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ITT Inc. ITT

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Market datapartial · fetched 2026-10-22T20:47:19.975Z

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 · 2026-10-22T20:21:40.68672579Z

FundamentalsAlpha Vantage · unavailable

Share price$190.00
1D-2.7%
AH$185$188$190$193$1965:30 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.$1.34$10.86$20.37$29.89$39.40$157.12$172.92$188.72$204.53$220.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITT spot · $190.00ITT PRICE$2.37$3.05$3.73$4.43$5.25$6.16$7.18$8.29$9.52$10.88$12.63$14.31$15.84$3.03$4.02$5.20$6.29$7.65$9.58$11.24$13.03$15.93$19.52$23.21$28.61$36.66
PutsExpensive1.15×
CallsExpensive1.18×
SkewBearish+13.56 pp
Implied moveBearish±$18.43
TiltBearish27.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ212.2541.8%13.0%171.7747.4%11.2%
25Δ207.4940.3%10.8%175.8646.8%9.6%
30Δ203.4238.6%9.0%179.2947.3%8.4%
35Δ199.5537.1%7.4%182.7246.3%7.1%
40Δ196.7236.3%6.3%186.0446.0%6.1%
45Δ194.0335.8%5.4%189.1548.2%5.5%
50Δ191.5835.6%4.6%192.3348.1%4.7%
55Δ189.1635.3%3.9%195.6447.6%3.9%
60Δ186.7935.0%3.3%199.5149.9%3.4%
65Δ184.3634.9%2.8%204.1051.7%2.9%
70Δ181.7535.2%2.3%208.8053.5%2.3%
75Δ179.2234.8%1.9%215.1256.2%1.8%
80Δ176.8733.2%1.4%223.9961.2%1.4%

20Δ

Calls
Pseudo strike
212.25
IV
41.8%
B/E move
13.0%
Puts
Pseudo strike
171.77
IV
47.4%
B/E move
11.2%

25Δ

Calls
Pseudo strike
207.49
IV
40.3%
B/E move
10.8%
Puts
Pseudo strike
175.86
IV
46.8%
B/E move
9.6%

30Δ

Calls
Pseudo strike
203.42
IV
38.6%
B/E move
9.0%
Puts
Pseudo strike
179.29
IV
47.3%
B/E move
8.4%

35Δ

Calls
Pseudo strike
199.55
IV
37.1%
B/E move
7.4%
Puts
Pseudo strike
182.72
IV
46.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
196.72
IV
36.3%
B/E move
6.3%
Puts
Pseudo strike
186.04
IV
46.0%
B/E move
6.1%

45Δ

Calls
Pseudo strike
194.03
IV
35.8%
B/E move
5.4%
Puts
Pseudo strike
189.15
IV
48.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
191.58
IV
35.6%
B/E move
4.6%
Puts
Pseudo strike
192.33
IV
48.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
189.16
IV
35.3%
B/E move
3.9%
Puts
Pseudo strike
195.64
IV
47.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
186.79
IV
35.0%
B/E move
3.3%
Puts
Pseudo strike
199.51
IV
49.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
184.36
IV
34.9%
B/E move
2.8%
Puts
Pseudo strike
204.10
IV
51.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
181.75
IV
35.2%
B/E move
2.3%
Puts
Pseudo strike
208.80
IV
53.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
179.22
IV
34.8%
B/E move
1.9%
Puts
Pseudo strike
215.12
IV
56.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
176.87
IV
33.2%
B/E move
1.4%
Puts
Pseudo strike
223.99
IV
61.2%
B/E move
1.4%

Options history

No recorded observations