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Stanley Black & Decker, Inc. SWK

i

Market dataready · fetched 2026-11-12T00:45:14.907Z

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 · 2026-11-12T00:00:00.001318895Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-12T00:45:14.366818+00:00

Share price$115.62
1D-1.2%
AH$114.96$115.71$116.46$117.21$117.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSWK
Sold putSold callAH

Stanley Black & Decker, Inc. options

Live interpolated SWK call and put midpoint premiums by absolute delta.Stanley Black & Decker, Inc.$0.54$2.36$4.18$6.00$7.82$101.23$109.34$117.44$125.54$133.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWK spot · $115.62SWK PRICE$0.73$0.93$1.22$1.55$1.88$2.20$2.53$2.85$3.52$4.24$4.96$5.69$6.41$0.92$1.20$1.49$1.79$2.08$2.40$2.95$3.51$4.06$4.61$5.16$6.09$7.30
PutsCheap0.68×
CallsCheap0.43×
SkewBearish+2.86 pp
Implied moveBearish±$5.48
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.1937.3%6.3%109.4742.9%6.1%
25Δ120.4335.3%5.0%110.7342.3%5.3%
30Δ119.3634.8%4.3%111.8241.0%4.6%
35Δ118.5134.8%3.8%112.9239.8%3.9%
40Δ117.6634.8%3.4%114.0138.5%3.2%
45Δ116.8134.8%2.9%115.0837.4%2.5%
50Δ115.9734.9%2.5%115.9937.4%2.2%
55Δ115.1234.9%2.0%116.8937.4%1.9%
60Δ114.1435.5%1.8%117.8037.4%1.6%
65Δ113.1436.3%1.5%118.7137.4%1.3%
70Δ112.1337.1%1.3%119.6137.4%1.0%
75Δ111.1337.9%1.0%120.8237.5%0.8%
80Δ110.1338.6%0.8%122.2637.8%0.6%

20Δ

Calls
Pseudo strike
122.19
IV
37.3%
B/E move
6.3%
Puts
Pseudo strike
109.47
IV
42.9%
B/E move
6.1%

25Δ

Calls
Pseudo strike
120.43
IV
35.3%
B/E move
5.0%
Puts
Pseudo strike
110.73
IV
42.3%
B/E move
5.3%

30Δ

Calls
Pseudo strike
119.36
IV
34.8%
B/E move
4.3%
Puts
Pseudo strike
111.82
IV
41.0%
B/E move
4.6%

35Δ

Calls
Pseudo strike
118.51
IV
34.8%
B/E move
3.8%
Puts
Pseudo strike
112.92
IV
39.8%
B/E move
3.9%

40Δ

Calls
Pseudo strike
117.66
IV
34.8%
B/E move
3.4%
Puts
Pseudo strike
114.01
IV
38.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
116.81
IV
34.8%
B/E move
2.9%
Puts
Pseudo strike
115.08
IV
37.4%
B/E move
2.5%

50Δ

Calls
Pseudo strike
115.97
IV
34.9%
B/E move
2.5%
Puts
Pseudo strike
115.99
IV
37.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
115.12
IV
34.9%
B/E move
2.0%
Puts
Pseudo strike
116.89
IV
37.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
114.14
IV
35.5%
B/E move
1.8%
Puts
Pseudo strike
117.80
IV
37.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
113.14
IV
36.3%
B/E move
1.5%
Puts
Pseudo strike
118.71
IV
37.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
112.13
IV
37.1%
B/E move
1.3%
Puts
Pseudo strike
119.61
IV
37.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
111.13
IV
37.9%
B/E move
1.0%
Puts
Pseudo strike
120.82
IV
37.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
110.13
IV
38.6%
B/E move
0.8%
Puts
Pseudo strike
122.26
IV
37.8%
B/E move
0.6%

Options history

IV · four-Friday blend39.76%
Daily EOD
SWK36.3%38.2%40.0%2026-10-19: 37.47%2026-10-20: 36.55%2026-10-21: 37.73%2026-10-22: 38.53%2026-10-23: 37.43%2026-10-26: 37.97%2026-10-27: 37.23%2026-10-28: 38.63%2026-10-29: 37.39%2026-10-30: 39.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.47%
36.55%
37.73%
38.53%
37.43%
37.97%
37.23%
38.63%
37.39%
39.76%