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Pool Corporation Common Stock POOL

INDUSTRIALS · INDUSTRIAL DISTRIBUTION
i

Market dataready · fetched 2026-11-12T02:09:57.854Z

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 · 2026-11-11T21:00:02.424347901Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:02:40.624511+00:00

Share price$215.78
1D-0.3%
AH$212$213$215$216$2175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPOOL
Sold putSold callAH

Pool Corporation Common Stock options

Live interpolated POOL call and put midpoint premiums by absolute delta.Pool Corporation Common Stock$1.46$5.05$8.64$12.23$15.82$194.62$204.72$214.83$224.93$235.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive POOL spot · $215.78POOL PRICE$1.85$2.44$3.08$3.72$4.36$5.04$5.75$6.45$7.15$7.86$8.68$10.76$12.84$2.11$2.88$3.65$4.42$5.05$5.67$6.29$6.91$7.53$9.25$11.10$12.94$14.79
PutsCheap0.88×
CallsFair0.95×
SkewBearish+1.67 pp
Implied moveBearish±$12.04
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ231.6350.0%8.2%203.3147.2%6.8%
25Δ228.6250.0%7.1%205.5249.1%6.1%
30Δ226.0049.0%6.2%207.7250.9%5.4%
35Δ223.3947.9%5.3%209.9252.8%4.8%
40Δ220.7846.9%4.3%211.9050.3%4.1%
45Δ218.7545.4%3.7%213.8747.6%3.5%
50Δ216.9743.7%3.2%215.8544.9%2.9%
55Δ215.1942.0%2.7%217.8242.3%2.3%
60Δ213.4140.3%2.2%219.7939.6%1.6%
65Δ211.6338.6%1.7%222.1240.0%1.4%
70Δ209.7837.2%1.2%224.4840.8%1.1%
75Δ207.2538.0%1.0%226.8541.7%0.9%
80Δ204.7138.9%0.8%229.2142.5%0.6%

20Δ

Calls
Pseudo strike
231.63
IV
50.0%
B/E move
8.2%
Puts
Pseudo strike
203.31
IV
47.2%
B/E move
6.8%

25Δ

Calls
Pseudo strike
228.62
IV
50.0%
B/E move
7.1%
Puts
Pseudo strike
205.52
IV
49.1%
B/E move
6.1%

30Δ

Calls
Pseudo strike
226.00
IV
49.0%
B/E move
6.2%
Puts
Pseudo strike
207.72
IV
50.9%
B/E move
5.4%

35Δ

Calls
Pseudo strike
223.39
IV
47.9%
B/E move
5.3%
Puts
Pseudo strike
209.92
IV
52.8%
B/E move
4.8%

40Δ

Calls
Pseudo strike
220.78
IV
46.9%
B/E move
4.3%
Puts
Pseudo strike
211.90
IV
50.3%
B/E move
4.1%

45Δ

Calls
Pseudo strike
218.75
IV
45.4%
B/E move
3.7%
Puts
Pseudo strike
213.87
IV
47.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
216.97
IV
43.7%
B/E move
3.2%
Puts
Pseudo strike
215.85
IV
44.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
215.19
IV
42.0%
B/E move
2.7%
Puts
Pseudo strike
217.82
IV
42.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
213.41
IV
40.3%
B/E move
2.2%
Puts
Pseudo strike
219.79
IV
39.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
211.63
IV
38.6%
B/E move
1.7%
Puts
Pseudo strike
222.12
IV
40.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
209.78
IV
37.2%
B/E move
1.2%
Puts
Pseudo strike
224.48
IV
40.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
207.25
IV
38.0%
B/E move
1.0%
Puts
Pseudo strike
226.85
IV
41.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
204.71
IV
38.9%
B/E move
0.8%
Puts
Pseudo strike
229.21
IV
42.5%
B/E move
0.6%

Options history

IV · four-Friday blend36.60%
Daily EOD
POOL36.2%38.9%41.5%2026-10-19: 39.02%2026-10-20: 41.11%2026-10-21: 39.65%2026-10-22: 38.21%2026-10-23: 37.07%2026-10-26: 38.73%2026-10-27: 37.17%2026-10-28: 37.89%2026-10-29: 37.80%2026-10-30: 36.60%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.02%
41.11%
39.65%
38.21%
37.07%
38.73%
37.17%
37.89%
37.80%
36.60%