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QuidelOrtho Corporation Common Stock QDEL

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Market datapartial · fetched 2026-10-22T16:40:17.999Z

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 · 2026-10-22T16:40:12.535883242Z

FundamentalsAlpha Vantage · unavailable

Share price$13.67
1D-4.6%
$13.68$13.91$14.13$14.35$14.575:30 AM6:30 AM9:00 AM1:00 PMQDEL
Sold putSold call

QuidelOrtho Corporation Common Stock options

Live interpolated QDEL call and put midpoint premiums by absolute delta.QuidelOrtho Corporation Common Stock$0.40$1.44$2.48$3.51$4.55$7.87$10.76$13.65$16.54$19.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QDEL spot · $13.67QDEL PRICE$0.52$0.69$0.87$1.05$1.23$1.52$1.81$2.10$2.39$2.91$3.58$4.25$0.93$0.98$1.03$1.30$1.78$2.27$2.75$3.00$3.14$3.28$3.42$3.56$3.70
PutsExpensive1.28×
CallsExpensive1.19×
SkewBearish+0.97 pp
Implied moveBearish±$4.27
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.19172.4%32.3%
25Δ17.1597.1%29.2%11.12146.6%25.8%
30Δ16.61100.9%26.6%12.05120.7%19.4%
35Δ16.07104.7%23.9%12.83111.9%15.6%
40Δ15.53108.4%21.3%13.49119.6%14.4%
45Δ14.99112.2%18.7%14.14127.3%13.1%
50Δ14.43115.3%16.6%14.80135.0%11.9%
55Δ13.86118.4%14.6%15.24130.9%10.5%
60Δ13.29121.4%12.5%15.58121.4%9.0%
65Δ12.72124.5%10.5%15.92111.9%7.5%
70Δ11.98133.8%9.0%16.27102.4%6.0%
75Δ11.15146.8%7.8%16.6192.9%4.5%
80Δ10.32159.9%6.5%16.9683.4%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.19
IV
172.4%
B/E move
32.3%

25Δ

Calls
Pseudo strike
17.15
IV
97.1%
B/E move
29.2%
Puts
Pseudo strike
11.12
IV
146.6%
B/E move
25.8%

30Δ

Calls
Pseudo strike
16.61
IV
100.9%
B/E move
26.6%
Puts
Pseudo strike
12.05
IV
120.7%
B/E move
19.4%

35Δ

Calls
Pseudo strike
16.07
IV
104.7%
B/E move
23.9%
Puts
Pseudo strike
12.83
IV
111.9%
B/E move
15.6%

40Δ

Calls
Pseudo strike
15.53
IV
108.4%
B/E move
21.3%
Puts
Pseudo strike
13.49
IV
119.6%
B/E move
14.4%

45Δ

Calls
Pseudo strike
14.99
IV
112.2%
B/E move
18.7%
Puts
Pseudo strike
14.14
IV
127.3%
B/E move
13.1%

50Δ

Calls
Pseudo strike
14.43
IV
115.3%
B/E move
16.6%
Puts
Pseudo strike
14.80
IV
135.0%
B/E move
11.9%

55Δ

Calls
Pseudo strike
13.86
IV
118.4%
B/E move
14.6%
Puts
Pseudo strike
15.24
IV
130.9%
B/E move
10.5%

60Δ

Calls
Pseudo strike
13.29
IV
121.4%
B/E move
12.5%
Puts
Pseudo strike
15.58
IV
121.4%
B/E move
9.0%

65Δ

Calls
Pseudo strike
12.72
IV
124.5%
B/E move
10.5%
Puts
Pseudo strike
15.92
IV
111.9%
B/E move
7.5%

70Δ

Calls
Pseudo strike
11.98
IV
133.8%
B/E move
9.0%
Puts
Pseudo strike
16.27
IV
102.4%
B/E move
6.0%

75Δ

Calls
Pseudo strike
11.15
IV
146.8%
B/E move
7.8%
Puts
Pseudo strike
16.61
IV
92.9%
B/E move
4.5%

80Δ

Calls
Pseudo strike
10.32
IV
159.9%
B/E move
6.5%
Puts
Pseudo strike
16.96
IV
83.4%
B/E move
3.0%

Options history

No recorded observations