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Resideo Technologies, Inc. Common Stock REZI

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Market datapartial · fetched 2026-10-23T02:59:09.895Z

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 · 2026-10-22T23:00:00.003150575Z

FundamentalsAlpha Vantage · unavailable

Share price$17.79
1D+1.3%
AH$17.33$17.46$17.58$17.70$17.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREZI
Sold putSold callAH

Resideo Technologies, Inc. Common Stock options

Live interpolated REZI call and put midpoint premiums by absolute delta.Resideo Technologies, Inc. Common Stock$0.20$3.00$5.81$8.62$11.43$12.23$14.76$17.30$19.83$22.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REZI spot · $17.79REZI PRICE$0.50$0.57$0.67$0.80$0.97$1.15$1.32$1.50$1.67$1.83$2.00$2.16$2.32$0.53$0.71$0.88$1.05$1.23$1.63$2.20$2.78$3.35$3.90$4.44$4.99$10.62
PutsExpensive2.03×
CallsExpensive1.75×
SkewBearish+19.79 pp
Implied moveBearish±$3.53
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.85103.0%36.9%15.0284.3%18.5%
25Δ21.7785.7%25.6%15.5882.0%16.4%
30Δ20.6678.6%19.9%16.1479.7%14.2%
35Δ19.8074.1%15.8%16.7077.4%12.0%
40Δ19.3073.6%13.9%17.2675.1%9.9%
45Δ18.7973.1%12.1%17.8978.4%8.6%
50Δ18.2972.6%10.2%18.5985.8%7.9%
55Δ17.7972.1%8.4%19.2893.2%7.2%
60Δ17.3669.9%7.0%19.97100.6%6.6%
65Δ17.0365.2%6.0%20.7299.0%5.5%
70Δ16.6960.6%5.1%21.4697.1%4.3%
75Δ16.3655.9%4.1%22.2195.2%3.2%
80Δ16.0351.3%3.2%27.85145.0%3.2%

20Δ

Calls
Pseudo strike
23.85
IV
103.0%
B/E move
36.9%
Puts
Pseudo strike
15.02
IV
84.3%
B/E move
18.5%

25Δ

Calls
Pseudo strike
21.77
IV
85.7%
B/E move
25.6%
Puts
Pseudo strike
15.58
IV
82.0%
B/E move
16.4%

30Δ

Calls
Pseudo strike
20.66
IV
78.6%
B/E move
19.9%
Puts
Pseudo strike
16.14
IV
79.7%
B/E move
14.2%

35Δ

Calls
Pseudo strike
19.80
IV
74.1%
B/E move
15.8%
Puts
Pseudo strike
16.70
IV
77.4%
B/E move
12.0%

40Δ

Calls
Pseudo strike
19.30
IV
73.6%
B/E move
13.9%
Puts
Pseudo strike
17.26
IV
75.1%
B/E move
9.9%

45Δ

Calls
Pseudo strike
18.79
IV
73.1%
B/E move
12.1%
Puts
Pseudo strike
17.89
IV
78.4%
B/E move
8.6%

50Δ

Calls
Pseudo strike
18.29
IV
72.6%
B/E move
10.2%
Puts
Pseudo strike
18.59
IV
85.8%
B/E move
7.9%

55Δ

Calls
Pseudo strike
17.79
IV
72.1%
B/E move
8.4%
Puts
Pseudo strike
19.28
IV
93.2%
B/E move
7.2%

60Δ

Calls
Pseudo strike
17.36
IV
69.9%
B/E move
7.0%
Puts
Pseudo strike
19.97
IV
100.6%
B/E move
6.6%

65Δ

Calls
Pseudo strike
17.03
IV
65.2%
B/E move
6.0%
Puts
Pseudo strike
20.72
IV
99.0%
B/E move
5.5%

70Δ

Calls
Pseudo strike
16.69
IV
60.6%
B/E move
5.1%
Puts
Pseudo strike
21.46
IV
97.1%
B/E move
4.3%

75Δ

Calls
Pseudo strike
16.36
IV
55.9%
B/E move
4.1%
Puts
Pseudo strike
22.21
IV
95.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
16.03
IV
51.3%
B/E move
3.2%
Puts
Pseudo strike
27.85
IV
145.0%
B/E move
3.2%

Options history

No recorded observations