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Intuitive Surgical, Inc. Common Stock ISRG

i

Market datapartial · fetched 2026-11-07T13:29:53.079Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:47:06.039425602Z

FundamentalsAlpha Vantage · unavailable

Share price$453.85
1D-1.4%
AH$450$453$456$460$4635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMISRG
Sold putSold callAH

Intuitive Surgical, Inc. Common Stock options

Live interpolated ISRG call and put midpoint premiums by absolute delta.Intuitive Surgical, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.45$0.02$0.50$0.98$1.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEISRG PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend33.17%
Daily close
ISRG26.0%48.0%70.0%2026-08-10: 34.05%2026-08-11: 32.42%2026-08-12: 31.13%2026-08-13: 32.75%2026-08-14: 29.04%2026-08-17: 32.15%2026-08-18: 33.58%2026-08-19: 32.55%2026-08-20: 33.63%2026-08-21: 30.50%2026-08-24: 32.05%2026-08-25: 32.56%2026-08-26: 32.65%2026-08-27: 36.53%2026-08-28: 32.09%2026-08-31: 31.73%2026-09-01: 31.46%2026-09-02: 37.21%2026-09-03: 34.40%2026-09-04: 33.18%2026-09-08: 41.99%2026-09-09: 36.88%2026-09-10: 38.32%2026-09-11: 33.31%2026-09-14: 34.95%2026-09-15: 37.54%2026-09-16: 35.98%2026-09-17: 38.00%2026-09-18: 32.78%2026-09-21: 36.09%2026-09-22: 35.33%2026-09-23: 35.53%2026-09-24: 39.97%2026-09-25: 34.30%2026-09-28: 37.49%2026-09-29: 38.56%2026-09-30: 37.33%2026-10-01: 37.19%2026-10-02: 38.14%2026-10-05: 40.60%2026-10-06: 42.04%2026-10-07: 42.54%2026-10-08: 47.06%2026-10-09: 45.51%2026-10-12: 48.14%2026-10-13: 49.87%2026-10-14: 51.68%2026-10-15: 54.16%2026-10-16: 57.34%2026-10-19: 65.65%2026-10-20: 67.00%2026-10-21: 36.60%2026-10-22: 37.81%2026-10-23: 34.24%2026-10-26: 36.68%2026-10-27: 35.22%2026-10-28: 34.73%2026-10-29: 34.41%2026-10-30: 33.17%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.05%
32.42%
31.13%
32.75%
29.04%
32.15%
33.58%
32.55%
33.63%
30.50%
32.05%
32.56%
32.65%
36.53%
32.09%
31.73%
31.46%
37.21%
34.40%
33.18%
41.99%
36.88%
38.32%
33.31%
34.95%
37.54%
35.98%
38.00%
32.78%
36.09%
35.33%
35.53%
39.97%
34.30%
37.49%
38.56%
37.33%
37.19%
38.14%
40.60%
42.04%
42.54%
47.06%
45.51%
48.14%
49.87%
51.68%
54.16%
57.34%
65.65%
67.00%
36.60%
37.81%
34.24%
36.68%
35.22%
34.73%
34.41%
33.17%