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ITT Inc. ITT

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Market datapartial · fetched 2026-10-22T16:15:48.468Z

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 · 2026-10-22T16:15:28.520698169Z

FundamentalsAlpha Vantage · unavailable

Share price$187.84
1D-3.6%
$185$188$191$193$1965:30 AM6:30 AM9:00 AM1:00 PMITT
Sold putSold call

ITT Inc. options

Live interpolated ITT call and put midpoint premiums by absolute delta.ITT Inc.$1.76$8.32$14.87$21.42$27.97$158.78$174.12$189.46$204.81$220.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITT spot · $187.84ITT PRICE$2.47$3.27$4.09$4.95$5.87$6.89$7.97$9.32$10.78$12.51$14.46$16.61$19.50$2.85$3.84$4.75$5.77$7.00$8.30$9.64$11.15$12.78$15.07$18.11$21.70$26.08
PutsFair0.99×
CallsExpensive1.36×
SkewBearish+1.52 pp
Implied moveBearish±$17.61
TiltBearish10.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ211.0244.2%13.7%170.6345.1%10.7%
25Δ206.6343.6%11.7%174.2445.4%9.3%
30Δ202.5342.9%10.0%177.8144.1%7.9%
35Δ198.7442.2%8.4%181.1343.0%6.6%
40Δ195.4641.5%7.2%184.0643.0%5.7%
45Δ192.5240.9%6.2%186.9242.7%4.9%
50Δ189.6540.4%5.2%189.7642.2%4.1%
55Δ186.9540.5%4.5%192.5541.7%3.4%
60Δ184.2240.6%3.8%195.3941.2%2.8%
65Δ181.3841.0%3.2%198.6241.8%2.3%
70Δ178.4041.3%2.7%202.5142.8%1.8%
75Δ175.2741.6%2.2%206.8944.1%1.4%
80Δ171.5342.3%1.7%212.0345.7%1.0%

20Δ

Calls
Pseudo strike
211.02
IV
44.2%
B/E move
13.7%
Puts
Pseudo strike
170.63
IV
45.1%
B/E move
10.7%

25Δ

Calls
Pseudo strike
206.63
IV
43.6%
B/E move
11.7%
Puts
Pseudo strike
174.24
IV
45.4%
B/E move
9.3%

30Δ

Calls
Pseudo strike
202.53
IV
42.9%
B/E move
10.0%
Puts
Pseudo strike
177.81
IV
44.1%
B/E move
7.9%

35Δ

Calls
Pseudo strike
198.74
IV
42.2%
B/E move
8.4%
Puts
Pseudo strike
181.13
IV
43.0%
B/E move
6.6%

40Δ

Calls
Pseudo strike
195.46
IV
41.5%
B/E move
7.2%
Puts
Pseudo strike
184.06
IV
43.0%
B/E move
5.7%

45Δ

Calls
Pseudo strike
192.52
IV
40.9%
B/E move
6.2%
Puts
Pseudo strike
186.92
IV
42.7%
B/E move
4.9%

50Δ

Calls
Pseudo strike
189.65
IV
40.4%
B/E move
5.2%
Puts
Pseudo strike
189.76
IV
42.2%
B/E move
4.1%

55Δ

Calls
Pseudo strike
186.95
IV
40.5%
B/E move
4.5%
Puts
Pseudo strike
192.55
IV
41.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
184.22
IV
40.6%
B/E move
3.8%
Puts
Pseudo strike
195.39
IV
41.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
181.38
IV
41.0%
B/E move
3.2%
Puts
Pseudo strike
198.62
IV
41.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
178.40
IV
41.3%
B/E move
2.7%
Puts
Pseudo strike
202.51
IV
42.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
175.27
IV
41.6%
B/E move
2.2%
Puts
Pseudo strike
206.89
IV
44.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
171.53
IV
42.3%
B/E move
1.7%
Puts
Pseudo strike
212.03
IV
45.7%
B/E move
1.0%

Options history

No recorded observations