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IDEXX Laboratories, Inc. Common Stock IDXX

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Market datapartial · fetched 2026-10-22T23:11:55.739Z

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 · 2026-10-22T20:00:08.451426031Z

FundamentalsAlpha Vantage · unavailable

Share price$566.76
1D+1.4%
AH$558$561$563$566$5695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIDXX
Sold putSold callAH

IDEXX Laboratories, Inc. Common Stock options

Live interpolated IDXX call and put midpoint premiums by absolute delta.IDEXX Laboratories, Inc. Common Stock$4.74$23.55$42.36$61.16$79.97$479.92$522.81$565.70$608.59$651.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IDXX spot · $566.76IDXX PRICE$6.78$9.38$12.06$14.98$17.69$21.60$25.32$29.42$34.57$40.23$45.97$52.79$61.35$8.44$11.36$14.43$17.77$22.02$26.66$30.97$35.33$40.77$46.80$53.69$64.54$74.55
PutsExpensive1.79×
CallsExpensive1.49×
SkewBearish+1.33 pp
Implied moveBearish±$56.29
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ629.0139.9%12.2%515.7644.3%10.5%
25Δ619.6941.7%11.0%526.3544.6%9.1%
30Δ609.3342.1%9.6%536.6144.3%7.9%
35Δ599.6742.5%8.5%546.1543.9%6.8%
40Δ589.6041.4%7.2%555.1344.7%5.9%
45Δ581.3742.7%6.4%564.0445.4%5.2%
50Δ572.7042.7%5.5%573.0244.8%4.4%
55Δ564.0742.7%4.7%581.8243.7%3.6%
60Δ555.2043.5%4.1%590.8843.5%2.9%
65Δ546.1144.1%3.5%600.2243.1%2.4%
70Δ536.7944.0%2.8%610.1142.8%1.8%
75Δ526.8244.0%2.3%623.3044.2%1.4%
80Δ515.4544.5%1.8%635.8943.9%1.0%

20Δ

Calls
Pseudo strike
629.01
IV
39.9%
B/E move
12.2%
Puts
Pseudo strike
515.76
IV
44.3%
B/E move
10.5%

25Δ

Calls
Pseudo strike
619.69
IV
41.7%
B/E move
11.0%
Puts
Pseudo strike
526.35
IV
44.6%
B/E move
9.1%

30Δ

Calls
Pseudo strike
609.33
IV
42.1%
B/E move
9.6%
Puts
Pseudo strike
536.61
IV
44.3%
B/E move
7.9%

35Δ

Calls
Pseudo strike
599.67
IV
42.5%
B/E move
8.5%
Puts
Pseudo strike
546.15
IV
43.9%
B/E move
6.8%

40Δ

Calls
Pseudo strike
589.60
IV
41.4%
B/E move
7.2%
Puts
Pseudo strike
555.13
IV
44.7%
B/E move
5.9%

45Δ

Calls
Pseudo strike
581.37
IV
42.7%
B/E move
6.4%
Puts
Pseudo strike
564.04
IV
45.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
572.70
IV
42.7%
B/E move
5.5%
Puts
Pseudo strike
573.02
IV
44.8%
B/E move
4.4%

55Δ

Calls
Pseudo strike
564.07
IV
42.7%
B/E move
4.7%
Puts
Pseudo strike
581.82
IV
43.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
555.20
IV
43.5%
B/E move
4.1%
Puts
Pseudo strike
590.88
IV
43.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
546.11
IV
44.1%
B/E move
3.5%
Puts
Pseudo strike
600.22
IV
43.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
536.79
IV
44.0%
B/E move
2.8%
Puts
Pseudo strike
610.11
IV
42.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
526.82
IV
44.0%
B/E move
2.3%
Puts
Pseudo strike
623.30
IV
44.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
515.45
IV
44.5%
B/E move
1.8%
Puts
Pseudo strike
635.89
IV
43.9%
B/E move
1.0%

Options history

No recorded observations