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Roper Technologies, Inc. Common Stock ROP

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Market dataready · fetched 2026-11-12T01:30:34.028Z

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 · 2026-11-11T22:48:37.525770355Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:30:33.407864+00:00

Share price$477.04
1D+0.5%
AH$469$472$474$476$4795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROP
Sold putSold callAH

Roper Technologies, Inc. Common Stock options

Live interpolated ROP call and put midpoint premiums by absolute delta.Roper Technologies, Inc. Common Stock$2.69$9.06$15.43$21.79$28.16$430.01$452.60$475.20$497.79$520.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROP spot · $477.04ROP PRICE$3.38$4.29$5.02$6.10$7.59$9.09$10.63$12.24$13.85$16.02$18.68$21.35$25.54$3.38$4.23$4.85$5.47$6.60$7.85$9.09$10.69$13.29$15.89$18.92$22.63$26.33
PutsCheap0.63×
CallsCheap0.79×
SkewBullish-4.13 pp
Implied moveBullish±$19.72
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ505.9141.6%6.8%453.7639.4%5.6%
25Δ499.1039.7%5.5%460.0336.8%4.5%
30Δ493.2336.5%4.4%464.6233.5%3.6%
35Δ488.4835.1%3.7%469.2130.3%2.8%
40Δ485.1035.8%3.3%472.3229.6%2.4%
45Δ481.7336.5%2.9%475.1329.4%2.0%
50Δ478.3536.6%2.5%477.9429.2%1.7%
55Δ474.9636.0%2.1%480.9229.4%1.4%
60Δ471.5835.5%1.8%484.3930.8%1.2%
65Δ467.9535.4%1.5%487.8632.3%1.1%
70Δ464.1235.7%1.2%491.7633.5%0.9%
75Δ460.2936.1%1.0%496.3734.5%0.7%
80Δ455.1336.9%0.8%500.9635.0%0.5%

20Δ

Calls
Pseudo strike
505.91
IV
41.6%
B/E move
6.8%
Puts
Pseudo strike
453.76
IV
39.4%
B/E move
5.6%

25Δ

Calls
Pseudo strike
499.10
IV
39.7%
B/E move
5.5%
Puts
Pseudo strike
460.03
IV
36.8%
B/E move
4.5%

30Δ

Calls
Pseudo strike
493.23
IV
36.5%
B/E move
4.4%
Puts
Pseudo strike
464.62
IV
33.5%
B/E move
3.6%

35Δ

Calls
Pseudo strike
488.48
IV
35.1%
B/E move
3.7%
Puts
Pseudo strike
469.21
IV
30.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
485.10
IV
35.8%
B/E move
3.3%
Puts
Pseudo strike
472.32
IV
29.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
481.73
IV
36.5%
B/E move
2.9%
Puts
Pseudo strike
475.13
IV
29.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
478.35
IV
36.6%
B/E move
2.5%
Puts
Pseudo strike
477.94
IV
29.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
474.96
IV
36.0%
B/E move
2.1%
Puts
Pseudo strike
480.92
IV
29.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
471.58
IV
35.5%
B/E move
1.8%
Puts
Pseudo strike
484.39
IV
30.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
467.95
IV
35.4%
B/E move
1.5%
Puts
Pseudo strike
487.86
IV
32.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
464.12
IV
35.7%
B/E move
1.2%
Puts
Pseudo strike
491.76
IV
33.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
460.29
IV
36.1%
B/E move
1.0%
Puts
Pseudo strike
496.37
IV
34.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
455.13
IV
36.9%
B/E move
0.8%
Puts
Pseudo strike
500.96
IV
35.0%
B/E move
0.5%

Options history

IV · four-Friday blend30.96%
Daily close
ROP28.0%33.9%39.7%2026-08-13: 30.74%2026-08-14: 30.07%2026-08-17: 31.46%2026-08-18: 34.68%2026-08-19: 34.86%2026-08-20: 36.17%2026-08-21: 30.35%2026-08-24: 30.30%2026-08-25: 30.57%2026-08-26: 28.80%2026-08-27: 29.81%2026-08-28: 28.84%2026-08-31: 29.00%2026-09-01: 29.81%2026-09-02: 29.12%2026-09-03: 29.33%2026-09-04: 28.82%2026-09-08: 31.96%2026-09-09: 32.58%2026-09-10: 31.18%2026-09-11: 31.66%2026-09-14: 30.97%2026-09-15: 35.58%2026-09-16: 36.47%2026-09-17: 38.94%2026-09-18: 30.50%2026-09-21: 31.57%2026-09-22: 30.56%2026-09-23: 30.25%2026-09-24: 32.48%2026-09-25: 31.53%2026-09-28: 31.02%2026-09-29: 31.90%2026-09-30: 32.07%2026-10-01: 31.53%2026-10-02: 31.06%2026-10-05: 30.92%2026-10-06: 31.26%2026-10-07: 31.12%2026-10-08: 30.76%2026-10-09: 30.77%2026-10-12: 30.37%2026-10-13: 29.75%2026-10-14: 34.19%2026-10-16: 30.68%2026-10-19: 31.18%2026-10-20: 31.40%2026-10-21: 31.74%2026-10-22: 30.98%2026-10-23: 29.96%2026-10-26: 30.13%2026-10-27: 30.32%2026-10-28: 29.60%2026-10-29: 30.14%2026-10-30: 30.96%Aug 13Sep 22Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
30.74%
30.07%
31.46%
34.68%
34.86%
36.17%
30.35%
30.30%
30.57%
28.80%
29.81%
28.84%
29.00%
29.81%
29.12%
29.33%
28.82%
31.96%
32.58%
31.18%
31.66%
30.97%
35.58%
36.47%
38.94%
30.50%
31.57%
30.56%
30.25%
32.48%
31.53%
31.02%
31.90%
32.07%
31.53%
31.06%
30.92%
31.26%
31.12%
30.76%
30.77%
30.37%
29.75%
34.19%
30.68%
31.18%
31.40%
31.74%
30.98%
29.96%
30.13%
30.32%
29.60%
30.14%
30.96%