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Flowserve Corporation FLS

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-10-24T04:29:06.333Z

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 · 2026-10-23T23:00:00.002660613Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:29:06.280418+00:00

Share price$68.20
1D+3.1%
AH$66.20$66.81$67.41$68.02$68.635:30 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$1.11$4.50$7.90$11.30$14.69$53.75$60.82$67.88$74.95$82.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLS spot · $68.20FLS PRICE$1.48$1.54$1.76$2.30$2.84$3.39$3.98$4.62$5.26$5.89$7.01$8.21$9.42$1.68$1.98$2.30$2.71$3.55$4.39$5.22$6.11$7.05$7.98$9.20$11.18$13.71
PutsExpensive1.33×
CallsExpensive1.71×
SkewBearish+3.38 pp
Implied moveBearish±$9.20
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.9879.0%25.3%58.4375.6%16.8%
25Δ77.8561.4%16.4%61.3466.3%13.0%
30Δ74.3951.9%11.7%63.3760.4%10.5%
35Δ73.1353.9%10.6%65.2756.2%8.3%
40Δ71.8755.9%9.6%66.6758.2%7.5%
45Δ70.6157.9%8.5%68.0660.2%6.6%
50Δ69.3058.6%7.4%69.4562.2%5.8%
55Δ67.9458.0%6.4%70.9162.4%5.0%
60Δ66.5857.4%5.3%72.4161.5%4.2%
65Δ65.2356.8%4.3%73.9260.5%3.3%
70Δ63.6257.8%3.6%75.6660.4%2.6%
75Δ61.9759.1%2.9%78.0162.3%2.0%
80Δ60.3260.4%2.3%80.9065.8%1.5%

20Δ

Calls
Pseudo strike
83.98
IV
79.0%
B/E move
25.3%
Puts
Pseudo strike
58.43
IV
75.6%
B/E move
16.8%

25Δ

Calls
Pseudo strike
77.85
IV
61.4%
B/E move
16.4%
Puts
Pseudo strike
61.34
IV
66.3%
B/E move
13.0%

30Δ

Calls
Pseudo strike
74.39
IV
51.9%
B/E move
11.7%
Puts
Pseudo strike
63.37
IV
60.4%
B/E move
10.5%

35Δ

Calls
Pseudo strike
73.13
IV
53.9%
B/E move
10.6%
Puts
Pseudo strike
65.27
IV
56.2%
B/E move
8.3%

40Δ

Calls
Pseudo strike
71.87
IV
55.9%
B/E move
9.6%
Puts
Pseudo strike
66.67
IV
58.2%
B/E move
7.5%

45Δ

Calls
Pseudo strike
70.61
IV
57.9%
B/E move
8.5%
Puts
Pseudo strike
68.06
IV
60.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
69.30
IV
58.6%
B/E move
7.4%
Puts
Pseudo strike
69.45
IV
62.2%
B/E move
5.8%

55Δ

Calls
Pseudo strike
67.94
IV
58.0%
B/E move
6.4%
Puts
Pseudo strike
70.91
IV
62.4%
B/E move
5.0%

60Δ

Calls
Pseudo strike
66.58
IV
57.4%
B/E move
5.3%
Puts
Pseudo strike
72.41
IV
61.5%
B/E move
4.2%

65Δ

Calls
Pseudo strike
65.23
IV
56.8%
B/E move
4.3%
Puts
Pseudo strike
73.92
IV
60.5%
B/E move
3.3%

70Δ

Calls
Pseudo strike
63.62
IV
57.8%
B/E move
3.6%
Puts
Pseudo strike
75.66
IV
60.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
61.97
IV
59.1%
B/E move
2.9%
Puts
Pseudo strike
78.01
IV
62.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
60.32
IV
60.4%
B/E move
2.3%
Puts
Pseudo strike
80.90
IV
65.8%
B/E move
1.5%

Options history

No recorded observations