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PACCAR Inc. Common Stock PCAR

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Market datapartial · fetched 2026-10-22T23:46:36.960Z

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 · 2026-10-22T20:00:06.770107781Z

FundamentalsAlpha Vantage · unavailable

Share price$109.59
1D-0.2%
AH$108.30$108.71$109.11$109.51$109.915:30 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$0.66$3.43$6.20$8.96$11.73$96.01$102.47$108.93$115.38$121.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCAR spot · $109.59PCAR PRICE$0.96$1.26$1.58$1.99$2.40$2.81$3.23$4.10$5.12$6.13$7.17$8.53$9.88$1.33$1.71$2.10$2.80$3.51$4.21$4.99$5.90$6.80$7.72$8.79$9.86$10.94
PutsExpensive1.10×
CallsFair0.95×
SkewBearish+5.83 pp
Implied moveBearish±$8.21
TiltBearish12.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ118.1127.9%8.7%101.1736.5%8.9%
25Δ116.5027.9%7.5%103.1235.1%7.5%
30Δ114.9227.9%6.3%105.0533.8%6.1%
35Δ113.7627.7%5.6%106.4134.8%5.5%
40Δ112.6027.6%4.9%107.7835.8%4.9%
45Δ111.4427.4%4.3%109.1436.8%4.2%
50Δ110.2827.3%3.6%110.5737.4%3.7%
55Δ108.9828.8%3.2%112.0837.4%3.1%
60Δ107.6330.8%2.9%113.5937.3%2.6%
65Δ106.2832.9%2.6%115.1137.2%2.0%
70Δ104.9134.8%2.3%116.6636.2%1.6%
75Δ103.1235.2%1.9%118.2135.1%1.1%
80Δ101.3435.7%1.5%119.7634.1%0.7%

20Δ

Calls
Pseudo strike
118.11
IV
27.9%
B/E move
8.7%
Puts
Pseudo strike
101.17
IV
36.5%
B/E move
8.9%

25Δ

Calls
Pseudo strike
116.50
IV
27.9%
B/E move
7.5%
Puts
Pseudo strike
103.12
IV
35.1%
B/E move
7.5%

30Δ

Calls
Pseudo strike
114.92
IV
27.9%
B/E move
6.3%
Puts
Pseudo strike
105.05
IV
33.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
113.76
IV
27.7%
B/E move
5.6%
Puts
Pseudo strike
106.41
IV
34.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
112.60
IV
27.6%
B/E move
4.9%
Puts
Pseudo strike
107.78
IV
35.8%
B/E move
4.9%

45Δ

Calls
Pseudo strike
111.44
IV
27.4%
B/E move
4.3%
Puts
Pseudo strike
109.14
IV
36.8%
B/E move
4.2%

50Δ

Calls
Pseudo strike
110.28
IV
27.3%
B/E move
3.6%
Puts
Pseudo strike
110.57
IV
37.4%
B/E move
3.7%

55Δ

Calls
Pseudo strike
108.98
IV
28.8%
B/E move
3.2%
Puts
Pseudo strike
112.08
IV
37.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
107.63
IV
30.8%
B/E move
2.9%
Puts
Pseudo strike
113.59
IV
37.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
106.28
IV
32.9%
B/E move
2.6%
Puts
Pseudo strike
115.11
IV
37.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
104.91
IV
34.8%
B/E move
2.3%
Puts
Pseudo strike
116.66
IV
36.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
103.12
IV
35.2%
B/E move
1.9%
Puts
Pseudo strike
118.21
IV
35.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
101.34
IV
35.7%
B/E move
1.5%
Puts
Pseudo strike
119.76
IV
34.1%
B/E move
0.7%

Options history

No recorded observations