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QuidelOrtho Corporation Common Stock QDEL

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Market datapartial · fetched 2026-10-22T23:23:29.777Z

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 · 2026-10-22T22:37:34.148954813Z

FundamentalsAlpha Vantage · unavailable

Share price$13.39
1D-6.5%
AH$13.22$13.57$13.92$14.26$14.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQDEL
Sold putSold callAH

QuidelOrtho Corporation Common Stock options

Live interpolated QDEL call and put midpoint premiums by absolute delta.QuidelOrtho Corporation Common Stock$0.43$1.37$2.30$3.23$4.16$8.60$11.36$14.11$16.87$19.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QDEL spot · $13.39QDEL PRICE$0.54$1.01$1.08$1.04$1.01$1.21$1.47$1.73$1.99$2.26$2.61$2.95$3.30$0.65$0.77$0.89$1.03$1.29$1.55$1.81$2.07$2.34$2.70$3.10$3.49$3.89
PutsFair1.04×
CallsExpensive1.35×
SkewBullish-38.49 pp
Implied moveBearish±$3.28
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.75141.5%59.0%10.42131.2%27.0%
25Δ26.64238.5%106.5%11.14119.7%22.5%
30Δ23.03210.0%80.1%11.85108.2%18.1%
35Δ19.41162.7%52.8%12.5597.7%14.0%
40Δ15.80115.4%25.5%13.0197.0%12.4%
45Δ14.59107.6%18.0%13.4896.2%10.9%
50Δ14.06110.9%16.0%13.9595.5%9.4%
55Δ13.54114.3%14.0%14.4294.8%7.8%
60Δ13.01117.6%12.1%14.8894.0%6.3%
65Δ12.48120.7%10.1%15.4091.9%5.2%
70Δ11.91118.3%8.4%15.9389.4%4.2%
75Δ11.33116.0%6.7%16.4686.9%3.2%
80Δ10.75113.6%4.9%16.9884.3%2.2%

20Δ

Calls
Pseudo strike
20.75
IV
141.5%
B/E move
59.0%
Puts
Pseudo strike
10.42
IV
131.2%
B/E move
27.0%

25Δ

Calls
Pseudo strike
26.64
IV
238.5%
B/E move
106.5%
Puts
Pseudo strike
11.14
IV
119.7%
B/E move
22.5%

30Δ

Calls
Pseudo strike
23.03
IV
210.0%
B/E move
80.1%
Puts
Pseudo strike
11.85
IV
108.2%
B/E move
18.1%

35Δ

Calls
Pseudo strike
19.41
IV
162.7%
B/E move
52.8%
Puts
Pseudo strike
12.55
IV
97.7%
B/E move
14.0%

40Δ

Calls
Pseudo strike
15.80
IV
115.4%
B/E move
25.5%
Puts
Pseudo strike
13.01
IV
97.0%
B/E move
12.4%

45Δ

Calls
Pseudo strike
14.59
IV
107.6%
B/E move
18.0%
Puts
Pseudo strike
13.48
IV
96.2%
B/E move
10.9%

50Δ

Calls
Pseudo strike
14.06
IV
110.9%
B/E move
16.0%
Puts
Pseudo strike
13.95
IV
95.5%
B/E move
9.4%

55Δ

Calls
Pseudo strike
13.54
IV
114.3%
B/E move
14.0%
Puts
Pseudo strike
14.42
IV
94.8%
B/E move
7.8%

60Δ

Calls
Pseudo strike
13.01
IV
117.6%
B/E move
12.1%
Puts
Pseudo strike
14.88
IV
94.0%
B/E move
6.3%

65Δ

Calls
Pseudo strike
12.48
IV
120.7%
B/E move
10.1%
Puts
Pseudo strike
15.40
IV
91.9%
B/E move
5.2%

70Δ

Calls
Pseudo strike
11.91
IV
118.3%
B/E move
8.4%
Puts
Pseudo strike
15.93
IV
89.4%
B/E move
4.2%

75Δ

Calls
Pseudo strike
11.33
IV
116.0%
B/E move
6.7%
Puts
Pseudo strike
16.46
IV
86.9%
B/E move
3.2%

80Δ

Calls
Pseudo strike
10.75
IV
113.6%
B/E move
4.9%
Puts
Pseudo strike
16.98
IV
84.3%
B/E move
2.2%

Options history

No recorded observations