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ITT Inc. ITT

i

Market dataready · fetched 2026-11-12T00:52:19.814Z

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 · 2026-11-12T00:00:00.002063936Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-12T00:52:19.404456+00:00

Share price$215.01
1D-0.9%
AH$213.39$214.34$215.30$216.26$217.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITT
Sold putSold callAH

ITT Inc. options

Live interpolated ITT call and put midpoint premiums by absolute delta.ITT Inc.$1.21$4.22$7.24$10.26$13.28$190.87$203.81$216.74$229.68$242.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITT spot · $215.01ITT PRICE$1.66$2.01$2.37$2.72$3.38$4.08$4.77$5.47$6.16$6.86$7.80$10.10$12.41$1.53$1.89$2.25$2.85$3.51$4.18$4.85$5.52$6.19$6.85$8.15$9.70$11.25
PutsCheap0.64×
CallsCheap0.54×
SkewBullish-3.22 pp
Implied moveBalanced±$9.62
TiltBalanced0.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ229.4645.9%7.5%203.5440.9%6.0%
25Δ226.4042.4%6.2%206.4537.6%4.9%
30Δ223.3438.8%5.0%209.3634.2%3.7%
35Δ220.2835.3%3.7%211.1033.2%3.1%
40Δ218.6634.7%3.3%212.5232.9%2.8%
45Δ217.1834.4%2.9%213.9332.6%2.4%
50Δ215.7034.0%2.5%215.3432.2%2.1%
55Δ214.2233.7%2.2%216.7631.9%1.8%
60Δ212.7433.4%1.8%218.1731.6%1.4%
65Δ211.2633.0%1.4%219.5831.2%1.1%
70Δ209.5933.1%1.1%221.3630.8%0.8%
75Δ206.9135.3%0.9%223.2930.5%0.7%
80Δ204.2437.5%0.8%225.2230.1%0.5%

20Δ

Calls
Pseudo strike
229.46
IV
45.9%
B/E move
7.5%
Puts
Pseudo strike
203.54
IV
40.9%
B/E move
6.0%

25Δ

Calls
Pseudo strike
226.40
IV
42.4%
B/E move
6.2%
Puts
Pseudo strike
206.45
IV
37.6%
B/E move
4.9%

30Δ

Calls
Pseudo strike
223.34
IV
38.8%
B/E move
5.0%
Puts
Pseudo strike
209.36
IV
34.2%
B/E move
3.7%

35Δ

Calls
Pseudo strike
220.28
IV
35.3%
B/E move
3.7%
Puts
Pseudo strike
211.10
IV
33.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
218.66
IV
34.7%
B/E move
3.3%
Puts
Pseudo strike
212.52
IV
32.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
217.18
IV
34.4%
B/E move
2.9%
Puts
Pseudo strike
213.93
IV
32.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
215.70
IV
34.0%
B/E move
2.5%
Puts
Pseudo strike
215.34
IV
32.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
214.22
IV
33.7%
B/E move
2.2%
Puts
Pseudo strike
216.76
IV
31.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
212.74
IV
33.4%
B/E move
1.8%
Puts
Pseudo strike
218.17
IV
31.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
211.26
IV
33.0%
B/E move
1.4%
Puts
Pseudo strike
219.58
IV
31.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
209.59
IV
33.1%
B/E move
1.1%
Puts
Pseudo strike
221.36
IV
30.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
206.91
IV
35.3%
B/E move
0.9%
Puts
Pseudo strike
223.29
IV
30.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
204.24
IV
37.5%
B/E move
0.8%
Puts
Pseudo strike
225.22
IV
30.1%
B/E move
0.5%

Options history

IV · four-Friday blend37.31%
Daily close
ITT29.2%33.7%38.1%2026-08-13: 29.96%2026-08-14: 29.99%2026-08-21: 30.95%2026-08-24: 30.91%2026-08-25: 30.47%2026-08-26: 30.54%2026-08-27: 30.56%2026-08-28: 30.19%2026-08-31: 30.60%2026-09-01: 29.85%2026-09-02: 29.91%2026-09-03: 31.08%2026-09-04: 30.77%2026-09-08: 32.26%2026-09-09: 31.66%2026-09-10: 32.18%2026-09-11: 31.11%2026-09-14: 32.71%2026-09-15: 33.52%2026-09-16: 37.50%2026-09-18: 32.03%2026-09-21: 32.15%2026-09-22: 31.63%2026-09-23: 32.07%2026-09-24: 33.04%2026-09-25: 33.44%2026-09-28: 34.15%2026-09-29: 33.97%2026-09-30: 34.00%2026-10-01: 33.17%2026-10-02: 32.43%2026-10-05: 32.38%2026-10-06: 33.11%2026-10-07: 33.23%2026-10-08: 33.32%2026-10-09: 32.92%2026-10-12: 35.50%2026-10-13: 35.90%2026-10-14: 37.28%2026-10-16: 33.41%2026-10-19: 33.59%2026-10-20: 33.65%2026-10-21: 33.85%2026-10-22: 36.08%2026-10-23: 36.50%2026-10-26: 37.14%2026-10-27: 36.24%2026-10-28: 36.95%2026-10-29: 36.80%2026-10-30: 37.31%Aug 13Sep 24Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
29.96%
29.99%
30.95%
30.91%
30.47%
30.54%
30.56%
30.19%
30.60%
29.85%
29.91%
31.08%
30.77%
32.26%
31.66%
32.18%
31.11%
32.71%
33.52%
37.50%
32.03%
32.15%
31.63%
32.07%
33.04%
33.44%
34.15%
33.97%
34.00%
33.17%
32.43%
32.38%
33.11%
33.23%
33.32%
32.92%
35.50%
35.90%
37.28%
33.41%
33.59%
33.65%
33.85%
36.08%
36.50%
37.14%
36.24%
36.95%
36.80%
37.31%