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Parker-Hannifin Corporation PH

i

Market dataready · fetched 2026-11-07T01:14:46.342Z

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 · 2026-11-07T00:00:00.001599351Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:14:45.798619+00:00

Share price$917.79
1D+1.8%
AH$900$906$912$918$9235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPH
Sold putSold callAH

Parker-Hannifin Corporation options

Live interpolated PH call and put midpoint premiums by absolute delta.Parker-Hannifin Corporation$4.18$22.42$40.67$58.91$77.15$823.21$874.82$926.42$978.02$1029.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PH spot · $917.79PH PRICE$6.15$7.79$9.90$12.26$14.85$17.62$20.59$24.02$27.79$31.97$35.90$41.05$47.92$6.96$9.36$12.68$15.98$19.54$23.47$27.78$32.45$38.04$43.26$50.37$59.54$71.89
PutsCheap0.87×
CallsCheap0.58×
SkewBearish+6.70 pp
Implied moveBearish±$48.36
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ970.0931.6%6.4%871.4633.6%5.8%
25Δ957.8229.8%5.2%881.2233.6%5.0%
30Δ949.3629.8%4.5%888.4335.5%4.6%
35Δ941.7529.8%3.9%896.6236.2%4.0%
40Δ934.5429.8%3.4%904.9836.4%3.5%
45Δ927.5429.8%3.0%913.2736.7%3.0%
50Δ920.7229.7%2.6%921.5836.9%2.6%
55Δ913.9929.7%2.2%930.0037.0%2.2%
60Δ907.1829.8%1.9%938.8737.3%1.8%
65Δ900.2229.8%1.6%947.4536.7%1.5%
70Δ893.5629.1%1.3%957.3737.0%1.2%
75Δ886.0328.8%1.0%968.9937.8%0.9%
80Δ877.2229.2%0.8%983.5639.2%0.7%

20Δ

Calls
Pseudo strike
970.09
IV
31.6%
B/E move
6.4%
Puts
Pseudo strike
871.46
IV
33.6%
B/E move
5.8%

25Δ

Calls
Pseudo strike
957.82
IV
29.8%
B/E move
5.2%
Puts
Pseudo strike
881.22
IV
33.6%
B/E move
5.0%

30Δ

Calls
Pseudo strike
949.36
IV
29.8%
B/E move
4.5%
Puts
Pseudo strike
888.43
IV
35.5%
B/E move
4.6%

35Δ

Calls
Pseudo strike
941.75
IV
29.8%
B/E move
3.9%
Puts
Pseudo strike
896.62
IV
36.2%
B/E move
4.0%

40Δ

Calls
Pseudo strike
934.54
IV
29.8%
B/E move
3.4%
Puts
Pseudo strike
904.98
IV
36.4%
B/E move
3.5%

45Δ

Calls
Pseudo strike
927.54
IV
29.8%
B/E move
3.0%
Puts
Pseudo strike
913.27
IV
36.7%
B/E move
3.0%

50Δ

Calls
Pseudo strike
920.72
IV
29.7%
B/E move
2.6%
Puts
Pseudo strike
921.58
IV
36.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
913.99
IV
29.7%
B/E move
2.2%
Puts
Pseudo strike
930.00
IV
37.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
907.18
IV
29.8%
B/E move
1.9%
Puts
Pseudo strike
938.87
IV
37.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
900.22
IV
29.8%
B/E move
1.6%
Puts
Pseudo strike
947.45
IV
36.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
893.56
IV
29.1%
B/E move
1.3%
Puts
Pseudo strike
957.37
IV
37.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
886.03
IV
28.8%
B/E move
1.0%
Puts
Pseudo strike
968.99
IV
37.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
877.22
IV
29.2%
B/E move
0.8%
Puts
Pseudo strike
983.56
IV
39.2%
B/E move
0.7%

Options history

IV · four-Friday blend35.43%
Daily close
PH26.0%31.1%36.1%2026-08-10: 30.33%2026-08-11: 29.15%2026-08-12: 28.52%2026-08-13: 28.05%2026-08-14: 26.81%2026-08-17: 27.00%2026-08-18: 26.81%2026-08-19: 27.45%2026-08-20: 27.20%2026-08-21: 27.15%2026-08-24: 26.74%2026-08-25: 27.18%2026-08-26: 27.07%2026-08-27: 26.90%2026-08-28: 27.61%2026-08-31: 27.55%2026-09-01: 28.23%2026-09-02: 27.89%2026-09-03: 27.37%2026-09-04: 27.71%2026-09-08: 29.07%2026-09-09: 28.17%2026-09-10: 28.50%2026-09-11: 27.01%2026-09-14: 28.02%2026-09-15: 29.39%2026-09-16: 29.58%2026-09-17: 29.83%2026-09-18: 28.34%2026-09-21: 28.42%2026-09-22: 28.69%2026-09-23: 28.87%2026-09-24: 28.80%2026-09-25: 28.50%2026-09-28: 29.23%2026-09-29: 28.77%2026-09-30: 29.69%2026-10-01: 29.56%2026-10-02: 29.08%2026-10-05: 28.71%2026-10-06: 29.17%2026-10-07: 28.70%2026-10-08: 28.64%2026-10-09: 28.75%2026-10-12: 29.65%2026-10-13: 31.24%2026-10-14: 31.65%2026-10-15: 31.78%2026-10-16: 30.72%2026-10-19: 30.82%2026-10-20: 30.69%2026-10-21: 30.74%2026-10-22: 34.71%2026-10-23: 35.23%2026-10-26: 34.60%2026-10-27: 33.94%2026-10-28: 34.34%2026-10-29: 34.45%2026-10-30: 35.43%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
30.33%
29.15%
28.52%
28.05%
26.81%
27.00%
26.81%
27.45%
27.20%
27.15%
26.74%
27.18%
27.07%
26.90%
27.61%
27.55%
28.23%
27.89%
27.37%
27.71%
29.07%
28.17%
28.50%
27.01%
28.02%
29.39%
29.58%
29.83%
28.34%
28.42%
28.69%
28.87%
28.80%
28.50%
29.23%
28.77%
29.69%
29.56%
29.08%
28.71%
29.17%
28.70%
28.64%
28.75%
29.65%
31.24%
31.65%
31.78%
30.72%
30.82%
30.69%
30.74%
34.71%
35.23%
34.60%
33.94%
34.34%
34.45%
35.43%