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Teledyne Technologies Incorporated TDY

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-12T03:18:30.970Z

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 · 2026-11-12T00:00:00.001652685Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:16:51.608613+00:00

Share price$651.12
1D-0.2%
AH$645$649$653$656$6605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDY
Sold putSold callAH

Teledyne Technologies Incorporated options

Live interpolated TDY call and put midpoint premiums by absolute delta.Teledyne Technologies Incorporated$3.92$11.23$18.55$25.87$33.19$578.30$609.40$640.50$671.59$702.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDY spot · $651.12TDY PRICE$4.76$4.71$5.73$7.27$8.81$10.43$12.05$13.94$16.28$18.63$21.79$25.10$30.31$4.79$5.11$6.04$7.19$8.87$10.56$12.79$15.31$17.90$20.80$23.69$27.34$31.08
PutsCheap0.62×
CallsCheap0.80×
SkewBullish-0.28 pp
Implied moveBearish±$24.84
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ691.1442.6%6.9%619.0240.5%5.7%
25Δ675.2931.8%4.4%630.3632.7%4.0%
30Δ668.7829.9%3.6%636.0030.4%3.2%
35Δ664.7130.4%3.2%641.1028.9%2.6%
40Δ660.6331.0%2.8%644.8929.1%2.3%
45Δ656.6030.7%2.4%648.6729.4%2.0%
50Δ652.5930.2%2.1%652.6230.0%1.7%
55Δ648.5830.0%1.8%656.6630.7%1.5%
60Δ644.6030.1%1.5%660.7631.3%1.3%
65Δ640.6230.3%1.2%665.1531.2%1.0%
70Δ636.1030.5%1.0%669.5431.2%0.8%
75Δ631.4730.8%0.8%674.4630.9%0.6%
80Δ625.1632.1%0.7%679.4430.5%0.4%

20Δ

Calls
Pseudo strike
691.14
IV
42.6%
B/E move
6.9%
Puts
Pseudo strike
619.02
IV
40.5%
B/E move
5.7%

25Δ

Calls
Pseudo strike
675.29
IV
31.8%
B/E move
4.4%
Puts
Pseudo strike
630.36
IV
32.7%
B/E move
4.0%

30Δ

Calls
Pseudo strike
668.78
IV
29.9%
B/E move
3.6%
Puts
Pseudo strike
636.00
IV
30.4%
B/E move
3.2%

35Δ

Calls
Pseudo strike
664.71
IV
30.4%
B/E move
3.2%
Puts
Pseudo strike
641.10
IV
28.9%
B/E move
2.6%

40Δ

Calls
Pseudo strike
660.63
IV
31.0%
B/E move
2.8%
Puts
Pseudo strike
644.89
IV
29.1%
B/E move
2.3%

45Δ

Calls
Pseudo strike
656.60
IV
30.7%
B/E move
2.4%
Puts
Pseudo strike
648.67
IV
29.4%
B/E move
2.0%

50Δ

Calls
Pseudo strike
652.59
IV
30.2%
B/E move
2.1%
Puts
Pseudo strike
652.62
IV
30.0%
B/E move
1.7%

55Δ

Calls
Pseudo strike
648.58
IV
30.0%
B/E move
1.8%
Puts
Pseudo strike
656.66
IV
30.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
644.60
IV
30.1%
B/E move
1.5%
Puts
Pseudo strike
660.76
IV
31.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
640.62
IV
30.3%
B/E move
1.2%
Puts
Pseudo strike
665.15
IV
31.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
636.10
IV
30.5%
B/E move
1.0%
Puts
Pseudo strike
669.54
IV
31.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
631.47
IV
30.8%
B/E move
0.8%
Puts
Pseudo strike
674.46
IV
30.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
625.16
IV
32.1%
B/E move
0.7%
Puts
Pseudo strike
679.44
IV
30.5%
B/E move
0.4%

Options history

IV · four-Friday blend27.20%
Daily EOD
TDY24.5%26.8%29.2%2026-10-19: 28.87%2026-10-20: 28.85%2026-10-21: 25.88%2026-10-22: 26.63%2026-10-23: 26.79%2026-10-26: 26.13%2026-10-27: 25.91%2026-10-28: 24.96%2026-10-29: 24.83%2026-10-30: 27.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.87%
28.85%
25.88%
26.63%
26.79%
26.13%
25.91%
24.96%
24.83%
27.20%