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Revvity, Inc. RVTY

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Market datapartial · fetched 2026-10-22T22:59:10.607Z

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 · 2026-10-22T22:30:00.003390287Z

FundamentalsAlpha Vantage · unavailable

Share price$157.36
1D+1.0%
AH$154$156$158$160$1625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRVTY
Sold putSold callAH

Revvity, Inc. options

Live interpolated RVTY call and put midpoint premiums by absolute delta.Revvity, Inc.$1.71$8.64$15.58$22.51$29.44$125.83$141.17$156.50$171.84$187.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RVTY spot · $157.36RVTY PRICE$2.46$3.26$4.14$5.10$6.23$7.46$8.73$10.06$11.68$13.66$15.65$17.95$21.02$3.42$4.36$5.40$6.68$8.02$9.54$11.20$13.07$15.13$17.46$20.66$24.25$27.44
PutsExpensive1.21×
CallsExpensive1.17×
SkewBearish+3.88 pp
Implied moveBearish±$19.93
TiltBearish13.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.1853.2%16.7%138.0662.9%14.4%
25Δ176.5652.8%14.3%142.6560.5%12.1%
30Δ172.6152.7%12.3%146.7658.2%10.2%
35Δ169.0252.6%10.7%150.1858.2%8.8%
40Δ165.8853.4%9.4%153.4757.5%7.6%
45Δ162.7853.9%8.2%156.7157.1%6.5%
50Δ159.7054.1%7.0%159.9057.0%5.5%
55Δ156.6853.5%6.0%163.1356.6%4.6%
60Δ153.6153.7%5.0%166.4756.4%3.8%
65Δ150.4755.1%4.3%169.9456.3%3.1%
70Δ147.2655.0%3.5%174.1057.3%2.5%
75Δ143.8155.1%2.8%178.6257.8%1.9%
80Δ139.8056.5%2.2%182.7656.3%1.3%

20Δ

Calls
Pseudo strike
181.18
IV
53.2%
B/E move
16.7%
Puts
Pseudo strike
138.06
IV
62.9%
B/E move
14.4%

25Δ

Calls
Pseudo strike
176.56
IV
52.8%
B/E move
14.3%
Puts
Pseudo strike
142.65
IV
60.5%
B/E move
12.1%

30Δ

Calls
Pseudo strike
172.61
IV
52.7%
B/E move
12.3%
Puts
Pseudo strike
146.76
IV
58.2%
B/E move
10.2%

35Δ

Calls
Pseudo strike
169.02
IV
52.6%
B/E move
10.7%
Puts
Pseudo strike
150.18
IV
58.2%
B/E move
8.8%

40Δ

Calls
Pseudo strike
165.88
IV
53.4%
B/E move
9.4%
Puts
Pseudo strike
153.47
IV
57.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
162.78
IV
53.9%
B/E move
8.2%
Puts
Pseudo strike
156.71
IV
57.1%
B/E move
6.5%

50Δ

Calls
Pseudo strike
159.70
IV
54.1%
B/E move
7.0%
Puts
Pseudo strike
159.90
IV
57.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
156.68
IV
53.5%
B/E move
6.0%
Puts
Pseudo strike
163.13
IV
56.6%
B/E move
4.6%

60Δ

Calls
Pseudo strike
153.61
IV
53.7%
B/E move
5.0%
Puts
Pseudo strike
166.47
IV
56.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
150.47
IV
55.1%
B/E move
4.3%
Puts
Pseudo strike
169.94
IV
56.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
147.26
IV
55.0%
B/E move
3.5%
Puts
Pseudo strike
174.10
IV
57.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
143.81
IV
55.1%
B/E move
2.8%
Puts
Pseudo strike
178.62
IV
57.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
139.80
IV
56.5%
B/E move
2.2%
Puts
Pseudo strike
182.76
IV
56.3%
B/E move
1.3%

Options history

No recorded observations