Share price$611.84
1D-3.0%
Sold putSold call
Teledyne Technologies Incorporated TDY
i
Market datapartial · fetched 2026-10-22T18:12:55.680Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T18:12:47.837961485Z
FundamentalsAlpha Vantage · unavailable
Teledyne Technologies Incorporated options
PutsCheap0.93×
CallsFair1.01×
SkewBullish-1.31 pp
Implied moveBearish±$36.63
TiltBalanced0.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 657.78 | 27.8% | 8.4% | 573.02 | 30.4% | 7.3% |
| 25Δ | 646.80 | 26.1% | 6.8% | 581.96 | 29.7% | 6.2% |
| 30Δ | 640.70 | 27.1% | 6.1% | 589.90 | 29.1% | 5.2% |
| 35Δ | 634.16 | 27.2% | 5.4% | 596.71 | 28.8% | 4.5% |
| 40Δ | 627.69 | 27.2% | 4.7% | 603.30 | 27.8% | 3.7% |
| 45Δ | 621.46 | 26.9% | 4.0% | 609.71 | 26.2% | 3.0% |
| 50Δ | 615.51 | 27.0% | 3.5% | 615.37 | 25.9% | 2.5% |
| 55Δ | 609.61 | 27.3% | 3.0% | 621.02 | 25.8% | 2.0% |
| 60Δ | 603.15 | 28.5% | 2.7% | 626.82 | 25.7% | 1.7% |
| 65Δ | 596.26 | 29.6% | 2.4% | 632.69 | 25.5% | 1.3% |
| 70Δ | 588.88 | 30.4% | 2.0% | 638.63 | 25.1% | 1.0% |
| 75Δ | 581.08 | 30.7% | 1.6% | 645.63 | 25.2% | 0.7% |
| 80Δ | 570.87 | 32.2% | 1.3% | 654.51 | 25.8% | 0.5% |
20Δ
- Pseudo strike
- 657.78
- IV
- 27.8%
- B/E move
- 8.4%
- Pseudo strike
- 573.02
- IV
- 30.4%
- B/E move
- 7.3%
25Δ
- Pseudo strike
- 646.80
- IV
- 26.1%
- B/E move
- 6.8%
- Pseudo strike
- 581.96
- IV
- 29.7%
- B/E move
- 6.2%
30Δ
- Pseudo strike
- 640.70
- IV
- 27.1%
- B/E move
- 6.1%
- Pseudo strike
- 589.90
- IV
- 29.1%
- B/E move
- 5.2%
35Δ
- Pseudo strike
- 634.16
- IV
- 27.2%
- B/E move
- 5.4%
- Pseudo strike
- 596.71
- IV
- 28.8%
- B/E move
- 4.5%
40Δ
- Pseudo strike
- 627.69
- IV
- 27.2%
- B/E move
- 4.7%
- Pseudo strike
- 603.30
- IV
- 27.8%
- B/E move
- 3.7%
45Δ
- Pseudo strike
- 621.46
- IV
- 26.9%
- B/E move
- 4.0%
- Pseudo strike
- 609.71
- IV
- 26.2%
- B/E move
- 3.0%
50Δ
- Pseudo strike
- 615.51
- IV
- 27.0%
- B/E move
- 3.5%
- Pseudo strike
- 615.37
- IV
- 25.9%
- B/E move
- 2.5%
55Δ
- Pseudo strike
- 609.61
- IV
- 27.3%
- B/E move
- 3.0%
- Pseudo strike
- 621.02
- IV
- 25.8%
- B/E move
- 2.0%
60Δ
- Pseudo strike
- 603.15
- IV
- 28.5%
- B/E move
- 2.7%
- Pseudo strike
- 626.82
- IV
- 25.7%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 596.26
- IV
- 29.6%
- B/E move
- 2.4%
- Pseudo strike
- 632.69
- IV
- 25.5%
- B/E move
- 1.3%
70Δ
- Pseudo strike
- 588.88
- IV
- 30.4%
- B/E move
- 2.0%
- Pseudo strike
- 638.63
- IV
- 25.1%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 581.08
- IV
- 30.7%
- B/E move
- 1.6%
- Pseudo strike
- 645.63
- IV
- 25.2%
- B/E move
- 0.7%
80Δ
- Pseudo strike
- 570.87
- IV
- 32.2%
- B/E move
- 1.3%
- Pseudo strike
- 654.51
- IV
- 25.8%
- B/E move
- 0.5%
Options history
No recorded observations