IntraAlpha
Create free account Start free

IDEX Corporation IEX

i

Market dataready · fetched 2026-11-13T00:48:27.569Z

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 · 2026-11-13T00:00:00.002322343Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:48:26.855362+00:00

Share price$238.03
1D+0.2%
AH$236.31$237.30$238.29$239.28$240.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIEX
Sold putSold callAH

IDEX Corporation options

Live interpolated IEX call and put midpoint premiums by absolute delta.IDEX Corporation$0.89$3.44$5.99$8.53$11.08$218.89$228.17$237.46$246.74$256.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IEX spot · $238.03IEX PRICE$1.17$1.55$1.93$2.31$2.69$3.18$3.88$4.58$5.29$5.99$6.69$7.40$8.10$2.45$2.45$2.64$2.95$3.26$3.57$3.88$4.19$5.02$6.35$7.68$9.02$10.35
PutsCheap0.87×
CallsCheap0.62×
SkewBearish+7.66 pp
Implied moveBalanced±$7.77
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ247.2026.2%4.3%221.4561.5%8.0%
25Δ245.6626.3%3.9%227.5847.0%5.4%
30Δ244.1226.4%3.4%230.9939.6%4.1%
35Δ242.5826.5%2.9%232.6336.7%3.5%
40Δ241.0426.6%2.4%234.2733.9%3.0%
45Δ239.6126.5%2.0%235.9131.1%2.4%
50Δ238.4226.1%1.8%237.5428.3%1.8%
55Δ237.2325.7%1.6%239.1825.5%1.3%
60Δ236.0425.2%1.4%240.8324.4%0.9%
65Δ234.8524.8%1.2%242.5025.0%0.8%
70Δ233.6524.3%1.0%244.1725.6%0.6%
75Δ232.4623.9%0.8%245.8326.2%0.5%
80Δ231.2723.5%0.6%247.5026.9%0.4%

20Δ

Calls
Pseudo strike
247.20
IV
26.2%
B/E move
4.3%
Puts
Pseudo strike
221.45
IV
61.5%
B/E move
8.0%

25Δ

Calls
Pseudo strike
245.66
IV
26.3%
B/E move
3.9%
Puts
Pseudo strike
227.58
IV
47.0%
B/E move
5.4%

30Δ

Calls
Pseudo strike
244.12
IV
26.4%
B/E move
3.4%
Puts
Pseudo strike
230.99
IV
39.6%
B/E move
4.1%

35Δ

Calls
Pseudo strike
242.58
IV
26.5%
B/E move
2.9%
Puts
Pseudo strike
232.63
IV
36.7%
B/E move
3.5%

40Δ

Calls
Pseudo strike
241.04
IV
26.6%
B/E move
2.4%
Puts
Pseudo strike
234.27
IV
33.9%
B/E move
3.0%

45Δ

Calls
Pseudo strike
239.61
IV
26.5%
B/E move
2.0%
Puts
Pseudo strike
235.91
IV
31.1%
B/E move
2.4%

50Δ

Calls
Pseudo strike
238.42
IV
26.1%
B/E move
1.8%
Puts
Pseudo strike
237.54
IV
28.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
237.23
IV
25.7%
B/E move
1.6%
Puts
Pseudo strike
239.18
IV
25.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
236.04
IV
25.2%
B/E move
1.4%
Puts
Pseudo strike
240.83
IV
24.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
234.85
IV
24.8%
B/E move
1.2%
Puts
Pseudo strike
242.50
IV
25.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
233.65
IV
24.3%
B/E move
1.0%
Puts
Pseudo strike
244.17
IV
25.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
232.46
IV
23.9%
B/E move
0.8%
Puts
Pseudo strike
245.83
IV
26.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
231.27
IV
23.5%
B/E move
0.6%
Puts
Pseudo strike
247.50
IV
26.9%
B/E move
0.4%

Options history

IV · four-Friday blend22.85%
Daily close
IEX21.5%25.8%30.0%2026-08-14: 22.07%2026-08-21: 24.18%2026-08-24: 24.65%2026-08-25: 24.21%2026-08-26: 24.26%2026-08-27: 24.22%2026-08-28: 24.17%2026-08-31: 23.86%2026-09-01: 24.60%2026-09-02: 24.68%2026-09-03: 24.41%2026-09-04: 24.09%2026-09-08: 25.44%2026-09-09: 25.73%2026-09-10: 25.75%2026-09-11: 25.01%2026-09-15: 28.17%2026-09-16: 29.44%2026-09-18: 24.62%2026-09-21: 23.84%2026-09-22: 24.78%2026-09-23: 24.55%2026-09-24: 24.53%2026-09-25: 23.78%2026-09-28: 24.92%2026-09-29: 24.75%2026-09-30: 24.86%2026-10-01: 24.47%2026-10-02: 23.71%2026-10-05: 24.32%2026-10-06: 24.04%2026-10-08: 26.15%2026-10-16: 25.60%2026-10-19: 25.01%2026-10-20: 25.92%2026-10-21: 26.00%2026-10-22: 27.72%2026-10-23: 27.25%2026-10-26: 27.43%2026-10-27: 27.34%2026-10-28: 22.66%2026-10-29: 22.73%2026-10-30: 22.85%Aug 14Sep 23Oct 30
43 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
22.07%
24.18%
24.65%
24.21%
24.26%
24.22%
24.17%
23.86%
24.60%
24.68%
24.41%
24.09%
25.44%
25.73%
25.75%
25.01%
28.17%
29.44%
24.62%
23.84%
24.78%
24.55%
24.53%
23.78%
24.92%
24.75%
24.86%
24.47%
23.71%
24.32%
24.04%
26.15%
25.60%
25.01%
25.92%
26.00%
27.72%
27.25%
27.43%
27.34%
22.66%
22.73%
22.85%