2%4.9%238.4339.4%3.3%
60Δ228.0644.8%4.2%241.8939.0%2.7%
65Δ224.0945.6%3.6%245.4838.9%2.1%
70Δ220.1146.3%3.0%249.0738.8%1.6%
75Δ215.4446.7%2.4%253.3738.7%1.2%
80Δ210.7447.2%1.9%257.9038.6%0.8%

20Δ

Calls
Pseudo strike
259.53
IV
41.2%
B/E move
12.6%
Puts
Pseudo strike
212.08
IV
43.7%
B/E move
10.4%

25Δ

Calls
Pseudo strike
254.76
IV
41.1%
B/E move
11.0%
Puts
Pseudo strike
216.75
IV
42.7%
B/E move
8.9%

30Δ

Calls
Pseudo strike
249.99
IV
41.0%
B/E move
9.4%
Puts
Pseudo strike
221.11
IV
42.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
246.33
IV
41.7%
B/E move
8.4%
Puts
Pseudo strike
224.74
IV
41.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
242.68
IV
42.3%
B/E move
7.4%
Puts
Pseudo strike
228.37
IV
41.5%
B/E move
5.6%

45Δ

Calls
Pseudo strike
239.04
IV
43.0%
B/E move
6.5%
Puts
Pseudo strike
231.82
IV
41.0%
B/E move
4.7%

50Δ

Calls
Pseudo strike
235.44
IV
43.6%
B/E move
5.7%
Puts
Pseudo strike
235.13
IV
40.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
231.84
IV
44.2%
B/E move
4.9%
Puts
Pseudo strike
238.43
IV
39.4%
B/E move
3.3%

60Δ

Calls
Pseudo strike
228.06
IV
44.8%
B/E move
4.2%
Puts
Pseudo strike
241.89
IV
39.0%
B/E move
2.7%

65Δ

Calls
Pseudo strike
224.09
IV
45.6%
B/E move
3.6%
Puts
Pseudo strike
245.48
IV
38.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
220.11
IV
46.3%
B/E move
3.0%
Puts
Pseudo strike
249.07
IV
38.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
215.44
IV
46.7%
B/E move
2.4%
Puts
Pseudo strike
253.37
IV
38.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
210.74
IV
47.2%
B/E move
1.9%
Puts
Pseudo strike
257.90
IV
38.6%
B/E move
0.8%

Options history

ESE37.5437.7137.882026-10-20: 37.84%2026-10-21: 37.58%Oct 20Oct 21
Table
DateIV
37.84%
37.58%