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Flowserve Corporation FLS

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Market datapartial · fetched 2026-11-12T02:55:28.614Z

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 · 2026-11-12T00:00:00.002756672Z

FundamentalsAlpha Vantage · unavailable

Share price$85.20
1D-1.4%
AH$84.41$84.76$85.11$85.46$85.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLS
Sold putSold callAH

Flowserve Corporation options

Live interpolated FLS call and put midpoint premiums by absolute delta.Flowserve Corporation$0.75$2.11$3.47$4.83$6.18$75.88$80.59$85.30$90.01$94.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FLS spot · $85.20FLS PRICE$1.21$1.28$1.60$1.91$2.23$2.54$2.95$3.52$4.09$4.65$5.22$5.79$0.90$1.15$1.42$1.68$1.94$2.21$2.60$3.05$3.51$3.96$4.42$4.87$5.55
PutsCheap0.92×
Calls——
Skew——
Implied moveBalanced±$5.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.7588.2%15.0%79.1857.6%8.1%
25Δ80.5855.0%6.8%
30Δ89.3350.7%6.3%81.6052.9%5.9%
35Δ88.4050.3%5.6%82.6250.8%5.0%
40Δ87.4750.0%4.9%83.6348.6%4.1%
45Δ86.5449.6%4.2%84.6546.5%3.2%
50Δ85.6149.2%3.5%85.5045.2%2.7%
55Δ84.6948.8%2.9%86.2644.3%2.3%
60Δ83.8048.6%2.5%87.0143.4%2.0%
65Δ82.9148.4%2.1%87.7742.4%1.6%
70Δ82.0248.1%1.7%88.5341.5%1.3%
75Δ81.1447.9%1.4%89.2940.6%0.9%
80Δ80.2547.7%1.0%90.2640.3%0.6%

20Δ

Calls
Pseudo strike
96.75
IV
88.2%
B/E move
15.0%
Puts
Pseudo strike
79.18
IV
57.6%
B/E move
8.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.58
IV
55.0%
B/E move
6.8%

30Δ

Calls
Pseudo strike
89.33
IV
50.7%
B/E move
6.3%
Puts
Pseudo strike
81.60
IV
52.9%
B/E move
5.9%

35Δ

Calls
Pseudo strike
88.40
IV
50.3%
B/E move
5.6%
Puts
Pseudo strike
82.62
IV
50.8%
B/E move
5.0%

40Δ

Calls
Pseudo strike
87.47
IV
50.0%
B/E move
4.9%
Puts
Pseudo strike
83.63
IV
48.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
86.54
IV
49.6%
B/E move
4.2%
Puts
Pseudo strike
84.65
IV
46.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
85.61
IV
49.2%
B/E move
3.5%
Puts
Pseudo strike
85.50
IV
45.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
84.69
IV
48.8%
B/E move
2.9%
Puts
Pseudo strike
86.26
IV
44.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
83.80
IV
48.6%
B/E move
2.5%
Puts
Pseudo strike
87.01
IV
43.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
82.91
IV
48.4%
B/E move
2.1%
Puts
Pseudo strike
87.77
IV
42.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
82.02
IV
48.1%
B/E move
1.7%
Puts
Pseudo strike
88.53
IV
41.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
81.14
IV
47.9%
B/E move
1.4%
Puts
Pseudo strike
89.29
IV
40.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
80.25
IV
47.7%
B/E move
1.0%
Puts
Pseudo strike
90.26
IV
40.3%
B/E move
0.6%

Options history

IV · four-Friday blend37.75%
Daily close
FLS36.3%44.3%52.3%2026-08-13: 42.03%2026-08-14: 39.65%2026-08-17: 44.25%2026-08-18: 45.99%2026-08-21: 40.27%2026-08-24: 40.74%2026-08-25: 38.39%2026-08-26: 39.90%2026-08-27: 38.55%2026-08-28: 39.25%2026-08-31: 38.96%2026-09-01: 37.39%2026-09-02: 39.08%2026-09-03: 37.86%2026-09-04: 40.47%2026-09-08: 39.47%2026-09-09: 41.50%2026-09-10: 40.33%2026-09-14: 47.56%2026-09-18: 41.09%2026-09-21: 41.90%2026-09-22: 40.01%2026-09-23: 39.80%2026-09-24: 40.53%2026-09-25: 40.97%2026-09-28: 41.74%2026-09-29: 41.13%2026-09-30: 43.30%2026-10-01: 39.88%2026-10-02: 41.32%2026-10-05: 42.04%2026-10-06: 41.70%2026-10-07: 43.66%2026-10-08: 45.45%2026-10-09: 44.29%2026-10-13: 46.70%2026-10-14: 51.23%2026-10-16: 43.91%2026-10-19: 43.96%2026-10-20: 44.23%2026-10-21: 43.72%2026-10-22: 46.26%2026-10-23: 47.98%2026-10-26: 47.44%2026-10-27: 47.65%2026-10-28: 46.54%2026-10-29: 38.62%2026-10-30: 37.75%Aug 13Sep 24Oct 30
48 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
42.03%
39.65%
44.25%
45.99%
40.27%
40.74%
38.39%
39.90%
38.55%
39.25%
38.96%
37.39%
39.08%
37.86%
40.47%
39.47%
41.50%
40.33%
47.56%
41.09%
41.90%
40.01%
39.80%
40.53%
40.97%
41.74%
41.13%
43.30%
39.88%
41.32%
42.04%
41.70%
43.66%
45.45%
44.29%
46.70%
51.23%
43.91%
43.96%
44.23%
43.72%
46.26%
47.98%
47.44%
47.65%
46.54%
38.62%
37.75%