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Snap-on Incorporated SNA

i

Market dataready · fetched 2026-11-12T03:07:20.289Z

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 · 2026-11-12T00:00:00.001247959Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-12T03:03:23.049670+00:00

Share price$374.75
1D+1.1%
AH$370$372$373$374$3755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNA
Sold putSold callAH

Snap-on Incorporated options

Live interpolated SNA call and put midpoint premiums by absolute delta.Snap-on Incorporated$0.70$9.35$18.00$26.65$35.30$350.73$362.07$373.42$384.76$396.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNA spot · $374.75SNA PRICE$1.64$1.99$2.35$2.75$3.68$4.60$5.52$6.44$7.36$8.29$9.59$10.93$12.27$2.02$2.79$3.56$4.34$5.29$6.44$7.59$8.74$9.98$13.61$17.24$23.20$32.81
PutsExpensive1.33×
CallsCheap0.76×
SkewBearish+11.74 pp
Implied moveBearish±$13.11
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ388.8225.7%4.2%361.1829.0%4.2%
25Δ385.7923.8%3.5%363.6829.3%3.7%
30Δ382.7721.8%2.8%366.1829.6%3.2%
35Δ379.8620.0%2.1%368.6729.9%2.8%
40Δ378.2420.5%1.9%371.0630.1%2.4%
45Δ376.6121.1%1.7%373.3130.1%2.1%
50Δ374.9921.6%1.5%375.5730.2%1.8%
55Δ373.3622.1%1.3%377.8230.2%1.5%
60Δ371.7422.7%1.2%380.1530.4%1.2%
65Δ370.1123.2%1.0%384.2034.4%1.1%
70Δ368.2622.5%0.8%388.2638.3%1.0%
75Δ366.3921.6%0.7%394.6144.5%0.9%
80Δ364.5220.8%0.5%404.5853.9%0.8%

20Δ

Calls
Pseudo strike
388.82
IV
25.7%
B/E move
4.2%
Puts
Pseudo strike
361.18
IV
29.0%
B/E move
4.2%

25Δ

Calls
Pseudo strike
385.79
IV
23.8%
B/E move
3.5%
Puts
Pseudo strike
363.68
IV
29.3%
B/E move
3.7%

30Δ

Calls
Pseudo strike
382.77
IV
21.8%
B/E move
2.8%
Puts
Pseudo strike
366.18
IV
29.6%
B/E move
3.2%

35Δ

Calls
Pseudo strike
379.86
IV
20.0%
B/E move
2.1%
Puts
Pseudo strike
368.67
IV
29.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
378.24
IV
20.5%
B/E move
1.9%
Puts
Pseudo strike
371.06
IV
30.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
376.61
IV
21.1%
B/E move
1.7%
Puts
Pseudo strike
373.31
IV
30.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
374.99
IV
21.6%
B/E move
1.5%
Puts
Pseudo strike
375.57
IV
30.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
373.36
IV
22.1%
B/E move
1.3%
Puts
Pseudo strike
377.82
IV
30.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
371.74
IV
22.7%
B/E move
1.2%
Puts
Pseudo strike
380.15
IV
30.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
370.11
IV
23.2%
B/E move
1.0%
Puts
Pseudo strike
384.20
IV
34.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
368.26
IV
22.5%
B/E move
0.8%
Puts
Pseudo strike
388.26
IV
38.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
366.39
IV
21.6%
B/E move
0.7%
Puts
Pseudo strike
394.61
IV
44.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
364.52
IV
20.8%
B/E move
0.5%
Puts
Pseudo strike
404.58
IV
53.9%
B/E move
0.8%

Options history

IV · four-Friday blend22.64%
Daily EOD
SNA21.1%22.9%24.8%2026-10-19: 24.09%2026-10-20: 24.53%2026-10-21: 23.31%2026-10-22: 21.54%2026-10-23: 21.51%2026-10-26: 21.67%2026-10-27: 21.68%2026-10-28: 21.36%2026-10-29: 21.42%2026-10-30: 22.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
24.09%
24.53%
23.31%
21.54%
21.51%
21.67%
21.68%
21.36%
21.42%
22.64%