IntraAlpha
Create free account Start free

Intuitive Surgical Inc ISRG

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-10-15T20:03:04.862Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:04.295274062Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:03.610966+00:00

Share price$427.86
1D+0.9%
AH$419$422$425$428$4315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMISRG
Sold putSold callAH

Intuitive Surgical Inc options

Live interpolated ISRG call and put midpoint premiums by absolute delta.Intuitive Surgical Inc$0.78$3.58$6.38$9.18$11.98$412.29$419.58$426.86$434.15$441.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $427.86OPTION PRICELive ISRG spot · $427.86ISRG PRICE$1.60$1.21$1.65$2.51$3.37$4.02$3.87$4.33$5.28$6.46$8.02$11.17$9.62$1.09$1.67$2.25$2.59$2.86$3.22$3.97$5.21$5.71$5.81$5.91$6.68$7.81
PutsExpensive1.05×
CallsExpensive1.26×
SkewBullish-4.71 pp
Implied moveBalanced±$7.84
TiltBullish7.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ441.2566.8%3.5%420.1142.4%2.1%
25Δ433.6236.5%1.6%421.1346.8%2.0%
30Δ432.2437.3%1.4%422.1651.1%1.9%
35Δ431.4444.0%1.4%423.7848.7%1.6%
40Δ430.6450.8%1.4%425.4744.2%1.2%
45Δ429.6954.2%1.4%426.7741.9%1.0%
50Δ428.1744.5%1.0%428.1143.0%0.9%
55Δ426.7841.6%0.8%429.5048.5%0.8%
60Δ425.4844.1%0.7%430.5347.2%0.7%
65Δ423.9446.8%0.6%431.3742.0%0.5%
70Δ422.0750.7%0.5%432.2036.7%0.4%
75Δ418.7861.2%0.5%433.4135.3%0.3%
80Δ419.4946.4%0.3%434.8235.9%0.2%

20Δ

Calls
Pseudo strike
441.25
IV
66.8%
B/E move
3.5%
Puts
Pseudo strike
420.11
IV
42.4%
B/E move
2.1%

25Δ

Calls
Pseudo strike
433.62
IV
36.5%
B/E move
1.6%
Puts
Pseudo strike
421.13
IV
46.8%
B/E move
2.0%

30Δ

Calls
Pseudo strike
432.24
IV
37.3%
B/E move
1.4%
Puts
Pseudo strike
422.16
IV
51.1%
B/E move
1.9%

35Δ

Calls
Pseudo strike
431.44
IV
44.0%
B/E move
1.4%
Puts
Pseudo strike
423.78
IV
48.7%
B/E move
1.6%

40Δ

Calls
Pseudo strike
430.64
IV
50.8%
B/E move
1.4%
Puts
Pseudo strike
425.47
IV
44.2%
B/E move
1.2%

45Δ

Calls
Pseudo strike
429.69
IV
54.2%
B/E move
1.4%
Puts
Pseudo strike
426.77
IV
41.9%
B/E move
1.0%

50Δ

Calls
Pseudo strike
428.17
IV
44.5%
B/E move
1.0%
Puts
Pseudo strike
428.11
IV
43.0%
B/E move
0.9%

55Δ

Calls
Pseudo strike
426.78
IV
41.6%
B/E move
0.8%
Puts
Pseudo strike
429.50
IV
48.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
425.48
IV
44.1%
B/E move
0.7%
Puts
Pseudo strike
430.53
IV
47.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
423.94
IV
46.8%
B/E move
0.6%
Puts
Pseudo strike
431.37
IV
42.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
422.07
IV
50.7%
B/E move
0.5%
Puts
Pseudo strike
432.20
IV
36.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
418.78
IV
61.2%
B/E move
0.5%
Puts
Pseudo strike
433.41
IV
35.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
419.49
IV
46.4%
B/E move
0.3%
Puts
Pseudo strike
434.82
IV
35.9%
B/E move
0.2%