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Old Dominion Freight Line, Inc. Common Stock ODFL

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Market datapartial · fetched 2026-10-22T14:06:03.946Z

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 · 2026-10-22T14:05:54.385170532Z

FundamentalsAlpha Vantage · unavailable

Share price$191.48
1D+0.5%
$189.57$190.08$190.60$191.11$191.625:30 AM6:30 AM9:00 AM1:00 PMODFL
Sold putSold call

Old Dominion Freight Line, Inc. Common Stock options

Live interpolated ODFL call and put midpoint premiums by absolute delta.Old Dominion Freight Line, Inc. Common Stock$1.16$8.91$16.65$24.40$32.14$161.19$175.14$189.10$203.06$217.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ODFL spot · $191.48ODFL PRICE$2.00$2.75$3.50$4.25$5.48$6.82$7.89$8.78$10.28$11.97$13.99$15.96$17.56$2.88$3.99$5.14$6.20$7.42$8.71$10.09$11.95$14.33$17.50$20.67$24.89$29.91
PutsExpensive1.51×
CallsFair1.04×
SkewBearish+8.79 pp
Implied moveBearish±$17.98
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ209.5034.4%10.5%174.0244.8%10.6%
25Δ206.5334.6%9.3%177.5145.8%9.4%
30Δ203.5634.9%8.1%180.8146.6%8.3%
35Δ200.5935.1%7.0%184.3245.3%7.0%
40Δ198.1737.0%6.4%187.4944.6%6.0%
45Δ195.8939.3%5.9%190.5644.0%5.0%
50Δ193.3639.2%5.1%193.4843.2%4.2%
55Δ190.6537.4%4.2%196.6243.5%3.6%
60Δ187.9737.6%3.5%199.9745.1%3.0%
65Δ185.2938.5%3.0%204.0946.4%2.6%
70Δ182.3339.0%2.5%208.2147.7%2.1%
75Δ179.4339.0%2.0%213.3249.3%1.6%
80Δ176.8936.9%1.5%219.1951.0%1.1%

20Δ

Calls
Pseudo strike
209.50
IV
34.4%
B/E move
10.5%
Puts
Pseudo strike
174.02
IV
44.8%
B/E move
10.6%

25Δ

Calls
Pseudo strike
206.53
IV
34.6%
B/E move
9.3%
Puts
Pseudo strike
177.51
IV
45.8%
B/E move
9.4%

30Δ

Calls
Pseudo strike
203.56
IV
34.9%
B/E move
8.1%
Puts
Pseudo strike
180.81
IV
46.6%
B/E move
8.3%

35Δ

Calls
Pseudo strike
200.59
IV
35.1%
B/E move
7.0%
Puts
Pseudo strike
184.32
IV
45.3%
B/E move
7.0%

40Δ

Calls
Pseudo strike
198.17
IV
37.0%
B/E move
6.4%
Puts
Pseudo strike
187.49
IV
44.6%
B/E move
6.0%

45Δ

Calls
Pseudo strike
195.89
IV
39.3%
B/E move
5.9%
Puts
Pseudo strike
190.56
IV
44.0%
B/E move
5.0%

50Δ

Calls
Pseudo strike
193.36
IV
39.2%
B/E move
5.1%
Puts
Pseudo strike
193.48
IV
43.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
190.65
IV
37.4%
B/E move
4.2%
Puts
Pseudo strike
196.62
IV
43.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
187.97
IV
37.6%
B/E move
3.5%
Puts
Pseudo strike
199.97
IV
45.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
185.29
IV
38.5%
B/E move
3.0%
Puts
Pseudo strike
204.09
IV
46.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
182.33
IV
39.0%
B/E move
2.5%
Puts
Pseudo strike
208.21
IV
47.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
179.43
IV
39.0%
B/E move
2.0%
Puts
Pseudo strike
213.32
IV
49.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
176.89
IV
36.9%
B/E move
1.5%
Puts
Pseudo strike
219.19
IV
51.0%
B/E move
1.1%

Options history

No recorded observations