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Pentair plc PNR

i

Market dataready · fetched 2026-11-12T17:11:59.656Z

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 · 2026-11-12T17:11:40.559651632Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T17:11:59.416684+00:00

Share price$69.01
1D-0.4%
$68.83$69.03$69.23$69.43$69.645:30 AM6:30 AM9:00 AM1:00 PMPNR
Sold putSold call

Pentair plc options

Live interpolated PNR call and put midpoint premiums by absolute delta.Pentair plc$0.28$1.93$3.58$5.22$6.87$62.90$65.91$68.93$71.94$74.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PNR spot · $69.01PNR PRICE$0.46$0.59$0.72$0.85$0.98$1.42$1.89$2.37$2.85$3.40$4.02$4.64$6.40$0.46$0.60$0.73$0.84$0.91$0.97$1.04$1.11$1.18$1.25
Puts——
CallsFair1.04×
Skew——
Implied moveBullish±$2.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.1136.3%6.6%65.8038.3%5.3%
25Δ72.3635.8%5.7%66.4937.4%4.5%
30Δ71.6035.4%4.8%67.1736.5%3.7%
35Δ70.8535.0%3.9%67.6834.7%3.1%
40Δ70.1034.6%3.0%68.0332.3%2.7%
45Δ69.5138.6%2.8%68.3729.8%2.3%
50Δ68.9443.4%2.6%68.7227.3%1.9%
55Δ68.3748.1%2.5%69.0624.9%1.5%
60Δ67.8052.8%2.4%69.4122.4%1.1%
65Δ67.0955.9%2.1%69.7519.9%0.7%
70Δ66.2257.1%1.8%
75Δ65.3658.2%1.4%
80Δ63.5070.9%1.3%

20Δ

Calls
Pseudo strike
73.11
IV
36.3%
B/E move
6.6%
Puts
Pseudo strike
65.80
IV
38.3%
B/E move
5.3%

25Δ

Calls
Pseudo strike
72.36
IV
35.8%
B/E move
5.7%
Puts
Pseudo strike
66.49
IV
37.4%
B/E move
4.5%

30Δ

Calls
Pseudo strike
71.60
IV
35.4%
B/E move
4.8%
Puts
Pseudo strike
67.17
IV
36.5%
B/E move
3.7%

35Δ

Calls
Pseudo strike
70.85
IV
35.0%
B/E move
3.9%
Puts
Pseudo strike
67.68
IV
34.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
70.10
IV
34.6%
B/E move
3.0%
Puts
Pseudo strike
68.03
IV
32.3%
B/E move
2.7%

45Δ

Calls
Pseudo strike
69.51
IV
38.6%
B/E move
2.8%
Puts
Pseudo strike
68.37
IV
29.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
68.94
IV
43.4%
B/E move
2.6%
Puts
Pseudo strike
68.72
IV
27.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
68.37
IV
48.1%
B/E move
2.5%
Puts
Pseudo strike
69.06
IV
24.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
67.80
IV
52.8%
B/E move
2.4%
Puts
Pseudo strike
69.41
IV
22.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
67.09
IV
55.9%
B/E move
2.1%
Puts
Pseudo strike
69.75
IV
19.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
66.22
IV
57.1%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
65.36
IV
58.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
63.50
IV
70.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.17%
Daily EOD
PNR29.6%34.3%39.0%2026-10-19: 37.70%2026-10-20: 36.92%2026-10-21: 38.34%2026-10-22: 37.96%2026-10-23: 38.33%2026-10-26: 34.99%2026-10-27: 33.13%2026-10-28: 31.23%2026-10-29: 30.28%2026-10-30: 31.17%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.70%
36.92%
38.34%
37.96%
38.33%
34.99%
33.13%
31.23%
30.28%
31.17%