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DENTSPLY SIRONA Inc. Common Stock XRAY

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-11-12T02:32:25.914Z

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 · 2026-11-11T21:40:22.128333143Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:32:25.431636+00:00

Share price$9.46
1D-1.7%
AH$9.35$9.48$9.62$9.75$9.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRAY
Sold putSold callAH

DENTSPLY SIRONA Inc. Common Stock options

Live interpolated XRAY call and put midpoint premiums by absolute delta.DENTSPLY SIRONA Inc. Common Stock$0.14$1.87$3.60$5.32$7.05$4.08$6.03$7.97$9.92$11.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive XRAY spot · $9.46XRAY PRICE$0.33$0.51$0.70$0.88$1.07$1.25$1.43$1.62$1.80$1.98$1.29$1.73$2.17$2.60$3.04$3.48$3.92$4.36$4.80$5.23$5.67$6.11$6.55
PutsExpensive2.14×
Calls——
Skew——
Implied moveBearish±$4.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.49393.5%45.0%
25Δ7.20380.5%42.1%
30Δ7.92367.5%39.2%
35Δ9.8170.8%7.2%8.63354.5%36.3%
40Δ9.5880.1%6.7%9.34341.6%33.4%
45Δ9.3589.4%6.2%10.06328.6%30.5%
50Δ9.1298.7%5.7%10.77315.6%27.6%
55Δ8.89108.0%5.2%11.49302.6%24.6%
60Δ8.66117.3%4.7%12.20289.7%21.7%
65Δ8.43126.6%4.2%12.91276.7%18.8%
70Δ8.20135.9%3.8%13.63263.7%15.9%
75Δ7.97145.2%3.3%14.34250.8%13.0%
80Δ7.74154.5%2.8%15.06237.8%10.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.49
IV
393.5%
B/E move
45.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.20
IV
380.5%
B/E move
42.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.92
IV
367.5%
B/E move
39.2%

35Δ

Calls
Pseudo strike
9.81
IV
70.8%
B/E move
7.2%
Puts
Pseudo strike
8.63
IV
354.5%
B/E move
36.3%

40Δ

Calls
Pseudo strike
9.58
IV
80.1%
B/E move
6.7%
Puts
Pseudo strike
9.34
IV
341.6%
B/E move
33.4%

45Δ

Calls
Pseudo strike
9.35
IV
89.4%
B/E move
6.2%
Puts
Pseudo strike
10.06
IV
328.6%
B/E move
30.5%

50Δ

Calls
Pseudo strike
9.12
IV
98.7%
B/E move
5.7%
Puts
Pseudo strike
10.77
IV
315.6%
B/E move
27.6%

55Δ

Calls
Pseudo strike
8.89
IV
108.0%
B/E move
5.2%
Puts
Pseudo strike
11.49
IV
302.6%
B/E move
24.6%

60Δ

Calls
Pseudo strike
8.66
IV
117.3%
B/E move
4.7%
Puts
Pseudo strike
12.20
IV
289.7%
B/E move
21.7%

65Δ

Calls
Pseudo strike
8.43
IV
126.6%
B/E move
4.2%
Puts
Pseudo strike
12.91
IV
276.7%
B/E move
18.8%

70Δ

Calls
Pseudo strike
8.20
IV
135.9%
B/E move
3.8%
Puts
Pseudo strike
13.63
IV
263.7%
B/E move
15.9%

75Δ

Calls
Pseudo strike
7.97
IV
145.2%
B/E move
3.3%
Puts
Pseudo strike
14.34
IV
250.8%
B/E move
13.0%

80Δ

Calls
Pseudo strike
7.74
IV
154.5%
B/E move
2.8%
Puts
Pseudo strike
15.06
IV
237.8%
B/E move
10.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations