Quaker Chemical Corporation KWR
BASIC MATERIALS · SPECIALTY CHEMICALSi
Market dataready · fetched 2026-10-22T18:25:51.533Z
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 · 2026-10-22T18:19:49.61915072Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:25:49.681172+00:00
Share price$156.05
1D+0.7%
Sold putSold call
Quaker Chemical Corporation options
PutsExpensive1.11×
CallsExpensive1.23×
SkewBullish-5.31 pp
Implied moveBearish±$13.05
TiltBalanced0.7% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 179.86 | 53.4% | 16.8% | 142.60 | 41.8% | 10.0% |
| 25Δ | 171.28 | 43.1% | 11.5% | 146.27 | 38.4% | 8.0% |
| 30Δ | 166.86 | 38.6% | 8.9% | 148.84 | 37.4% | 6.8% |
| 35Δ | 163.84 | 36.8% | 7.3% | 151.16 | 36.7% | 5.7% |
| 40Δ | 161.65 | 37.0% | 6.4% | 153.27 | 36.2% | 4.9% |
| 45Δ | 159.49 | 37.3% | 5.6% | 155.35 | 35.7% | 4.1% |
| 50Δ | 157.40 | 38.2% | 5.0% | 157.30 | 35.3% | 3.5% |
| 55Δ | 155.31 | 39.2% | 4.3% | 159.25 | 34.9% | 2.9% |
| 60Δ | 153.03 | 39.9% | 3.8% | 161.33 | 34.5% | 2.4% |
| 65Δ | 150.72 | 40.6% | 3.2% | 163.48 | 34.1% | 1.9% |
| 70Δ | 148.10 | 41.6% | 2.7% | 165.63 | 33.7% | 1.5% |
| 75Δ | 145.33 | 42.8% | 2.2% | 167.79 | 33.2% | 1.1% |
| 80Δ | 141.59 | 45.3% | 1.8% | 169.94 | 32.8% | 0.7% |
20Δ
- Pseudo strike
- 179.86
- IV
- 53.4%
- B/E move
- 16.8%
- Pseudo strike
- 142.60
- IV
- 41.8%
- B/E move
- 10.0%
25Δ
- Pseudo strike
- 171.28
- IV
- 43.1%
- B/E move
- 11.5%
- Pseudo strike
- 146.27
- IV
- 38.4%
- B/E move
- 8.0%
30Δ
- Pseudo strike
- 166.86
- IV
- 38.6%
- B/E move
- 8.9%
- Pseudo strike
- 148.84
- IV
- 37.4%
- B/E move
- 6.8%
35Δ
- Pseudo strike
- 163.84
- IV
- 36.8%
- B/E move
- 7.3%
- Pseudo strike
- 151.16
- IV
- 36.7%
- B/E move
- 5.7%
40Δ
- Pseudo strike
- 161.65
- IV
- 37.0%
- B/E move
- 6.4%
- Pseudo strike
- 153.27
- IV
- 36.2%
- B/E move
- 4.9%
45Δ
- Pseudo strike
- 159.49
- IV
- 37.3%
- B/E move
- 5.6%
- Pseudo strike
- 155.35
- IV
- 35.7%
- B/E move
- 4.1%
50Δ
- Pseudo strike
- 157.40
- IV
- 38.2%
- B/E move
- 5.0%
- Pseudo strike
- 157.30
- IV
- 35.3%
- B/E move
- 3.5%
55Δ
- Pseudo strike
- 155.31
- IV
- 39.2%
- B/E move
- 4.3%
- Pseudo strike
- 159.25
- IV
- 34.9%
- B/E move
- 2.9%
60Δ
- Pseudo strike
- 153.03
- IV
- 39.9%
- B/E move
- 3.8%
- Pseudo strike
- 161.33
- IV
- 34.5%
- B/E move
- 2.4%
65Δ
- Pseudo strike
- 150.72
- IV
- 40.6%
- B/E move
- 3.2%
- Pseudo strike
- 163.48
- IV
- 34.1%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 148.10
- IV
- 41.6%
- B/E move
- 2.7%
- Pseudo strike
- 165.63
- IV
- 33.7%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 145.33
- IV
- 42.8%
- B/E move
- 2.2%
- Pseudo strike
- 167.79
- IV
- 33.2%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 141.59
- IV
- 45.3%
- B/E move
- 1.8%
- Pseudo strike
- 169.94
- IV
- 32.8%
- B/E move
- 0.7%
Options history
No recorded observations