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Rollins, Inc. ROL

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Market datapartial · fetched 2026-10-22T23:43:25.336Z

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 · 2026-10-22T23:00:00.00167095Z

FundamentalsAlpha Vantage · unavailable

Share price$35.31
1D+11.1%
AH$31$32$33$34$365:30 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.$0.18$2.13$4.08$6.03$7.99$27.10$31.18$35.25$39.33$43.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROL spot · $35.31ROL PRICE$0.60$0.39$0.53$0.67$0.81$0.95$1.09$1.23$1.43$1.71$1.99$2.27$2.55$0.42$0.58$0.73$0.88$1.03$1.25$1.57$1.89$2.21$2.53$3.41$5.88$7.42
PutsCheap0.60×
CallsCheap0.46×
SkewBearish+9.61 pp
Implied moveBearish±$2.65
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.7976.4%34.2%32.6735.7%8.7%
25Δ37.3325.9%6.8%33.1735.2%7.7%
30Δ36.9826.1%6.2%33.6834.8%6.7%
35Δ36.6226.3%5.6%34.1834.3%5.7%
40Δ36.2626.5%5.0%34.6933.8%4.7%
45Δ35.9126.7%4.4%35.1833.8%3.9%
50Δ35.5527.0%3.8%35.6734.5%3.4%
55Δ35.1927.2%3.1%36.1535.2%3.0%
60Δ34.8127.2%2.6%36.6435.9%2.5%
65Δ34.4226.9%2.3%37.1236.6%2.0%
70Δ34.0226.6%2.0%38.1042.7%1.8%
75Δ33.6226.4%1.6%40.4861.5%2.0%
80Δ33.2226.1%1.3%42.1966.0%1.5%

20Δ

Calls
Pseudo strike
46.79
IV
76.4%
B/E move
34.2%
Puts
Pseudo strike
32.67
IV
35.7%
B/E move
8.7%

25Δ

Calls
Pseudo strike
37.33
IV
25.9%
B/E move
6.8%
Puts
Pseudo strike
33.17
IV
35.2%
B/E move
7.7%

30Δ

Calls
Pseudo strike
36.98
IV
26.1%
B/E move
6.2%
Puts
Pseudo strike
33.68
IV
34.8%
B/E move
6.7%

35Δ

Calls
Pseudo strike
36.62
IV
26.3%
B/E move
5.6%
Puts
Pseudo strike
34.18
IV
34.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
36.26
IV
26.5%
B/E move
5.0%
Puts
Pseudo strike
34.69
IV
33.8%
B/E move
4.7%

45Δ

Calls
Pseudo strike
35.91
IV
26.7%
B/E move
4.4%
Puts
Pseudo strike
35.18
IV
33.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
35.55
IV
27.0%
B/E move
3.8%
Puts
Pseudo strike
35.67
IV
34.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
35.19
IV
27.2%
B/E move
3.1%
Puts
Pseudo strike
36.15
IV
35.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
34.81
IV
27.2%
B/E move
2.6%
Puts
Pseudo strike
36.64
IV
35.9%
B/E move
2.5%

65Δ

Calls
Pseudo strike
34.42
IV
26.9%
B/E move
2.3%
Puts
Pseudo strike
37.12
IV
36.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
34.02
IV
26.6%
B/E move
2.0%
Puts
Pseudo strike
38.10
IV
42.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
33.62
IV
26.4%
B/E move
1.6%
Puts
Pseudo strike
40.48
IV
61.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
33.22
IV
26.1%
B/E move
1.3%
Puts
Pseudo strike
42.19
IV
66.0%
B/E move
1.5%

Options history

No recorded observations