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PACCAR Inc. Common Stock PCAR

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Market dataready · fetched 2026-11-12T00:54:32.877Z

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 · 2026-11-11T22:48:44.850200467Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:54:32.513196+00:00

Share price$107.65
1D+2.0%
AH$105.14$105.98$106.83$107.68$108.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCAR
Sold putSold callAH

PACCAR Inc. Common Stock options

Live interpolated PCAR call and put midpoint premiums by absolute delta.PACCAR Inc. Common Stock$0.44$2.22$4.01$5.79$7.58$99.50$103.80$108.11$112.42$116.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCAR spot · $107.65PCAR PRICE$0.63$0.82$1.01$1.22$1.59$1.97$2.35$2.72$3.10$3.48$3.87$5.47$7.06$0.67$0.77$1.01$1.35$1.69$2.03$2.37$2.71$3.05$3.39$4.18$5.02$5.86
PutsCheap0.80×
CallsCheap0.75×
SkewBullish-2.32 pp
Implied moveBalanced±$4.72
TiltBalanced1.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.7330.0%5.3%102.3636.8%5.5%
25Δ111.7930.4%4.6%104.1631.1%4.0%
30Δ110.8430.7%3.9%105.3528.6%3.1%
35Δ109.9231.0%3.2%106.0028.9%2.8%
40Δ109.2231.3%2.9%106.6629.3%2.5%
45Δ108.5231.6%2.6%107.3129.6%2.2%
50Δ107.8131.9%2.3%107.9730.0%1.9%
55Δ107.1132.2%2.0%108.6230.3%1.6%
60Δ106.4032.6%1.7%109.2830.7%1.3%
65Δ105.7032.9%1.4%109.9331.0%1.0%
70Δ104.9833.2%1.1%110.9331.2%0.8%
75Δ103.2438.7%1.0%111.9631.5%0.7%
80Δ101.5144.3%0.9%112.9931.7%0.5%

20Δ

Calls
Pseudo strike
112.73
IV
30.0%
B/E move
5.3%
Puts
Pseudo strike
102.36
IV
36.8%
B/E move
5.5%

25Δ

Calls
Pseudo strike
111.79
IV
30.4%
B/E move
4.6%
Puts
Pseudo strike
104.16
IV
31.1%
B/E move
4.0%

30Δ

Calls
Pseudo strike
110.84
IV
30.7%
B/E move
3.9%
Puts
Pseudo strike
105.35
IV
28.6%
B/E move
3.1%

35Δ

Calls
Pseudo strike
109.92
IV
31.0%
B/E move
3.2%
Puts
Pseudo strike
106.00
IV
28.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
109.22
IV
31.3%
B/E move
2.9%
Puts
Pseudo strike
106.66
IV
29.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
108.52
IV
31.6%
B/E move
2.6%
Puts
Pseudo strike
107.31
IV
29.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
107.81
IV
31.9%
B/E move
2.3%
Puts
Pseudo strike
107.97
IV
30.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
107.11
IV
32.2%
B/E move
2.0%
Puts
Pseudo strike
108.62
IV
30.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
106.40
IV
32.6%
B/E move
1.7%
Puts
Pseudo strike
109.28
IV
30.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
105.70
IV
32.9%
B/E move
1.4%
Puts
Pseudo strike
109.93
IV
31.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
104.98
IV
33.2%
B/E move
1.1%
Puts
Pseudo strike
110.93
IV
31.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
103.24
IV
38.7%
B/E move
1.0%
Puts
Pseudo strike
111.96
IV
31.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
101.51
IV
44.3%
B/E move
0.9%
Puts
Pseudo strike
112.99
IV
31.7%
B/E move
0.5%

Options history

IV · four-Friday blend28.71%
Daily close
PCAR23.4%31.0%38.6%2026-08-13: 26.29%2026-08-14: 27.78%2026-08-17: 28.02%2026-08-18: 28.43%2026-08-19: 30.32%2026-08-20: 33.85%2026-08-21: 26.52%2026-08-24: 26.48%2026-08-25: 26.31%2026-08-26: 26.98%2026-08-27: 26.27%2026-08-28: 26.09%2026-08-31: 26.50%2026-09-01: 26.68%2026-09-02: 26.68%2026-09-03: 26.76%2026-09-04: 27.55%2026-09-08: 27.44%2026-09-09: 28.87%2026-09-10: 30.38%2026-09-11: 28.25%2026-09-14: 29.41%2026-09-15: 31.46%2026-09-16: 34.08%2026-09-17: 37.53%2026-09-18: 28.00%2026-09-21: 24.40%2026-09-22: 26.29%2026-09-23: 29.52%2026-09-24: 28.95%2026-09-25: 28.12%2026-09-28: 29.53%2026-09-29: 29.65%2026-09-30: 29.73%2026-10-01: 30.30%2026-10-02: 28.80%2026-10-05: 30.03%2026-10-06: 30.07%2026-10-08: 29.65%2026-10-09: 28.35%2026-10-16: 27.66%2026-10-19: 29.98%2026-10-20: 29.67%2026-10-21: 31.43%2026-10-22: 29.68%2026-10-23: 30.59%2026-10-26: 32.99%2026-10-27: 28.30%2026-10-28: 28.31%2026-10-29: 28.00%2026-10-30: 28.71%Aug 13Sep 18Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
26.29%
27.78%
28.02%
28.43%
30.32%
33.85%
26.52%
26.48%
26.31%
26.98%
26.27%
26.09%
26.50%
26.68%
26.68%
26.76%
27.55%
27.44%
28.87%
30.38%
28.25%
29.41%
31.46%
34.08%
37.53%
28.00%
24.40%
26.29%
29.52%
28.95%
28.12%
29.53%
29.65%
29.73%
30.30%
28.80%
30.03%
30.07%
29.65%
28.35%
27.66%
29.98%
29.67%
31.43%
29.68%
30.59%
32.99%
28.30%
28.31%
28.00%
28.71%