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Teledyne Technologies Incorporated TDY

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
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Market dataready · fetched 2026-10-22T21:14:33.823Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.0009379Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:06:56.012616+00:00

Share price$620.47
1D-1.5%
AH$608$615$621$627$6335:30 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$3.72$16.02$28.32$40.62$52.92$558.12$588.99$619.86$650.72$681.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDY spot · $620.47TDY PRICE$5.05$6.04$7.69$9.55$11.75$14.05$16.93$19.86$22.91$26.96$32.03$37.97$44.71$6.59$8.68$10.51$12.75$15.23$17.79$20.77$24.00$27.86$31.81$35.84$42.53$49.37
PutsFair1.01×
CallsCheap0.91×
SkewBearish+3.24 pp
Implied moveBearish±$37.71
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ665.5026.9%8.1%578.8132.3%7.8%
25Δ653.0823.9%6.2%588.2231.7%6.6%
30Δ646.1623.7%5.4%597.2430.2%5.4%
35Δ640.3324.0%4.7%604.8029.4%4.6%
40Δ634.8224.3%4.2%611.6129.1%3.9%
45Δ629.3524.6%3.7%618.0828.5%3.3%
50Δ623.9025.1%3.3%624.3628.2%2.7%
55Δ618.4025.5%2.9%630.5728.0%2.2%
60Δ612.7625.4%2.4%636.9527.9%1.8%
65Δ606.5426.0%2.1%643.3227.6%1.4%
70Δ599.7027.1%1.8%649.6727.0%1.1%
75Δ591.9327.9%1.5%658.1027.6%0.8%
80Δ583.3828.5%1.2%666.7027.6%0.5%

20Δ

Calls
Pseudo strike
665.50
IV
26.9%
B/E move
8.1%
Puts
Pseudo strike
578.81
IV
32.3%
B/E move
7.8%

25Δ

Calls
Pseudo strike
653.08
IV
23.9%
B/E move
6.2%
Puts
Pseudo strike
588.22
IV
31.7%
B/E move
6.6%

30Δ

Calls
Pseudo strike
646.16
IV
23.7%
B/E move
5.4%
Puts
Pseudo strike
597.24
IV
30.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
640.33
IV
24.0%
B/E move
4.7%
Puts
Pseudo strike
604.80
IV
29.4%
B/E move
4.6%

40Δ

Calls
Pseudo strike
634.82
IV
24.3%
B/E move
4.2%
Puts
Pseudo strike
611.61
IV
29.1%
B/E move
3.9%

45Δ

Calls
Pseudo strike
629.35
IV
24.6%
B/E move
3.7%
Puts
Pseudo strike
618.08
IV
28.5%
B/E move
3.3%

50Δ

Calls
Pseudo strike
623.90
IV
25.1%
B/E move
3.3%
Puts
Pseudo strike
624.36
IV
28.2%
B/E move
2.7%

55Δ

Calls
Pseudo strike
618.40
IV
25.5%
B/E move
2.9%
Puts
Pseudo strike
630.57
IV
28.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
612.76
IV
25.4%
B/E move
2.4%
Puts
Pseudo strike
636.95
IV
27.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
606.54
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
643.32
IV
27.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
599.70
IV
27.1%
B/E move
1.8%
Puts
Pseudo strike
649.67
IV
27.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
591.93
IV
27.9%
B/E move
1.5%
Puts
Pseudo strike
658.10
IV
27.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
583.38
IV
28.5%
B/E move
1.2%
Puts
Pseudo strike
666.70
IV
27.6%
B/E move
0.5%

Options history

No recorded observations