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Pentair plc PNR

i

Market datapartial · fetched 2026-10-22T23:57:15.824Z

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 · 2026-10-22T23:00:00.001561279Z

FundamentalsAlpha Vantage · unavailable

Share price$55.44
1D+4.5%
AH$52.16$53.04$53.92$54.81$55.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPNR
Sold putSold callAH

Pentair plc options

Live interpolated PNR call and put midpoint premiums by absolute delta.Pentair plc$0.35$3.38$6.40$9.43$12.46$46.75$50.76$54.77$58.78$62.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PNR spot · $55.44PNR PRICE$0.68$0.80$1.04$1.28$1.54$1.90$2.25$2.61$3.02$3.43$3.85$4.51$5.50$0.84$1.09$1.35$1.70$2.05$2.43$2.95$3.46$4.06$4.86$5.66$7.55$11.59
PutsExpensive1.28×
CallsFair1.04×
SkewBearish+8.63 pp
Implied moveBearish±$5.20
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.8541.3%12.8%50.3245.2%10.8%
25Δ59.8435.7%9.4%51.4843.6%9.1%
30Δ59.0135.9%8.3%52.6142.3%7.5%
35Δ58.1836.0%7.3%53.4742.3%6.6%
40Δ57.3736.3%6.3%54.3242.3%5.7%
45Δ56.6437.0%5.6%55.1842.4%4.9%
50Δ55.9137.6%4.9%56.0542.8%4.2%
55Δ55.1838.3%4.2%56.9243.2%3.6%
60Δ54.4438.0%3.6%57.8643.9%3.0%
65Δ53.6937.4%3.0%58.9344.8%2.5%
70Δ52.9436.8%2.4%60.0145.8%2.0%
75Δ52.0136.6%1.9%62.0651.7%1.7%
80Δ50.8136.9%1.6%66.1865.7%1.5%

20Δ

Calls
Pseudo strike
61.85
IV
41.3%
B/E move
12.8%
Puts
Pseudo strike
50.32
IV
45.2%
B/E move
10.8%

25Δ

Calls
Pseudo strike
59.84
IV
35.7%
B/E move
9.4%
Puts
Pseudo strike
51.48
IV
43.6%
B/E move
9.1%

30Δ

Calls
Pseudo strike
59.01
IV
35.9%
B/E move
8.3%
Puts
Pseudo strike
52.61
IV
42.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
58.18
IV
36.0%
B/E move
7.3%
Puts
Pseudo strike
53.47
IV
42.3%
B/E move
6.6%

40Δ

Calls
Pseudo strike
57.37
IV
36.3%
B/E move
6.3%
Puts
Pseudo strike
54.32
IV
42.3%
B/E move
5.7%

45Δ

Calls
Pseudo strike
56.64
IV
37.0%
B/E move
5.6%
Puts
Pseudo strike
55.18
IV
42.4%
B/E move
4.9%

50Δ

Calls
Pseudo strike
55.91
IV
37.6%
B/E move
4.9%
Puts
Pseudo strike
56.05
IV
42.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
55.18
IV
38.3%
B/E move
4.2%
Puts
Pseudo strike
56.92
IV
43.2%
B/E move
3.6%

60Δ

Calls
Pseudo strike
54.44
IV
38.0%
B/E move
3.6%
Puts
Pseudo strike
57.86
IV
43.9%
B/E move
3.0%

65Δ

Calls
Pseudo strike
53.69
IV
37.4%
B/E move
3.0%
Puts
Pseudo strike
58.93
IV
44.8%
B/E move
2.5%

70Δ

Calls
Pseudo strike
52.94
IV
36.8%
B/E move
2.4%
Puts
Pseudo strike
60.01
IV
45.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
52.01
IV
36.6%
B/E move
1.9%
Puts
Pseudo strike
62.06
IV
51.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
50.81
IV
36.9%
B/E move
1.6%
Puts
Pseudo strike
66.18
IV
65.7%
B/E move
1.5%

Options history

No recorded observations