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Flowserve Corporation FLS

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Market datapartial · fetched 2026-10-22T21:26:02.001Z

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 · 2026-10-22T20:53:55.24410888Z

FundamentalsAlpha Vantage · unavailable

Share price$67.75
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$4.72$8.53$12.34$16.15$53.99$60.75$67.51$74.26$81.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLS spot · $67.75FLS PRICE$1.32$1.46$1.81$2.32$2.83$3.34$3.93$4.52$5.12$5.77$6.84$7.91$8.97$1.52$1.88$2.30$2.71$3.35$4.01$4.68$5.39$6.58$7.77$8.95$11.40$15.05
PutsExpensive1.24×
CallsExpensive1.61×
SkewBearish+2.57 pp
Implied moveBearish±$8.61
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ81.8468.7%22.8%58.7667.1%15.5%
25Δ76.7956.1%15.5%61.2860.5%12.3%
30Δ74.2552.2%12.3%63.0157.9%10.4%
35Δ72.9053.6%11.0%64.7455.2%8.4%
40Δ71.5655.0%9.8%66.1354.8%7.3%
45Δ70.2156.3%8.6%67.4554.6%6.4%
50Δ68.8755.9%7.5%68.7854.5%5.4%
55Δ67.5355.2%6.4%70.1354.5%4.5%
60Δ66.1954.4%5.3%71.7555.6%3.8%
65Δ64.8253.8%4.2%73.3856.7%3.2%
70Δ63.3054.4%3.5%75.0157.8%2.5%
75Δ61.7855.0%2.9%77.7961.5%2.0%
80Δ60.2655.6%2.2%81.7269.0%1.6%

20Δ

Calls
Pseudo strike
81.84
IV
68.7%
B/E move
22.8%
Puts
Pseudo strike
58.76
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
61.28
IV
60.5%
B/E move
12.3%

30Δ

Calls
Pseudo strike
74.25
IV
52.2%
B/E move
12.3%
Puts
Pseudo strike
63.01
IV
57.9%
B/E move
10.4%

35Δ

Calls
Pseudo strike
72.90
IV
53.6%
B/E move
11.0%
Puts
Pseudo strike
64.74
IV
55.2%
B/E move
8.4%

40Δ

Calls
Pseudo strike
71.56
IV
55.0%
B/E move
9.8%
Puts
Pseudo strike
66.13
IV
54.8%
B/E move
7.3%

45Δ

Calls
Pseudo strike
70.21
IV
56.3%
B/E move
8.6%
Puts
Pseudo strike
67.45
IV
54.6%
B/E move
6.4%

50Δ

Calls
Pseudo strike
68.87
IV
55.9%
B/E move
7.5%
Puts
Pseudo strike
68.78
IV
54.5%
B/E move
5.4%

55Δ

Calls
Pseudo strike
67.53
IV
55.2%
B/E move
6.4%
Puts
Pseudo strike
70.13
IV
54.5%
B/E move
4.5%

60Δ

Calls
Pseudo strike
66.19
IV
54.4%
B/E move
5.3%
Puts
Pseudo strike
71.75
IV
55.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
64.82
IV
53.8%
B/E move
4.2%
Puts
Pseudo strike
73.38
IV
56.7%
B/E move
3.2%

70Δ

Calls
Pseudo strike
63.30
IV
54.4%
B/E move
3.5%
Puts
Pseudo strike
75.01
IV
57.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
61.78
IV
55.0%
B/E move
2.9%
Puts
Pseudo strike
77.79
IV
61.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
60.26
IV
55.6%
B/E move
2.2%
Puts
Pseudo strike
81.72
IV
69.0%
B/E move
1.6%

Options history

No recorded observations