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Flowserve Corporation FLS

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Market datapartial · fetched 2026-10-22T23:21:13.742Z

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 · 2026-10-22T23:00:00.002442682Z

FundamentalsAlpha Vantage · unavailable

Share price$67.76
1D-1.8%
AH$65.62$66.53$67.44$68.34$69.255:30 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$0.91$4.75$8.60$12.45$16.30$53.99$60.75$67.50$74.25$81.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLS spot · $67.76FLS PRICE$1.32$1.46$1.81$2.32$2.83$3.34$3.92$4.52$5.12$5.76$6.83$7.89$8.95$1.52$1.88$2.30$2.72$3.35$4.02$4.69$5.40$6.59$7.78$8.99$11.45$15.19
PutsExpensive1.24×
CallsExpensive1.61×
SkewBearish+2.76 pp
Implied moveBearish±$8.61
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.8668.7%22.8%58.7767.1%15.5%
25Δ76.7956.1%15.5%61.2960.5%12.3%
30Δ74.2552.2%12.2%63.0257.9%10.4%
35Δ72.9153.5%11.0%64.7555.3%8.4%
40Δ71.5654.9%9.8%66.1454.8%7.3%
45Δ70.2256.2%8.6%67.4654.7%6.4%
50Δ68.8855.8%7.4%68.7954.6%5.4%
55Δ67.5455.1%6.3%70.1454.6%4.5%
60Δ66.2054.3%5.2%71.7755.7%3.8%
65Δ64.8453.7%4.2%73.4056.8%3.2%
70Δ63.3254.3%3.5%75.0557.9%2.5%
75Δ61.8054.9%2.8%77.8461.7%2.0%
80Δ60.2855.4%2.2%81.8669.5%1.6%

20Δ

Calls
Pseudo strike
81.86
IV
68.7%
B/E move
22.8%
Puts
Pseudo strike
58.77
IV
67.1%
B/E move
15.5%

25Δ

Calls
Pseudo strike
76.79
IV
56.1%
B/E move
15.5%
Puts
Pseudo strike
61.29
IV
60.5%
B/E move
12.3%

30Δ

Calls
Pseudo strike
74.25
IV
52.2%
B/E move
12.2%
Puts
Pseudo strike
63.02
IV
57.9%
B/E move
10.4%

35Δ

Calls
Pseudo strike
72.91
IV
53.5%
B/E move
11.0%
Puts
Pseudo strike
64.75
IV
55.3%
B/E move
8.4%

40Δ

Calls
Pseudo strike
71.56
IV
54.9%
B/E move
9.8%
Puts
Pseudo strike
66.14
IV
54.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
70.22
IV
56.2%
B/E move
8.6%
Puts
Pseudo strike
67.46
IV
54.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
68.88
IV
55.8%
B/E move
7.4%
Puts
Pseudo strike
68.79
IV
54.6%
B/E move
5.4%

55Δ

Calls
Pseudo strike
67.54
IV
55.1%
B/E move
6.3%
Puts
Pseudo strike
70.14
IV
54.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
66.20
IV
54.3%
B/E move
5.2%
Puts
Pseudo strike
71.77
IV
55.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
64.84
IV
53.7%
B/E move
4.2%
Puts
Pseudo strike
73.40
IV
56.8%
B/E move
3.2%

70Δ

Calls
Pseudo strike
63.32
IV
54.3%
B/E move
3.5%
Puts
Pseudo strike
75.05
IV
57.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
61.80
IV
54.9%
B/E move
2.8%
Puts
Pseudo strike
77.84
IV
61.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
60.28
IV
55.4%
B/E move
2.2%
Puts
Pseudo strike
81.86
IV
69.5%
B/E move
1.6%

Options history

No recorded observations