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PHINIA Inc. PHIN

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-11-13T02:53:44.186Z

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 · 2026-11-13T00:00:00.002187416Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:53:43.683718+00:00

Share price$72.51
1D+2.4%
AH$70.67$71.17$71.67$72.17$72.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPHIN
Sold putSold callAH

PHINIA Inc. options

Live interpolated PHIN call and put midpoint premiums by absolute delta.PHINIA Inc.$1.49$2.52$3.54$4.56$5.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEPHIN PRICE$2.45$2.45$2.45$2.45$2.45$1.60$1.77$1.93$2.10$2.26$2.43$1.91$2.34$2.51$2.60$2.73$2.91$3.09$3.27$3.68$4.49$5.29
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.23243.4%47.1%
25Δ89.18175.8%26.4%
30Δ82.05134.7%16.5%69.4075.3%6.9%
35Δ78.09107.4%11.1%69.8784.4%6.9%
40Δ75.6988.0%7.8%70.8079.1%5.8%
45Δ71.9068.5%4.4%
50Δ72.7860.7%3.4%
55Δ72.2933.5%1.9%73.3956.1%2.8%
60Δ71.9431.5%1.7%74.0151.6%2.2%
65Δ71.6029.6%1.4%74.6247.0%1.6%
70Δ71.2627.7%1.2%75.3744.8%1.1%
75Δ70.9125.8%0.9%76.3446.5%0.9%
80Δ70.5723.9%0.7%77.3148.2%0.7%

20Δ

Calls
Pseudo strike
104.23
IV
243.4%
B/E move
47.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
89.18
IV
175.8%
B/E move
26.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
82.05
IV
134.7%
B/E move
16.5%
Puts
Pseudo strike
69.40
IV
75.3%
B/E move
6.9%

35Δ

Calls
Pseudo strike
78.09
IV
107.4%
B/E move
11.1%
Puts
Pseudo strike
69.87
IV
84.4%
B/E move
6.9%

40Δ

Calls
Pseudo strike
75.69
IV
88.0%
B/E move
7.8%
Puts
Pseudo strike
70.80
IV
79.1%
B/E move
5.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.90
IV
68.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.78
IV
60.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
72.29
IV
33.5%
B/E move
1.9%
Puts
Pseudo strike
73.39
IV
56.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
71.94
IV
31.5%
B/E move
1.7%
Puts
Pseudo strike
74.01
IV
51.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
71.60
IV
29.6%
B/E move
1.4%
Puts
Pseudo strike
74.62
IV
47.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
71.26
IV
27.7%
B/E move
1.2%
Puts
Pseudo strike
75.37
IV
44.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
70.91
IV
25.8%
B/E move
0.9%
Puts
Pseudo strike
76.34
IV
46.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
70.57
IV
23.9%
B/E move
0.7%
Puts
Pseudo strike
77.31
IV
48.2%
B/E move
0.7%

Options history

IV · four-Friday blend37.26%
Daily EOD
PHIN36.7%39.6%42.5%2026-10-19: 39.83%2026-10-20: 39.80%2026-10-21: 40.47%2026-10-22: 40.45%2026-10-23: 40.91%2026-10-26: 42.13%2026-10-27: 41.43%2026-10-28: 40.27%2026-10-29: 37.13%2026-10-30: 37.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.83%
39.80%
40.47%
40.45%
40.91%
42.13%
41.43%
40.27%
37.13%
37.26%