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Old Dominion Freight Line, Inc. Common Stock ODFL

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Market dataready · fetched 2026-11-13T04:11:30.319Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T23:55:05.647101048Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T04:11:30.041112+00:00

Share price$171.50
1D-0.5%
AH$170$172$173$174$1755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMODFL
Sold putSold callAH

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$0.78$3.29$5.81$8.32$10.83$159.26$165.38$171.49$177.61$183.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ODFL spot · $171.50ODFL PRICE$1.15$1.49$1.82$2.15$2.54$2.98$3.42$3.87$4.48$5.65$6.82$8.00$10.11$1.05$1.45$1.93$2.40$2.88$3.31$3.73$4.14$4.56$4.97$6.03$7.22$8.42
PutsCheap0.87×
CallsExpensive1.14×
SkewBullish-2.87 pp
Implied moveBearish±$7.15
TiltBullish2.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.1340.9%6.3%164.1536.2%4.9%
25Δ179.2340.6%5.4%165.7935.8%4.2%
30Δ177.4638.8%4.5%167.0236.5%3.7%
35Δ175.6937.0%3.7%168.2537.2%3.3%
40Δ174.3035.8%3.1%169.4837.8%2.9%
45Δ173.1635.0%2.7%170.6137.2%2.5%
50Δ172.0134.3%2.3%171.6635.5%2.1%
55Δ170.8733.5%1.9%172.7133.8%1.7%
60Δ169.6433.4%1.5%173.7632.2%1.3%
65Δ168.1635.5%1.3%174.8130.5%1.0%
70Δ166.6837.7%1.2%176.2030.9%0.8%
75Δ165.2039.8%1.0%177.6831.7%0.6%
80Δ162.7842.9%0.8%179.1632.5%0.4%

20Δ

Calls
Pseudo strike
181.13
IV
40.9%
B/E move
6.3%
Puts
Pseudo strike
164.15
IV
36.2%
B/E move
4.9%

25Δ

Calls
Pseudo strike
179.23
IV
40.6%
B/E move
5.4%
Puts
Pseudo strike
165.79
IV
35.8%
B/E move
4.2%

30Δ

Calls
Pseudo strike
177.46
IV
38.8%
B/E move
4.5%
Puts
Pseudo strike
167.02
IV
36.5%
B/E move
3.7%

35Δ

Calls
Pseudo strike
175.69
IV
37.0%
B/E move
3.7%
Puts
Pseudo strike
168.25
IV
37.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
174.30
IV
35.8%
B/E move
3.1%
Puts
Pseudo strike
169.48
IV
37.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
173.16
IV
35.0%
B/E move
2.7%
Puts
Pseudo strike
170.61
IV
37.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
172.01
IV
34.3%
B/E move
2.3%
Puts
Pseudo strike
171.66
IV
35.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
170.87
IV
33.5%
B/E move
1.9%
Puts
Pseudo strike
172.71
IV
33.8%
B/E move
1.7%

60Δ

Calls
Pseudo strike
169.64
IV
33.4%
B/E move
1.5%
Puts
Pseudo strike
173.76
IV
32.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
168.16
IV
35.5%
B/E move
1.3%
Puts
Pseudo strike
174.81
IV
30.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
166.68
IV
37.7%
B/E move
1.2%
Puts
Pseudo strike
176.20
IV
30.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
165.20
IV
39.8%
B/E move
1.0%
Puts
Pseudo strike
177.68
IV
31.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
162.78
IV
42.9%
B/E move
0.8%
Puts
Pseudo strike
179.16
IV
32.5%
B/E move
0.4%

Options history

IV · four-Friday blend35.41%
Daily close
ODFL33.0%39.3%45.5%2026-08-17: 35.83%2026-08-18: 36.16%2026-08-21: 36.16%2026-08-24: 36.00%2026-08-25: 36.02%2026-08-26: 34.66%2026-08-27: 35.24%2026-08-28: 36.32%2026-08-31: 33.84%2026-09-01: 38.19%2026-09-02: 35.93%2026-09-03: 38.16%2026-09-04: 36.38%2026-09-08: 37.50%2026-09-09: 37.91%2026-09-10: 37.39%2026-09-11: 35.20%2026-09-14: 38.04%2026-09-15: 38.24%2026-09-16: 37.91%2026-09-17: 38.57%2026-09-18: 35.98%2026-09-21: 35.16%2026-09-22: 35.43%2026-09-23: 36.76%2026-09-24: 36.04%2026-09-25: 36.40%2026-09-28: 37.76%2026-09-29: 34.89%2026-09-30: 36.69%2026-10-01: 36.45%2026-10-02: 37.19%2026-10-05: 35.80%2026-10-06: 35.63%2026-10-07: 36.13%2026-10-08: 35.09%2026-10-09: 35.17%2026-10-12: 37.81%2026-10-13: 36.41%2026-10-14: 39.68%2026-10-15: 44.66%2026-10-16: 35.86%2026-10-19: 37.42%2026-10-20: 35.96%2026-10-21: 36.19%2026-10-22: 36.98%2026-10-23: 37.28%2026-10-26: 37.73%2026-10-27: 38.05%2026-10-28: 34.72%2026-10-29: 33.88%2026-10-30: 35.41%Aug 17Sep 24Oct 30
52 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
35.83%
36.16%
36.16%
36.00%
36.02%
34.66%
35.24%
36.32%
33.84%
38.19%
35.93%
38.16%
36.38%
37.50%
37.91%
37.39%
35.20%
38.04%
38.24%
37.91%
38.57%
35.98%
35.16%
35.43%
36.76%
36.04%
36.40%
37.76%
34.89%
36.69%
36.45%
37.19%
35.80%
35.63%
36.13%
35.09%
35.17%
37.81%
36.41%
39.68%
44.66%
35.86%
37.42%
35.96%
36.19%
36.98%
37.28%
37.73%
38.05%
34.72%
33.88%
35.41%