IntraAlpha
Create free account Start free

Fluor Corporation FLR

INDUSTRIALS · ENGINEERING & CONSTRUCTION
i

Market dataready · fetched 2026-10-16T01:04:31.911Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002630372Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:31.291549+00:00

Share price$47.67
1D+1.0%
AH$45.43$46.03$46.64$47.24$47.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLR
Sold putSold callAH

Fluor Corporation options

Live interpolated FLR call and put midpoint premiums by absolute delta.Fluor Corporation$0.61$3.77$6.93$10.09$13.25$34.50$40.87$47.24$53.62$59.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLR spot · $47.67FLR PRICE$0.95$1.24$1.55$1.89$2.28$2.68$3.16$3.65$4.35$5.06$5.81$6.57$7.49$1.15$1.53$1.92$2.36$2.92$3.49$4.08$4.66$5.38$6.12$7.38$9.30$12.34
PutsCheap0.85×
CallsFair0.95×
SkewBearish+0.71 pp
Implied moveBearish±$7.24
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.5062.2%22.6%41.4161.2%15.5%
25Δ55.4560.7%18.9%42.7661.7%13.5%
30Δ53.7959.7%16.1%44.0660.4%11.6%
35Δ52.2958.9%13.7%45.3259.6%9.9%
40Δ51.0458.7%11.9%46.4560.3%8.7%
45Δ49.8158.5%10.1%47.5860.9%7.5%
50Δ48.6958.7%8.8%48.7059.9%6.4%
55Δ47.5658.8%7.4%49.8258.9%5.3%
60Δ46.4060.3%6.5%50.9858.1%4.3%
65Δ45.2361.9%5.5%52.1557.3%3.5%
70Δ44.0261.9%4.5%53.7359.0%2.8%
75Δ42.7961.4%3.5%55.9063.4%2.2%
80Δ41.4760.5%2.7%59.1770.6%1.8%

20Δ

Calls
Pseudo strike
57.50
IV
62.2%
B/E move
22.6%
Puts
Pseudo strike
41.41
IV
61.2%
B/E move
15.5%

25Δ

Calls
Pseudo strike
55.45
IV
60.7%
B/E move
18.9%
Puts
Pseudo strike
42.76
IV
61.7%
B/E move
13.5%

30Δ

Calls
Pseudo strike
53.79
IV
59.7%
B/E move
16.1%
Puts
Pseudo strike
44.06
IV
60.4%
B/E move
11.6%

35Δ

Calls
Pseudo strike
52.29
IV
58.9%
B/E move
13.7%
Puts
Pseudo strike
45.32
IV
59.6%
B/E move
9.9%

40Δ

Calls
Pseudo strike
51.04
IV
58.7%
B/E move
11.9%
Puts
Pseudo strike
46.45
IV
60.3%
B/E move
8.7%

45Δ

Calls
Pseudo strike
49.81
IV
58.5%
B/E move
10.1%
Puts
Pseudo strike
47.58
IV
60.9%
B/E move
7.5%

50Δ

Calls
Pseudo strike
48.69
IV
58.7%
B/E move
8.8%
Puts
Pseudo strike
48.70
IV
59.9%
B/E move
6.4%

55Δ

Calls
Pseudo strike
47.56
IV
58.8%
B/E move
7.4%
Puts
Pseudo strike
49.82
IV
58.9%
B/E move
5.3%

60Δ

Calls
Pseudo strike
46.40
IV
60.3%
B/E move
6.5%
Puts
Pseudo strike
50.98
IV
58.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
45.23
IV
61.9%
B/E move
5.5%
Puts
Pseudo strike
52.15
IV
57.3%
B/E move
3.5%

70Δ

Calls
Pseudo strike
44.02
IV
61.9%
B/E move
4.5%
Puts
Pseudo strike
53.73
IV
59.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
42.79
IV
61.4%
B/E move
3.5%
Puts
Pseudo strike
55.90
IV
63.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
41.47
IV
60.5%
B/E move
2.7%
Puts
Pseudo strike
59.17
IV
70.6%
B/E move
1.8%