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Flowserve Corporation FLS

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Market datapartial · fetched 2026-10-22T16:18:47.412Z

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 · 2026-10-22T16:18:24.523381359Z

FundamentalsAlpha Vantage · unavailable

Share price$67.20
1D-2.6%
$65.62$66.53$67.44$68.34$69.255:30 AM6:30 AM9:00 AM1:00 PMFLS
Sold putSold call

Flowserve Corporation options

Live interpolated FLS call and put midpoint premiums by absolute delta.Flowserve Corporation$1.00$4.09$7.18$10.28$13.37$53.74$60.51$67.27$74.03$80.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLS spot · $67.20FLS PRICE$1.33$1.64$1.99$2.46$2.92$3.39$3.91$4.42$4.94$5.72$6.79$7.86$8.97$1.49$1.80$2.19$2.57$3.20$4.05$4.91$5.76$6.72$7.70$8.67$10.24$12.48
PutsExpensive1.20×
CallsExpensive1.64×
SkewBullish-0.72 pp
Implied moveBearish±$8.81
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.2769.5%22.9%58.1267.3%15.7%
25Δ77.4963.4%17.8%60.9658.6%12.0%
30Δ74.7660.0%14.2%62.6055.8%10.1%
35Δ73.0759.3%12.4%64.2353.0%8.2%
40Δ71.3958.7%10.6%65.7252.6%7.0%
45Δ69.7657.9%8.9%67.0754.5%6.2%
50Δ68.4056.3%7.6%68.4256.3%5.5%
55Δ67.0554.7%6.4%69.7758.1%4.7%
60Δ65.7053.2%5.1%71.2457.7%4.0%
65Δ64.2753.0%4.1%72.7256.8%3.2%
70Δ62.7654.2%3.5%74.2056.0%2.5%
75Δ61.2555.4%2.8%76.1956.6%1.9%
80Δ59.7256.0%2.2%78.7758.8%1.4%

20Δ

Calls
Pseudo strike
81.27
IV
69.5%
B/E move
22.9%
Puts
Pseudo strike
58.12
IV
67.3%
B/E move
15.7%

25Δ

Calls
Pseudo strike
77.49
IV
63.4%
B/E move
17.8%
Puts
Pseudo strike
60.96
IV
58.6%
B/E move
12.0%

30Δ

Calls
Pseudo strike
74.76
IV
60.0%
B/E move
14.2%
Puts
Pseudo strike
62.60
IV
55.8%
B/E move
10.1%

35Δ

Calls
Pseudo strike
73.07
IV
59.3%
B/E move
12.4%
Puts
Pseudo strike
64.23
IV
53.0%
B/E move
8.2%

40Δ

Calls
Pseudo strike
71.39
IV
58.7%
B/E move
10.6%
Puts
Pseudo strike
65.72
IV
52.6%
B/E move
7.0%

45Δ

Calls
Pseudo strike
69.76
IV
57.9%
B/E move
8.9%
Puts
Pseudo strike
67.07
IV
54.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
68.40
IV
56.3%
B/E move
7.6%
Puts
Pseudo strike
68.42
IV
56.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
67.05
IV
54.7%
B/E move
6.4%
Puts
Pseudo strike
69.77
IV
58.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
65.70
IV
53.2%
B/E move
5.1%
Puts
Pseudo strike
71.24
IV
57.7%
B/E move
4.0%

65Δ

Calls
Pseudo strike
64.27
IV
53.0%
B/E move
4.1%
Puts
Pseudo strike
72.72
IV
56.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
62.76
IV
54.2%
B/E move
3.5%
Puts
Pseudo strike
74.20
IV
56.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
61.25
IV
55.4%
B/E move
2.8%
Puts
Pseudo strike
76.19
IV
56.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
59.72
IV
56.0%
B/E move
2.2%
Puts
Pseudo strike
78.77
IV
58.8%
B/E move
1.4%

Options history

No recorded observations