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Qiagen NV QGEN

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-10-23T20:18:04.034Z

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 · 2026-10-23T20:10:00.002051693Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T20:18:00.484044+00:00

Share price$50.39
1D+0.0%
AH$50.31$50.35$50.39$50.43$50.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMQGEN
Sold putSold callAH

Qiagen NV options

Live interpolated QGEN call and put midpoint premiums by absolute delta.Qiagen NV$0.56$1.08$1.61$2.13$2.65$39.93$44.79$49.64$54.50$59.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive QGEN spot · $50.39QGEN PRICE$0.78$1.07$1.03$0.98$0.94$0.90$0.86$0.82$0.78$0.74$0.70$0.66$0.62$1.07$1.07$1.13$1.24$1.35$1.46$1.58$1.69$1.80$1.91$2.03$2.14$2.50
PutsCheap0.88×
CallsCheap0.65×
SkewBearish+0.40 pp
Implied moveBearish±$2.44
TiltBearish31.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ56.0244.6%12.7%43.7966.5%15.2%
25Δ57.3757.9%16.0%46.2050.8%10.5%
30Δ56.7253.2%14.6%47.7241.2%7.5%
35Δ56.0748.5%13.2%48.2138.7%6.8%
40Δ55.4343.8%11.9%48.7036.2%6.0%
45Δ54.7839.1%10.5%49.1933.6%5.3%
50Δ54.1334.4%9.1%49.6831.1%4.5%
55Δ53.4829.6%7.8%50.1728.6%3.8%
60Δ52.8324.9%6.4%50.6626.1%3.0%
65Δ52.1820.2%5.0%51.1523.6%2.3%
70Δ51.5315.5%3.7%51.6321.1%1.6%
75Δ50.8910.8%2.3%52.1218.6%0.8%
80Δ50.246.0%0.9%52.7917.6%0.2%

20Δ

Calls
Pseudo strike
56.02
IV
44.6%
B/E move
12.7%
Puts
Pseudo strike
43.79
IV
66.5%
B/E move
15.2%

25Δ

Calls
Pseudo strike
57.37
IV
57.9%
B/E move
16.0%
Puts
Pseudo strike
46.20
IV
50.8%
B/E move
10.5%

30Δ

Calls
Pseudo strike
56.72
IV
53.2%
B/E move
14.6%
Puts
Pseudo strike
47.72
IV
41.2%
B/E move
7.5%

35Δ

Calls
Pseudo strike
56.07
IV
48.5%
B/E move
13.2%
Puts
Pseudo strike
48.21
IV
38.7%
B/E move
6.8%

40Δ

Calls
Pseudo strike
55.43
IV
43.8%
B/E move
11.9%
Puts
Pseudo strike
48.70
IV
36.2%
B/E move
6.0%

45Δ

Calls
Pseudo strike
54.78
IV
39.1%
B/E move
10.5%
Puts
Pseudo strike
49.19
IV
33.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
54.13
IV
34.4%
B/E move
9.1%
Puts
Pseudo strike
49.68
IV
31.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
53.48
IV
29.6%
B/E move
7.8%
Puts
Pseudo strike
50.17
IV
28.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
52.83
IV
24.9%
B/E move
6.4%
Puts
Pseudo strike
50.66
IV
26.1%
B/E move
3.0%

65Δ

Calls
Pseudo strike
52.18
IV
20.2%
B/E move
5.0%
Puts
Pseudo strike
51.15
IV
23.6%
B/E move
2.3%

70Δ

Calls
Pseudo strike
51.53
IV
15.5%
B/E move
3.7%
Puts
Pseudo strike
51.63
IV
21.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
50.89
IV
10.8%
B/E move
2.3%
Puts
Pseudo strike
52.12
IV
18.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
50.24
IV
6.0%
B/E move
0.9%
Puts
Pseudo strike
52.79
IV
17.6%
B/E move
0.2%

Options history

No recorded observations