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Itron, Inc. Common Stock ITRI

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
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Market dataready · fetched 2026-11-12T02:56:31.829Z

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 · 2026-11-11T21:00:02.156714027Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:55:54.214693+00:00

Share price$98.50
1D-1.5%
AH$98.36$98.87$99.38$99.90$100.415:30 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$0.49$2.69$4.89$7.09$9.29$89.65$93.99$98.33$102.67$107.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITRI spot · $98.50ITRI PRICE$0.73$0.97$1.22$1.47$1.71$2.19$2.84$3.49$4.15$4.80$5.45$6.10$6.74$1.12$1.37$1.62$1.90$2.19$2.47$2.75$3.04$3.72$4.96$6.19$7.42$8.66
PutsExpensive1.20×
CallsExpensive1.07×
SkewBearish+2.25 pp
Implied moveBalanced±$5.59
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.6842.8%7.0%91.0062.4%8.7%
25Δ103.6242.1%6.2%92.8257.7%7.2%
30Δ102.5741.4%5.4%94.6353.0%5.6%
35Δ101.5240.7%4.6%95.7450.1%4.7%
40Δ100.4740.0%3.7%96.6747.7%4.1%
45Δ99.4841.0%3.2%97.6045.3%3.4%
50Δ98.5443.4%2.9%98.5343.0%2.8%
55Δ97.6045.9%2.6%99.4640.6%2.1%
60Δ96.6648.3%2.3%100.6239.7%1.6%
65Δ95.7250.8%2.1%102.0841.0%1.4%
70Δ94.7851.9%1.8%103.5442.3%1.2%
75Δ93.8348.6%1.4%105.0043.6%0.9%
80Δ92.8845.4%1.1%106.4644.9%0.7%

20Δ

Calls
Pseudo strike
104.68
IV
42.8%
B/E move
7.0%
Puts
Pseudo strike
91.00
IV
62.4%
B/E move
8.7%

25Δ

Calls
Pseudo strike
103.62
IV
42.1%
B/E move
6.2%
Puts
Pseudo strike
92.82
IV
57.7%
B/E move
7.2%

30Δ

Calls
Pseudo strike
102.57
IV
41.4%
B/E move
5.4%
Puts
Pseudo strike
94.63
IV
53.0%
B/E move
5.6%

35Δ

Calls
Pseudo strike
101.52
IV
40.7%
B/E move
4.6%
Puts
Pseudo strike
95.74
IV
50.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
100.47
IV
40.0%
B/E move
3.7%
Puts
Pseudo strike
96.67
IV
47.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
99.48
IV
41.0%
B/E move
3.2%
Puts
Pseudo strike
97.60
IV
45.3%
B/E move
3.4%

50Δ

Calls
Pseudo strike
98.54
IV
43.4%
B/E move
2.9%
Puts
Pseudo strike
98.53
IV
43.0%
B/E move
2.8%

55Δ

Calls
Pseudo strike
97.60
IV
45.9%
B/E move
2.6%
Puts
Pseudo strike
99.46
IV
40.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
96.66
IV
48.3%
B/E move
2.3%
Puts
Pseudo strike
100.62
IV
39.7%
B/E move
1.6%

65Δ

Calls
Pseudo strike
95.72
IV
50.8%
B/E move
2.1%
Puts
Pseudo strike
102.08
IV
41.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
94.78
IV
51.9%
B/E move
1.8%
Puts
Pseudo strike
103.54
IV
42.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
93.83
IV
48.6%
B/E move
1.4%
Puts
Pseudo strike
105.00
IV
43.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
92.88
IV
45.4%
B/E move
1.1%
Puts
Pseudo strike
106.46
IV
44.9%
B/E move
0.7%

Options history

IV · four-Friday blend38.34%
Daily close
ITRI34.0%42.0%50.1%2026-08-13: 39.42%2026-08-14: 39.13%2026-08-17: 39.37%2026-08-19: 44.14%2026-08-21: 38.23%2026-08-24: 39.66%2026-08-25: 38.60%2026-08-26: 39.27%2026-08-27: 38.30%2026-08-28: 38.51%2026-08-31: 38.25%2026-09-01: 39.30%2026-09-02: 38.62%2026-09-04: 37.32%2026-09-08: 41.15%2026-09-09: 40.25%2026-09-10: 40.28%2026-09-11: 40.59%2026-09-18: 40.42%2026-09-21: 40.42%2026-09-22: 41.79%2026-09-23: 42.09%2026-09-24: 40.17%2026-09-25: 44.73%2026-09-28: 42.69%2026-09-29: 42.36%2026-09-30: 43.68%2026-10-01: 44.22%2026-10-02: 43.03%2026-10-05: 45.98%2026-10-06: 45.99%2026-10-07: 44.75%2026-10-08: 45.11%2026-10-09: 43.97%2026-10-12: 46.54%2026-10-14: 49.01%2026-10-16: 46.53%2026-10-19: 46.68%2026-10-20: 45.78%2026-10-21: 45.28%2026-10-22: 45.70%2026-10-23: 46.02%2026-10-26: 47.36%2026-10-27: 38.12%2026-10-28: 35.09%2026-10-29: 35.67%2026-10-30: 38.34%Aug 13Sep 25Oct 30
47 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
39.42%
39.13%
39.37%
44.14%
38.23%
39.66%
38.60%
39.27%
38.30%
38.51%
38.25%
39.30%
38.62%
37.32%
41.15%
40.25%
40.28%
40.59%
40.42%
40.42%
41.79%
42.09%
40.17%
44.73%
42.69%
42.36%
43.68%
44.22%
43.03%
45.98%
45.99%
44.75%
45.11%
43.97%
46.54%
49.01%
46.53%
46.68%
45.78%
45.28%
45.70%
46.02%
47.36%
38.12%
35.09%
35.67%
38.34%