IntraAlpha
Create free account Start free

H.B. Fuller Company FUL

i

Market dataready · fetched 2026-11-12T00:48:59.590Z

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 · 2026-11-12T00:00:00.003532482Z

FundamentalsSEC EDGAR · ready · as of 2026-08-29 · fetched 2026-11-12T00:48:59.232660+00:00

Share price$50.65
1D-0.2%
AH$50.15$50.38$50.61$50.83$51.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFUL
Sold putSold callAH

H.B. Fuller Company options

Live interpolated FUL call and put midpoint premiums by absolute delta.H.B. Fuller Company$0.67$1.56$2.45$3.34$4.23$46.49$48.65$50.81$52.97$55.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FUL spot · $50.65FUL PRICE$0.77$0.89$1.01$1.14$1.26$1.39$1.86$2.48$3.11$3.74$1.59$1.93$2.27$2.61$2.95$3.29$3.63$3.97
Puts——
Calls——
Skew——
Implied moveBearish±$3.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ52.6938.6%5.5%
40Δ52.1837.6%4.8%
45Δ51.6836.5%4.0%50.3453.3%3.7%
50Δ51.1735.4%3.3%50.8952.1%3.3%
55Δ50.6634.4%2.5%51.4350.9%2.9%
60Δ50.1633.3%1.8%51.9849.8%2.5%
65Δ49.5034.1%1.4%52.5248.6%2.1%
70Δ48.7835.7%1.2%53.0747.5%1.7%
75Δ48.0537.3%1.0%53.6146.3%1.3%
80Δ47.3338.9%0.8%54.1645.1%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
52.69
IV
38.6%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
52.18
IV
37.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
51.68
IV
36.5%
B/E move
4.0%
Puts
Pseudo strike
50.34
IV
53.3%
B/E move
3.7%

50Δ

Calls
Pseudo strike
51.17
IV
35.4%
B/E move
3.3%
Puts
Pseudo strike
50.89
IV
52.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
50.66
IV
34.4%
B/E move
2.5%
Puts
Pseudo strike
51.43
IV
50.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
50.16
IV
33.3%
B/E move
1.8%
Puts
Pseudo strike
51.98
IV
49.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
49.50
IV
34.1%
B/E move
1.4%
Puts
Pseudo strike
52.52
IV
48.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
48.78
IV
35.7%
B/E move
1.2%
Puts
Pseudo strike
53.07
IV
47.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
48.05
IV
37.3%
B/E move
1.0%
Puts
Pseudo strike
53.61
IV
46.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
47.33
IV
38.9%
B/E move
0.8%
Puts
Pseudo strike
54.16
IV
45.1%
B/E move
0.9%

Options history

IV · four-Friday blend34.79%
Daily close
FUL30.5%59.2%88.0%2026-08-13: 41.20%2026-08-14: 46.69%2026-08-21: 35.97%2026-08-24: 37.57%2026-08-25: 41.54%2026-08-26: 39.79%2026-08-27: 37.95%2026-08-28: 39.64%2026-08-31: 35.04%2026-09-01: 41.05%2026-09-02: 40.68%2026-09-03: 42.14%2026-09-08: 45.83%2026-09-17: 84.00%2026-09-18: 34.63%2026-09-21: 38.04%2026-09-22: 37.75%2026-09-23: 42.97%2026-09-24: 37.90%2026-09-25: 39.09%2026-09-28: 36.88%2026-09-29: 37.80%2026-10-01: 38.66%2026-10-02: 41.02%2026-10-05: 46.46%2026-10-06: 44.78%2026-10-07: 37.43%2026-10-08: 45.60%2026-10-09: 41.30%2026-10-13: 60.36%2026-10-14: 62.23%2026-10-16: 36.84%2026-10-19: 36.65%2026-10-20: 37.16%2026-10-21: 39.25%2026-10-22: 35.25%2026-10-23: 34.50%2026-10-26: 35.31%2026-10-27: 35.02%2026-10-28: 35.41%2026-10-29: 34.79%Aug 13Sep 28Oct 29
41 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
41.20%
46.69%
35.97%
37.57%
41.54%
39.79%
37.95%
39.64%
35.04%
41.05%
40.68%
42.14%
45.83%
84.00%
34.63%
38.04%
37.75%
42.97%
37.90%
39.09%
36.88%
37.80%
38.66%
41.02%
46.46%
44.78%
37.43%
45.60%
41.30%
60.36%
62.23%
36.84%
36.65%
37.16%
39.25%
35.25%
34.50%
35.31%
35.02%
35.41%
34.79%