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Roper Technologies Inc ROP

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-22T21:24:57.655Z

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 · 2026-10-22T20:00:02.510095719Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:24:56.589172+00:00

Share price$436.23
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 options

Live interpolated ROP call and put midpoint premiums by absolute delta.Roper Technologies Inc$2.82$13.77$24.72$35.68$46.63$330.66$373.49$416.32$459.15$501.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROP spot · $436.23ROP PRICE$4.01$5.21$6.49$7.96$9.80$12.15$14.40$16.05$17.71$21.28$24.96$28.03$31.10$4.41$5.74$7.18$9.19$11.20$13.73$16.29$18.62$20.91$25.38$31.19$38.33$43.47
PutsExpensive1.18×
CallsCheap0.73×
SkewBearish+1.79 pp
Implied moveBearish±$30.68
TiltBearish10.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ472.0330.2%9.1%408.1630.7%7.4%
25Δ464.7429.5%7.7%414.6229.9%6.3%
30Δ458.2528.8%6.5%420.5229.2%5.2%
35Δ453.0028.6%5.7%425.1529.8%4.6%
40Δ448.1228.9%5.0%429.7830.4%4.0%
45Δ443.7430.1%4.5%434.5530.8%3.5%
50Δ439.3331.0%4.0%439.3231.3%3.0%
55Δ434.7929.6%3.3%443.9330.6%2.5%
60Δ430.2528.2%2.7%448.5229.7%2.0%
65Δ425.1329.2%2.3%454.5230.8%1.6%
70Δ419.9930.2%2.0%461.5132.9%1.4%
75Δ415.2329.3%1.6%469.9234.9%1.1%
80Δ410.4728.3%1.2%476.6734.0%0.7%

20Δ

Calls
Pseudo strike
472.03
IV
30.2%
B/E move
9.1%
Puts
Pseudo strike
408.16
IV
30.7%
B/E move
7.4%

25Δ

Calls
Pseudo strike
464.74
IV
29.5%
B/E move
7.7%
Puts
Pseudo strike
414.62
IV
29.9%
B/E move
6.3%

30Δ

Calls
Pseudo strike
458.25
IV
28.8%
B/E move
6.5%
Puts
Pseudo strike
420.52
IV
29.2%
B/E move
5.2%

35Δ

Calls
Pseudo strike
453.00
IV
28.6%
B/E move
5.7%
Puts
Pseudo strike
425.15
IV
29.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
448.12
IV
28.9%
B/E move
5.0%
Puts
Pseudo strike
429.78
IV
30.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
443.74
IV
30.1%
B/E move
4.5%
Puts
Pseudo strike
434.55
IV
30.8%
B/E move
3.5%

50Δ

Calls
Pseudo strike
439.33
IV
31.0%
B/E move
4.0%
Puts
Pseudo strike
439.32
IV
31.3%
B/E move
3.0%

55Δ

Calls
Pseudo strike
434.79
IV
29.6%
B/E move
3.3%
Puts
Pseudo strike
443.93
IV
30.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
430.25
IV
28.2%
B/E move
2.7%
Puts
Pseudo strike
448.52
IV
29.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
425.13
IV
29.2%
B/E move
2.3%
Puts
Pseudo strike
454.52
IV
30.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
419.99
IV
30.2%
B/E move
2.0%
Puts
Pseudo strike
461.51
IV
32.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
415.23
IV
29.3%
B/E move
1.6%
Puts
Pseudo strike
469.92
IV
34.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
410.47
IV
28.3%
B/E move
1.2%
Puts
Pseudo strike
476.67
IV
34.0%
B/E move
0.7%

Options history

No recorded observations