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Rollins, Inc. ROL

i

Market dataready · fetched 2026-11-12T01:20:55.493Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001392718Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:20:54.871428+00:00

Share price$38.47
1D+1.1%
AH$37.71$37.92$38.12$38.32$38.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROL
Sold putSold callAH

Rollins, Inc. options

Live interpolated ROL call and put midpoint premiums by absolute delta.Rollins, Inc.$0.05$1.38$2.71$4.04$5.37$32.96$35.58$38.20$40.81$43.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROL spot · $38.47ROL PRICE$0.19$0.30$0.42$0.55$0.67$0.79$0.91$1.03$1.15$1.27$1.40$3.16$4.99$0.23$0.29$0.43$0.68$0.93$1.19$1.44$1.69$1.95$2.20$2.65$3.11$3.57
PutsCheap0.59×
CallsCheap0.54×
SkewBearish+8.83 pp
Implied moveBearish±$2.35
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.1229.4%4.8%36.5634.6%5.6%
25Δ39.7829.3%4.2%37.1531.9%4.2%
30Δ39.5329.8%3.9%37.6331.5%3.3%
35Δ39.2830.3%3.5%37.9734.8%3.1%
40Δ39.0330.7%3.2%38.3038.1%2.9%
45Δ38.7731.2%2.8%38.6341.4%2.7%
50Δ38.5231.7%2.5%38.9744.8%2.5%
55Δ38.2732.1%2.2%39.3048.1%2.2%
60Δ38.0132.6%1.8%39.6451.4%2.0%
65Δ37.7633.1%1.5%39.9754.7%1.8%
70Δ37.5133.6%1.1%40.5354.8%1.5%
75Δ35.6850.0%1.0%41.1254.7%1.2%
80Δ33.8066.9%0.8%41.7154.5%0.9%

20Δ

Calls
Pseudo strike
40.12
IV
29.4%
B/E move
4.8%
Puts
Pseudo strike
36.56
IV
34.6%
B/E move
5.6%

25Δ

Calls
Pseudo strike
39.78
IV
29.3%
B/E move
4.2%
Puts
Pseudo strike
37.15
IV
31.9%
B/E move
4.2%

30Δ

Calls
Pseudo strike
39.53
IV
29.8%
B/E move
3.9%
Puts
Pseudo strike
37.63
IV
31.5%
B/E move
3.3%

35Δ

Calls
Pseudo strike
39.28
IV
30.3%
B/E move
3.5%
Puts
Pseudo strike
37.97
IV
34.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
39.03
IV
30.7%
B/E move
3.2%
Puts
Pseudo strike
38.30
IV
38.1%
B/E move
2.9%

45Δ

Calls
Pseudo strike
38.77
IV
31.2%
B/E move
2.8%
Puts
Pseudo strike
38.63
IV
41.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
38.52
IV
31.7%
B/E move
2.5%
Puts
Pseudo strike
38.97
IV
44.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
38.27
IV
32.1%
B/E move
2.2%
Puts
Pseudo strike
39.30
IV
48.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
38.01
IV
32.6%
B/E move
1.8%
Puts
Pseudo strike
39.64
IV
51.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
37.76
IV
33.1%
B/E move
1.5%
Puts
Pseudo strike
39.97
IV
54.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
37.51
IV
33.6%
B/E move
1.1%
Puts
Pseudo strike
40.53
IV
54.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
35.68
IV
50.0%
B/E move
1.0%
Puts
Pseudo strike
41.12
IV
54.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
33.80
IV
66.9%
B/E move
0.8%
Puts
Pseudo strike
41.71
IV
54.5%
B/E move
0.9%

Options history

IV · four-Friday blend30.89%
Daily close
ROL26.8%34.7%42.6%2026-08-21: 29.61%2026-08-24: 29.14%2026-08-25: 30.01%2026-08-26: 29.75%2026-08-27: 29.84%2026-08-28: 28.98%2026-08-31: 30.05%2026-09-02: 30.32%2026-09-03: 27.90%2026-09-08: 30.49%2026-09-09: 31.18%2026-09-14: 40.71%2026-09-18: 32.69%2026-09-21: 33.63%2026-09-22: 32.18%2026-09-23: 30.55%2026-09-24: 34.74%2026-09-25: 34.13%2026-09-29: 34.48%2026-09-30: 33.84%2026-10-01: 36.13%2026-10-02: 34.41%2026-10-05: 33.80%2026-10-06: 38.66%2026-10-08: 36.07%2026-10-14: 41.52%2026-10-16: 35.25%2026-10-19: 37.34%2026-10-20: 37.67%2026-10-21: 36.84%2026-10-22: 31.28%2026-10-23: 33.42%2026-10-26: 34.21%2026-10-27: 34.64%2026-10-28: 33.39%2026-10-29: 30.68%2026-10-30: 30.89%Aug 21Sep 29Oct 30
37 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
29.61%
29.14%
30.01%
29.75%
29.84%
28.98%
30.05%
30.32%
27.90%
30.49%
31.18%
40.71%
32.69%
33.63%
32.18%
30.55%
34.74%
34.13%
34.48%
33.84%
36.13%
34.41%
33.80%
38.66%
36.07%
41.52%
35.25%
37.34%
37.67%
36.84%
31.28%
33.42%
34.21%
34.64%
33.39%
30.68%
30.89%