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Roper Technologies, Inc. Common Stock ROP

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Market datapartial · fetched 2026-10-22T23:44:05.859Z

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 · 2026-10-22T23:15:14.016338528Z

FundamentalsAlpha Vantage · unavailable

Share price$433.83
1D+9.9%
AH$394$406$418$430$4425:30 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$3.16$12.34$21.53$30.71$39.90$330.98$372.98$414.98$456.99$498.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROP spot · $433.83ROP PRICE$4.15$5.41$6.82$8.38$10.59$13.05$15.17$17.01$20.04$23.98$27.65$31.24$37.05$4.20$5.44$6.71$8.48$10.37$12.50$14.86$17.14$19.15$21.16$25.51$30.79$37.25
PutsExpensive1.06×
CallsCheap0.80×
SkewBullish-4.04 pp
Implied moveBalanced±$30.03
TiltBalanced1.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ471.0931.6%9.5%406.8929.5%7.2%
25Δ463.5230.9%8.1%413.2728.5%6.0%
30Δ457.0630.4%6.9%418.9427.6%5.0%
35Δ451.5130.4%6.0%423.5227.8%4.3%
40Δ446.6531.4%5.4%427.8628.1%3.8%
45Δ442.0632.9%4.9%432.2428.4%3.2%
50Δ437.2232.8%4.3%436.6528.6%2.8%
55Δ432.1831.6%3.5%440.9728.5%2.3%
60Δ426.8732.0%3.0%445.0027.4%1.8%
65Δ421.3633.6%2.7%449.0326.4%1.4%
70Δ415.8133.7%2.2%454.6827.2%1.1%
75Δ410.2633.3%1.8%461.0528.5%0.8%
80Δ402.9334.2%1.4%468.6529.6%0.6%

20Δ

Calls
Pseudo strike
471.09
IV
31.6%
B/E move
9.5%
Puts
Pseudo strike
406.89
IV
29.5%
B/E move
7.2%

25Δ

Calls
Pseudo strike
463.52
IV
30.9%
B/E move
8.1%
Puts
Pseudo strike
413.27
IV
28.5%
B/E move
6.0%

30Δ

Calls
Pseudo strike
457.06
IV
30.4%
B/E move
6.9%
Puts
Pseudo strike
418.94
IV
27.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
451.51
IV
30.4%
B/E move
6.0%
Puts
Pseudo strike
423.52
IV
27.8%
B/E move
4.3%

40Δ

Calls
Pseudo strike
446.65
IV
31.4%
B/E move
5.4%
Puts
Pseudo strike
427.86
IV
28.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
442.06
IV
32.9%
B/E move
4.9%
Puts
Pseudo strike
432.24
IV
28.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
437.22
IV
32.8%
B/E move
4.3%
Puts
Pseudo strike
436.65
IV
28.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
432.18
IV
31.6%
B/E move
3.5%
Puts
Pseudo strike
440.97
IV
28.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
426.87
IV
32.0%
B/E move
3.0%
Puts
Pseudo strike
445.00
IV
27.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
421.36
IV
33.6%
B/E move
2.7%
Puts
Pseudo strike
449.03
IV
26.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
415.81
IV
33.7%
B/E move
2.2%
Puts
Pseudo strike
454.68
IV
27.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
410.26
IV
33.3%
B/E move
1.8%
Puts
Pseudo strike
461.05
IV
28.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
402.93
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
468.65
IV
29.6%
B/E move
0.6%

Options history

No recorded observations