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QuidelOrtho Corporation Common Stock QDEL

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Market datapartial · fetched 2026-10-23T19:06:50.182Z

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 · 2026-10-23T19:06:33.258855733Z

FundamentalsAlpha Vantage · unavailable

Share price$13.50
1D+3.2%
$12.47$12.77$13.07$13.36$13.665:30 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$0.56$1.88$3.19$4.50$5.81$7.80$11.04$14.28$17.51$20.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QDEL spot · $13.50QDEL PRICE$1.15$1.27$1.39$1.51$1.63$1.75$1.87$1.99$2.63$3.49$4.35$0.71$0.88$1.06$1.26$1.60$1.94$2.28$2.62$3.03$3.45$3.88$4.30$5.43
PutsExpensive1.21×
CallsExpensive1.55×
SkewBullish-41.59 pp
Implied moveBearish±$3.91
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.44140.1%27.9%
25Δ11.17131.9%23.8%
30Δ24.02224.3%86.4%11.90123.6%19.7%
35Δ22.44207.4%75.6%12.60116.9%16.0%
40Δ20.86190.5%64.8%13.18117.4%14.2%
45Δ19.28173.7%54.0%13.75117.8%12.5%
50Δ17.70156.8%43.2%14.33118.3%10.7%
55Δ16.12140.0%32.4%14.90118.7%9.0%
60Δ14.54123.1%21.6%15.50116.3%7.6%
65Δ12.96106.3%10.8%16.11113.3%6.2%
70Δ11.87120.3%7.5%16.72110.4%4.9%
75Δ10.99147.3%7.3%17.32107.4%3.5%
80Δ10.10174.3%7.1%18.58111.9%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.44
IV
140.1%
B/E move
27.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.17
IV
131.9%
B/E move
23.8%

30Δ

Calls
Pseudo strike
24.02
IV
224.3%
B/E move
86.4%
Puts
Pseudo strike
11.90
IV
123.6%
B/E move
19.7%

35Δ

Calls
Pseudo strike
22.44
IV
207.4%
B/E move
75.6%
Puts
Pseudo strike
12.60
IV
116.9%
B/E move
16.0%

40Δ

Calls
Pseudo strike
20.86
IV
190.5%
B/E move
64.8%
Puts
Pseudo strike
13.18
IV
117.4%
B/E move
14.2%

45Δ

Calls
Pseudo strike
19.28
IV
173.7%
B/E move
54.0%
Puts
Pseudo strike
13.75
IV
117.8%
B/E move
12.5%

50Δ

Calls
Pseudo strike
17.70
IV
156.8%
B/E move
43.2%
Puts
Pseudo strike
14.33
IV
118.3%
B/E move
10.7%

55Δ

Calls
Pseudo strike
16.12
IV
140.0%
B/E move
32.4%
Puts
Pseudo strike
14.90
IV
118.7%
B/E move
9.0%

60Δ

Calls
Pseudo strike
14.54
IV
123.1%
B/E move
21.6%
Puts
Pseudo strike
15.50
IV
116.3%
B/E move
7.6%

65Δ

Calls
Pseudo strike
12.96
IV
106.3%
B/E move
10.8%
Puts
Pseudo strike
16.11
IV
113.3%
B/E move
6.2%

70Δ

Calls
Pseudo strike
11.87
IV
120.3%
B/E move
7.5%
Puts
Pseudo strike
16.72
IV
110.4%
B/E move
4.9%

75Δ

Calls
Pseudo strike
10.99
IV
147.3%
B/E move
7.3%
Puts
Pseudo strike
17.32
IV
107.4%
B/E move
3.5%

80Δ

Calls
Pseudo strike
10.10
IV
174.3%
B/E move
7.1%
Puts
Pseudo strike
18.58
IV
111.9%
B/E move
2.6%

Options history

No recorded observations