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Pentair plc PNR

i

Market datapartial · fetched 2026-10-23T04:27:28.329Z

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$3.37$6.38$9.40$12.41$46.64$50.70$54.77$58.83$62.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PNR spot · $55.44PNR PRICE$0.68$0.80$1.04$1.28$1.54$1.90$2.26$2.62$3.02$3.44$3.86$4.52$5.52$0.84$1.09$1.34$1.70$2.05$2.43$2.94$3.45$4.06$4.85$5.64$7.52$11.54
PutsExpensive1.30×
CallsExpensive1.06×
SkewBearish+8.67 pp
Implied moveBearish±$5.20
TiltBearish20.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.8541.6%12.8%50.3146.0%10.8%
25Δ59.8336.3%9.4%51.4844.4%9.1%
30Δ59.0136.5%8.3%52.6143.0%7.5%
35Δ58.1836.7%7.2%53.4643.0%6.6%
40Δ57.3737.0%6.3%54.3243.0%5.7%
45Δ56.6437.7%5.6%55.1843.1%4.9%
50Δ55.9038.3%4.9%56.0543.5%4.2%
55Δ55.1739.0%4.2%56.9143.9%3.6%
60Δ54.4338.7%3.6%57.8544.6%3.0%
65Δ53.6838.1%3.0%58.9245.5%2.5%
70Δ52.9337.6%2.4%59.9946.5%2.0%
75Δ51.9937.4%1.9%62.0352.4%1.7%
80Δ50.7937.6%1.6%66.1366.6%1.5%

20Δ

Calls
Pseudo strike
61.85
IV
41.6%
B/E move
12.8%
Puts
Pseudo strike
50.31
IV
46.0%
B/E move
10.8%

25Δ

Calls
Pseudo strike
59.83
IV
36.3%
B/E move
9.4%
Puts
Pseudo strike
51.48
IV
44.4%
B/E move
9.1%

30Δ

Calls
Pseudo strike
59.01
IV
36.5%
B/E move
8.3%
Puts
Pseudo strike
52.61
IV
43.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
58.18
IV
36.7%
B/E move
7.2%
Puts
Pseudo strike
53.46
IV
43.0%
B/E move
6.6%

40Δ

Calls
Pseudo strike
57.37
IV
37.0%
B/E move
6.3%
Puts
Pseudo strike
54.32
IV
43.0%
B/E move
5.7%

45Δ

Calls
Pseudo strike
56.64
IV
37.7%
B/E move
5.6%
Puts
Pseudo strike
55.18
IV
43.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
55.90
IV
38.3%
B/E move
4.9%
Puts
Pseudo strike
56.05
IV
43.5%
B/E move
4.2%

55Δ

Calls
Pseudo strike
55.17
IV
39.0%
B/E move
4.2%
Puts
Pseudo strike
56.91
IV
43.9%
B/E move
3.6%

60Δ

Calls
Pseudo strike
54.43
IV
38.7%
B/E move
3.6%
Puts
Pseudo strike
57.85
IV
44.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
53.68
IV
38.1%
B/E move
3.0%
Puts
Pseudo strike
58.92
IV
45.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
52.93
IV
37.6%
B/E move
2.4%
Puts
Pseudo strike
59.99
IV
46.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
51.99
IV
37.4%
B/E move
1.9%
Puts
Pseudo strike
62.03
IV
52.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
50.79
IV
37.6%
B/E move
1.6%
Puts
Pseudo strike
66.13
IV
66.6%
B/E move
1.5%

Options history

No recorded observations