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Old Dominion Freight Line, Inc. Common Stock ODFL

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Market datapartial · fetched 2026-10-22T14:58:16.554Z

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 · 2026-10-22T14:58:10.850248372Z

FundamentalsAlpha Vantage · unavailable

Share price$192.43
1D+1.0%
$189.50$190.27$191.05$191.83$192.605:30 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$1.31$9.12$16.93$24.74$32.55$163.94$177.24$190.54$203.84$217.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ODFL spot · $192.43ODFL PRICE$2.16$2.85$3.60$4.35$5.22$6.26$7.36$8.54$9.82$11.27$12.97$15.13$16.74$2.72$3.61$4.59$5.64$6.85$8.07$9.31$10.84$12.48$16.21$20.11$25.06$30.30
PutsExpensive1.41×
CallsFair1.00×
SkewBearish+6.95 pp
Implied moveBearish±$16.67
TiltBearish18.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ212.3037.1%11.4%175.8042.3%10.1%
25Δ208.3136.6%9.7%179.4542.0%8.6%
30Δ205.1136.1%8.5%182.7141.5%7.4%
35Δ201.9135.6%7.2%185.8241.2%6.4%
40Δ199.0035.5%6.1%188.6941.2%5.5%
45Δ196.5135.9%5.4%191.4940.7%4.7%
50Δ194.0436.0%4.7%194.2439.9%3.9%
55Δ191.5835.9%4.0%197.0139.6%3.3%
60Δ189.1035.8%3.4%199.7939.5%2.7%
65Δ186.6135.7%2.8%204.2042.8%2.3%
70Δ183.9535.8%2.3%208.7446.3%2.0%
75Δ180.9836.5%1.9%214.4449.3%1.6%
80Δ178.5634.9%1.5%220.4951.5%1.2%

20Δ

Calls
Pseudo strike
212.30
IV
37.1%
B/E move
11.4%
Puts
Pseudo strike
175.80
IV
42.3%
B/E move
10.1%

25Δ

Calls
Pseudo strike
208.31
IV
36.6%
B/E move
9.7%
Puts
Pseudo strike
179.45
IV
42.0%
B/E move
8.6%

30Δ

Calls
Pseudo strike
205.11
IV
36.1%
B/E move
8.5%
Puts
Pseudo strike
182.71
IV
41.5%
B/E move
7.4%

35Δ

Calls
Pseudo strike
201.91
IV
35.6%
B/E move
7.2%
Puts
Pseudo strike
185.82
IV
41.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
199.00
IV
35.5%
B/E move
6.1%
Puts
Pseudo strike
188.69
IV
41.2%
B/E move
5.5%

45Δ

Calls
Pseudo strike
196.51
IV
35.9%
B/E move
5.4%
Puts
Pseudo strike
191.49
IV
40.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
194.04
IV
36.0%
B/E move
4.7%
Puts
Pseudo strike
194.24
IV
39.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
191.58
IV
35.9%
B/E move
4.0%
Puts
Pseudo strike
197.01
IV
39.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
189.10
IV
35.8%
B/E move
3.4%
Puts
Pseudo strike
199.79
IV
39.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
186.61
IV
35.7%
B/E move
2.8%
Puts
Pseudo strike
204.20
IV
42.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
183.95
IV
35.8%
B/E move
2.3%
Puts
Pseudo strike
208.74
IV
46.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
180.98
IV
36.5%
B/E move
1.9%
Puts
Pseudo strike
214.44
IV
49.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
178.56
IV
34.9%
B/E move
1.5%
Puts
Pseudo strike
220.49
IV
51.5%
B/E move
1.2%

Options history

No recorded observations