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Parker-Hannifin Corporation PH

i

Market dataready · fetched 2026-11-06T20:55:12.856Z

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 · 2026-11-06T20:55:06.512485226Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:55:11.579504+00:00

Share price$914.13
1D+1.3%
$900$906$912$918$9235:30 AM6:30 AM9:00 AM1:00 PMPH
Sold putSold call

Parker-Hannifin Corporation options

Live interpolated PH call and put midpoint premiums by absolute delta.Parker-Hannifin Corporation$4.36$20.94$37.52$54.10$70.68$820.00$871.35$922.70$974.05$1025.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PH spot · $914.13PH PRICE$6.15$8.24$10.51$12.90$15.66$18.51$21.76$25.56$29.68$33.97$38.29$42.49$52.33$6.62$8.74$12.00$15.27$18.56$22.19$26.15$30.56$35.41$40.84$47.40$55.91$65.90
PutsCheap0.83×
CallsCheap0.62×
SkewBearish+2.92 pp
Implied moveBearish±$47.91
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ966.3031.6%6.4%869.8632.1%5.6%
25Δ956.4631.7%5.5%879.5031.7%4.7%
30Δ947.6631.8%4.8%886.3633.6%4.4%
35Δ939.3031.6%4.2%893.7134.7%3.9%
40Δ931.7431.7%3.6%901.7734.9%3.4%
45Δ924.3431.5%3.1%909.6535.0%2.9%
50Δ917.0931.5%2.7%917.5335.0%2.5%
55Δ909.9932.0%2.3%925.5035.0%2.1%
60Δ902.6932.0%2.0%933.6234.9%1.7%
65Δ895.3531.8%1.7%942.0634.9%1.4%
70Δ888.1131.3%1.3%951.2835.1%1.1%
75Δ881.1730.1%1.0%962.1235.8%0.9%
80Δ869.6432.3%0.9%974.3436.2%0.6%

20Δ

Calls
Pseudo strike
966.30
IV
31.6%
B/E move
6.4%
Puts
Pseudo strike
869.86
IV
32.1%
B/E move
5.6%

25Δ

Calls
Pseudo strike
956.46
IV
31.7%
B/E move
5.5%
Puts
Pseudo strike
879.50
IV
31.7%
B/E move
4.7%

30Δ

Calls
Pseudo strike
947.66
IV
31.8%
B/E move
4.8%
Puts
Pseudo strike
886.36
IV
33.6%
B/E move
4.4%

35Δ

Calls
Pseudo strike
939.30
IV
31.6%
B/E move
4.2%
Puts
Pseudo strike
893.71
IV
34.7%
B/E move
3.9%

40Δ

Calls
Pseudo strike
931.74
IV
31.7%
B/E move
3.6%
Puts
Pseudo strike
901.77
IV
34.9%
B/E move
3.4%

45Δ

Calls
Pseudo strike
924.34
IV
31.5%
B/E move
3.1%
Puts
Pseudo strike
909.65
IV
35.0%
B/E move
2.9%

50Δ

Calls
Pseudo strike
917.09
IV
31.5%
B/E move
2.7%
Puts
Pseudo strike
917.53
IV
35.0%
B/E move
2.5%

55Δ

Calls
Pseudo strike
909.99
IV
32.0%
B/E move
2.3%
Puts
Pseudo strike
925.50
IV
35.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
902.69
IV
32.0%
B/E move
2.0%
Puts
Pseudo strike
933.62
IV
34.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
895.35
IV
31.8%
B/E move
1.7%
Puts
Pseudo strike
942.06
IV
34.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
888.11
IV
31.3%
B/E move
1.3%
Puts
Pseudo strike
951.28
IV
35.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
881.17
IV
30.1%
B/E move
1.0%
Puts
Pseudo strike
962.12
IV
35.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
869.64
IV
32.3%
B/E move
0.9%
Puts
Pseudo strike
974.34
IV
36.2%
B/E move
0.6%

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%