Share price$187.42
1D-4.0%
Sold putSold call
ITT Inc ITT
INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERYi
Market dataready · fetched 2026-10-22T16:00:25.278Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T15:59:48.501173979Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:00:24.705856+00:00
ITT Inc options
PutsFair0.97×
CallsExpensive1.39×
SkewBullish-0.42 pp
Implied moveBearish±$17.57
TiltBearish7.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 211.33 | 45.5% | 14.1% | 170.25 | 45.2% | 10.7% |
| 25Δ | 206.45 | 44.2% | 11.9% | 173.96 | 44.9% | 9.2% |
| 30Δ | 202.29 | 43.6% | 10.1% | 177.52 | 43.5% | 7.8% |
| 35Δ | 198.50 | 42.9% | 8.6% | 180.83 | 42.3% | 6.5% |
| 40Δ | 195.16 | 42.3% | 7.3% | 183.70 | 42.2% | 5.6% |
| 45Δ | 192.19 | 41.7% | 6.3% | 186.51 | 41.9% | 4.8% |
| 50Δ | 189.29 | 41.4% | 5.3% | 189.28 | 41.3% | 4.0% |
| 55Δ | 186.52 | 41.6% | 4.6% | 191.99 | 40.7% | 3.3% |
| 60Δ | 183.70 | 42.0% | 3.9% | 194.69 | 40.0% | 2.7% |
| 65Δ | 180.79 | 42.5% | 3.3% | 198.19 | 41.7% | 2.3% |
| 70Δ | 177.64 | 43.1% | 2.8% | 201.93 | 42.7% | 1.8% |
| 75Δ | 174.36 | 43.5% | 2.2% | 205.80 | 42.7% | 1.4% |
| 80Δ | 170.94 | 43.1% | 1.7% | 209.67 | 42.8% | 0.9% |
20Δ
- Pseudo strike
- 211.33
- IV
- 45.5%
- B/E move
- 14.1%
- Pseudo strike
- 170.25
- IV
- 45.2%
- B/E move
- 10.7%
25Δ
- Pseudo strike
- 206.45
- IV
- 44.2%
- B/E move
- 11.9%
- Pseudo strike
- 173.96
- IV
- 44.9%
- B/E move
- 9.2%
30Δ
- Pseudo strike
- 202.29
- IV
- 43.6%
- B/E move
- 10.1%
- Pseudo strike
- 177.52
- IV
- 43.5%
- B/E move
- 7.8%
35Δ
- Pseudo strike
- 198.50
- IV
- 42.9%
- B/E move
- 8.6%
- Pseudo strike
- 180.83
- IV
- 42.3%
- B/E move
- 6.5%
40Δ
- Pseudo strike
- 195.16
- IV
- 42.3%
- B/E move
- 7.3%
- Pseudo strike
- 183.70
- IV
- 42.2%
- B/E move
- 5.6%
45Δ
- Pseudo strike
- 192.19
- IV
- 41.7%
- B/E move
- 6.3%
- Pseudo strike
- 186.51
- IV
- 41.9%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 189.29
- IV
- 41.4%
- B/E move
- 5.3%
- Pseudo strike
- 189.28
- IV
- 41.3%
- B/E move
- 4.0%
55Δ
- Pseudo strike
- 186.52
- IV
- 41.6%
- B/E move
- 4.6%
- Pseudo strike
- 191.99
- IV
- 40.7%
- B/E move
- 3.3%
60Δ
- Pseudo strike
- 183.70
- IV
- 42.0%
- B/E move
- 3.9%
- Pseudo strike
- 194.69
- IV
- 40.0%
- B/E move
- 2.7%
65Δ
- Pseudo strike
- 180.79
- IV
- 42.5%
- B/E move
- 3.3%
- Pseudo strike
- 198.19
- IV
- 41.7%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 177.64
- IV
- 43.1%
- B/E move
- 2.8%
- Pseudo strike
- 201.93
- IV
- 42.7%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 174.36
- IV
- 43.5%
- B/E move
- 2.2%
- Pseudo strike
- 205.80
- IV
- 42.7%
- B/E move
- 1.4%
80Δ
- Pseudo strike
- 170.94
- IV
- 43.1%
- B/E move
- 1.7%
- Pseudo strike
- 209.67
- IV
- 42.8%
- B/E move
- 0.9%
Options history
No recorded observations