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Itron, Inc. Common Stock ITRI

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Market datapartial · fetched 2026-10-22T23:54:30.770Z

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 · 2026-10-22T20:00:04.37649363Z

FundamentalsAlpha Vantage · unavailable

Share price$88.17
1D+4.7%
AH$84$85$86$87$885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITRI
Sold putSold callAH

Itron, Inc. Common Stock options

Live interpolated ITRI call and put midpoint premiums by absolute delta.Itron, Inc. Common Stock$0.89$5.40$9.90$14.41$18.92$69.90$78.58$87.25$95.93$104.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITRI spot · $88.17ITRI PRICE$1.37$1.83$2.40$2.97$3.59$4.22$4.87$5.60$6.32$7.18$8.37$9.56$11.33$1.99$2.59$3.31$4.06$4.80$5.54$6.27$7.32$8.46$9.67$12.15$14.77$17.62
PutsExpensive1.52×
CallsExpensive1.43×
SkewBearish+7.41 pp
Implied moveBearish±$11.15
TiltBearish17.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.6653.5%16.9%76.9464.9%15.0%
25Δ98.4850.8%13.8%79.6163.5%12.6%
30Δ96.7652.9%12.5%81.7962.8%11.0%
35Δ95.0355.0%11.1%83.8962.2%9.5%
40Δ93.1654.6%9.7%85.8761.0%8.0%
45Δ91.2954.2%8.3%87.7259.0%6.8%
50Δ89.4953.6%7.0%89.5656.9%5.5%
55Δ87.8452.6%6.0%91.4056.2%4.6%
60Δ86.2051.6%4.9%93.2555.8%3.8%
65Δ84.5151.0%4.0%95.1455.6%3.1%
70Δ82.7351.3%3.3%98.0659.1%2.6%
75Δ80.9551.6%2.7%101.1461.9%2.0%
80Δ78.6753.2%2.1%104.5063.3%1.5%

20Δ

Calls
Pseudo strike
101.66
IV
53.5%
B/E move
16.9%
Puts
Pseudo strike
76.94
IV
64.9%
B/E move
15.0%

25Δ

Calls
Pseudo strike
98.48
IV
50.8%
B/E move
13.8%
Puts
Pseudo strike
79.61
IV
63.5%
B/E move
12.6%

30Δ

Calls
Pseudo strike
96.76
IV
52.9%
B/E move
12.5%
Puts
Pseudo strike
81.79
IV
62.8%
B/E move
11.0%

35Δ

Calls
Pseudo strike
95.03
IV
55.0%
B/E move
11.1%
Puts
Pseudo strike
83.89
IV
62.2%
B/E move
9.5%

40Δ

Calls
Pseudo strike
93.16
IV
54.6%
B/E move
9.7%
Puts
Pseudo strike
85.87
IV
61.0%
B/E move
8.0%

45Δ

Calls
Pseudo strike
91.29
IV
54.2%
B/E move
8.3%
Puts
Pseudo strike
87.72
IV
59.0%
B/E move
6.8%

50Δ

Calls
Pseudo strike
89.49
IV
53.6%
B/E move
7.0%
Puts
Pseudo strike
89.56
IV
56.9%
B/E move
5.5%

55Δ

Calls
Pseudo strike
87.84
IV
52.6%
B/E move
6.0%
Puts
Pseudo strike
91.40
IV
56.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
86.20
IV
51.6%
B/E move
4.9%
Puts
Pseudo strike
93.25
IV
55.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
84.51
IV
51.0%
B/E move
4.0%
Puts
Pseudo strike
95.14
IV
55.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
82.73
IV
51.3%
B/E move
3.3%
Puts
Pseudo strike
98.06
IV
59.1%
B/E move
2.6%

75Δ

Calls
Pseudo strike
80.95
IV
51.6%
B/E move
2.7%
Puts
Pseudo strike
101.14
IV
61.9%
B/E move
2.0%

80Δ

Calls
Pseudo strike
78.67
IV
53.2%
B/E move
2.1%
Puts
Pseudo strike
104.50
IV
63.3%
B/E move
1.5%

Options history

No recorded observations