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Intuitive Surgical Inc ISRG

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-16T22:51:22.849Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:18:37.076321169Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:51:22.263642+00:00

Share price$426.70
1D-0.1%
AH$425$428$430$432$4345:30 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$3.15$14.69$26.24$37.78$49.33$374.08$400.07$426.06$452.05$478.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ISRG spot · $426.70ISRG PRICE$4.39$5.46$8.08$8.97$10.29$13.49$15.84$18.24$21.48$24.76$28.47$32.37$37.50$5.10$6.82$8.96$10.96$13.40$14.94$17.70$20.68$23.90$28.55$33.07$38.37$46.00
PutsExpensive2.19×
CallsExpensive2.50×
SkewBearish+2.19 pp
Implied moveBearish±$33.55
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ465.4169.7%10.1%394.0573.4%8.8%
25Δ455.4964.8%8.0%400.7973.3%7.7%
30Δ453.4875.4%8.2%406.4975.3%6.8%
35Δ444.6767.7%6.3%412.6074.3%5.9%
40Δ438.4664.2%5.2%418.1674.9%5.1%
45Δ434.4771.3%5.0%423.8570.1%4.2%
50Δ429.1171.4%4.3%429.0570.5%3.6%
55Δ423.8070.6%3.6%434.3670.5%3.1%
60Δ418.4272.2%3.1%439.7470.2%2.5%
65Δ412.9172.4%2.6%446.0272.3%2.2%
70Δ407.1572.5%2.1%452.3772.5%1.7%
75Δ401.2871.8%1.6%459.3272.6%1.3%
80Δ394.5072.3%1.2%468.3674.7%1.0%

20Δ

Calls
Pseudo strike
465.41
IV
69.7%
B/E move
10.1%
Puts
Pseudo strike
394.05
IV
73.4%
B/E move
8.8%

25Δ

Calls
Pseudo strike
455.49
IV
64.8%
B/E move
8.0%
Puts
Pseudo strike
400.79
IV
73.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
453.48
IV
75.4%
B/E move
8.2%
Puts
Pseudo strike
406.49
IV
75.3%
B/E move
6.8%

35Δ

Calls
Pseudo strike
444.67
IV
67.7%
B/E move
6.3%
Puts
Pseudo strike
412.60
IV
74.3%
B/E move
5.9%

40Δ

Calls
Pseudo strike
438.46
IV
64.2%
B/E move
5.2%
Puts
Pseudo strike
418.16
IV
74.9%
B/E move
5.1%

45Δ

Calls
Pseudo strike
434.47
IV
71.3%
B/E move
5.0%
Puts
Pseudo strike
423.85
IV
70.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
429.11
IV
71.4%
B/E move
4.3%
Puts
Pseudo strike
429.05
IV
70.5%
B/E move
3.6%

55Δ

Calls
Pseudo strike
423.80
IV
70.6%
B/E move
3.6%
Puts
Pseudo strike
434.36
IV
70.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
418.42
IV
72.2%
B/E move
3.1%
Puts
Pseudo strike
439.74
IV
70.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
412.91
IV
72.4%
B/E move
2.6%
Puts
Pseudo strike
446.02
IV
72.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
407.15
IV
72.5%
B/E move
2.1%
Puts
Pseudo strike
452.37
IV
72.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
401.28
IV
71.8%
B/E move
1.6%
Puts
Pseudo strike
459.32
IV
72.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
394.50
IV
72.3%
B/E move
1.2%
Puts
Pseudo strike
468.36
IV
74.7%
B/E move
1.0%