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Revvity, Inc. RVTY

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Market dataready · fetched 2026-11-12T02:15:25.807Z

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 · 2026-11-12T00:00:00.001789631Z

FundamentalsSEC EDGAR · ready · as of 2026-10-04 · fetched 2026-11-12T02:15:25.399377+00:00

Share price$158.25
1D-1.2%
AH$158$159$160$161$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.$1.22$6.01$10.79$15.58$20.37$134.64$146.86$159.08$171.30$183.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RVTY spot · $158.25RVTY PRICE$1.74$2.16$2.85$3.55$4.47$5.46$6.55$7.87$9.20$10.72$12.28$15.70$18.99$1.86$2.46$3.09$3.75$4.43$5.22$6.01$6.85$7.74$8.63$9.78$11.28$12.79
PutsCheap0.74×
CallsCheap0.85×
SkewBullish-14.65 pp
Implied moveBullish±$12.56
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ173.9066.6%11.0%146.3163.2%8.7%
25Δ169.6860.6%8.6%148.8662.6%7.5%
30Δ167.5762.1%7.7%151.1761.6%6.4%
35Δ165.4663.6%6.8%153.3060.4%5.5%
40Δ163.4265.7%6.1%155.3759.1%4.6%
45Δ161.4167.9%5.4%157.1858.0%4.0%
50Δ159.3370.1%4.8%159.0057.0%3.3%
55Δ157.0972.2%4.2%160.7455.6%2.8%
60Δ154.8374.3%3.7%162.3954.0%2.3%
65Δ152.3974.7%3.1%164.0452.4%1.8%
70Δ149.9175.3%2.5%165.8451.2%1.4%
75Δ146.0284.4%2.2%167.8450.8%1.1%
80Δ142.0589.2%1.8%169.8550.3%0.8%

20Δ

Calls
Pseudo strike
173.90
IV
66.6%
B/E move
11.0%
Puts
Pseudo strike
146.31
IV
63.2%
B/E move
8.7%

25Δ

Calls
Pseudo strike
169.68
IV
60.6%
B/E move
8.6%
Puts
Pseudo strike
148.86
IV
62.6%
B/E move
7.5%

30Δ

Calls
Pseudo strike
167.57
IV
62.1%
B/E move
7.7%
Puts
Pseudo strike
151.17
IV
61.6%
B/E move
6.4%

35Δ

Calls
Pseudo strike
165.46
IV
63.6%
B/E move
6.8%
Puts
Pseudo strike
153.30
IV
60.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
163.42
IV
65.7%
B/E move
6.1%
Puts
Pseudo strike
155.37
IV
59.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
161.41
IV
67.9%
B/E move
5.4%
Puts
Pseudo strike
157.18
IV
58.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
159.33
IV
70.1%
B/E move
4.8%
Puts
Pseudo strike
159.00
IV
57.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
157.09
IV
72.2%
B/E move
4.2%
Puts
Pseudo strike
160.74
IV
55.6%
B/E move
2.8%

60Δ

Calls
Pseudo strike
154.83
IV
74.3%
B/E move
3.7%
Puts
Pseudo strike
162.39
IV
54.0%
B/E move
2.3%

65Δ

Calls
Pseudo strike
152.39
IV
74.7%
B/E move
3.1%
Puts
Pseudo strike
164.04
IV
52.4%
B/E move
1.8%

70Δ

Calls
Pseudo strike
149.91
IV
75.3%
B/E move
2.5%
Puts
Pseudo strike
165.84
IV
51.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
146.02
IV
84.4%
B/E move
2.2%
Puts
Pseudo strike
167.84
IV
50.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
142.05
IV
89.2%
B/E move
1.8%
Puts
Pseudo strike
169.85
IV
50.3%
B/E move
0.8%

Options history

IV · four-Friday blend50.57%
Daily close
RVTY35.1%44.3%53.5%2026-08-13: 39.02%2026-08-14: 38.61%2026-08-17: 39.49%2026-08-18: 41.69%2026-08-19: 42.02%2026-08-21: 38.45%2026-08-24: 39.30%2026-08-25: 38.79%2026-08-26: 37.89%2026-08-27: 37.07%2026-08-28: 37.01%2026-08-31: 36.51%2026-09-01: 37.37%2026-09-02: 36.38%2026-09-03: 37.36%2026-09-04: 37.07%2026-09-08: 41.08%2026-09-09: 42.41%2026-09-10: 41.38%2026-09-11: 40.39%2026-09-14: 41.18%2026-09-15: 45.96%2026-09-16: 45.15%2026-09-18: 39.24%2026-09-21: 40.06%2026-09-22: 39.93%2026-09-23: 40.02%2026-09-24: 40.29%2026-09-25: 40.92%2026-09-28: 43.44%2026-09-29: 43.63%2026-09-30: 44.62%2026-10-01: 44.41%2026-10-02: 44.05%2026-10-05: 43.79%2026-10-06: 47.06%2026-10-07: 47.58%2026-10-08: 47.16%2026-10-09: 46.97%2026-10-12: 49.72%2026-10-13: 50.67%2026-10-14: 51.16%2026-10-15: 52.26%2026-10-16: 47.66%2026-10-19: 47.40%2026-10-20: 46.96%2026-10-21: 47.84%2026-10-22: 47.93%2026-10-23: 48.06%2026-10-26: 48.24%2026-10-27: 48.44%2026-10-28: 48.09%2026-10-29: 50.03%2026-10-30: 50.57%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
39.02%
38.61%
39.49%
41.69%
42.02%
38.45%
39.30%
38.79%
37.89%
37.07%
37.01%
36.51%
37.37%
36.38%
37.36%
37.07%
41.08%
42.41%
41.38%
40.39%
41.18%
45.96%
45.15%
39.24%
40.06%
39.93%
40.02%
40.29%
40.92%
43.44%
43.63%
44.62%
44.41%
44.05%
43.79%
47.06%
47.58%
47.16%
46.97%
49.72%
50.67%
51.16%
52.26%
47.66%
47.40%
46.96%
47.84%
47.93%
48.06%
48.24%
48.44%
48.09%
50.03%
50.57%