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Qiagen NV QGEN

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-10-22T14:52:31.665Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T14:52:24.731791378Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:43:19.790614+00:00

Share price$50.30
1D-0.4%
$50.17$50.27$50.36$50.45$50.555:30 AM6:30 AM9:00 AM1:00 PMQGEN
Sold putSold call

Qiagen NV options

Live interpolated QGEN call and put midpoint premiums by absolute delta.Qiagen NV$0.47$1.46$2.45$3.44$4.44$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEQGEN PRICE$1.75$3.09$0.58$0.97$1.37$1.77$2.16$2.56$2.96$3.36$3.75$4.15
PutsCheap0.34×
CallsCheap0.27×
SkewBearish+0.66 pp
Implied move——
TiltBearish66.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ50.377.2%1.0%
40Δ50.838.4%0.9%
45Δ51.289.5%0.8%
50Δ51.7310.6%0.7%
55Δ52.1911.8%0.5%
60Δ52.6412.9%0.4%
65Δ53.1014.1%0.3%
70Δ53.5515.2%0.2%
75Δ49.009.1%0.9%54.0016.3%0.1%
80Δ47.5914.2%0.8%54.4617.5%0.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.37
IV
7.2%
B/E move
1.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.83
IV
8.4%
B/E move
0.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.28
IV
9.5%
B/E move
0.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.73
IV
10.6%
B/E move
0.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.19
IV
11.8%
B/E move
0.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.64
IV
12.9%
B/E move
0.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.10
IV
14.1%
B/E move
0.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.55
IV
15.2%
B/E move
0.2%

75Δ

Calls
Pseudo strike
49.00
IV
9.1%
B/E move
0.9%
Puts
Pseudo strike
54.00
IV
16.3%
B/E move
0.1%

80Δ

Calls
Pseudo strike
47.59
IV
14.2%
B/E move
0.8%
Puts
Pseudo strike
54.46
IV
17.5%
B/E move
0.0%

Options history

No recorded observations