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DENTSPLY SIRONA Inc. Common Stock XRAY

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Market datapartial · fetched 2026-10-22T21:44:19.291Z

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 · 2026-10-22T21:41:59.091588825Z

FundamentalsAlpha Vantage · unavailable

Share price$9.48
1D+5.7%
AH$8.93$9.09$9.25$9.40$9.565:30 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$0.00$2.73$5.47$8.20$10.94$6.98$8.12$9.27$10.42$11.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRAY spot · $9.48XRAY PRICE$0.19$0.25$0.30$0.36$0.41$0.55$0.73$0.90$1.07$1.24$1.41$1.58$1.75$0.25$0.33$0.41$0.49$0.57$0.64$0.72$0.80$0.90$1.58$2.26$2.94$10.14
PutsExpensive1.32×
CallsExpensive1.11×
SkewBearish+15.73 pp
Implied moveBalanced±$1.45
TiltBearish34.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.4456.2%22.7%8.0663.5%17.7%
25Δ11.1056.8%19.7%8.3062.5%15.9%
30Δ10.7657.3%16.7%8.5561.4%14.2%
35Δ10.4257.9%13.7%8.7960.3%12.4%
40Δ10.0858.5%10.7%9.0359.2%10.7%
45Δ9.8159.6%9.3%9.2858.1%8.9%
50Δ9.5560.8%8.4%9.5257.0%7.2%
55Δ9.3062.1%7.5%9.7755.9%5.4%
60Δ9.0463.3%6.6%10.0355.5%3.7%
65Δ8.7864.6%5.7%10.7369.9%3.5%
70Δ8.5365.9%4.8%11.4384.4%3.3%
75Δ8.2767.1%4.0%12.1398.8%3.1%
80Δ8.0268.4%3.1%19.19216.7%4.6%

20Δ

Calls
Pseudo strike
11.44
IV
56.2%
B/E move
22.7%
Puts
Pseudo strike
8.06
IV
63.5%
B/E move
17.7%

25Δ

Calls
Pseudo strike
11.10
IV
56.8%
B/E move
19.7%
Puts
Pseudo strike
8.30
IV
62.5%
B/E move
15.9%

30Δ

Calls
Pseudo strike
10.76
IV
57.3%
B/E move
16.7%
Puts
Pseudo strike
8.55
IV
61.4%
B/E move
14.2%

35Δ

Calls
Pseudo strike
10.42
IV
57.9%
B/E move
13.7%
Puts
Pseudo strike
8.79
IV
60.3%
B/E move
12.4%

40Δ

Calls
Pseudo strike
10.08
IV
58.5%
B/E move
10.7%
Puts
Pseudo strike
9.03
IV
59.2%
B/E move
10.7%

45Δ

Calls
Pseudo strike
9.81
IV
59.6%
B/E move
9.3%
Puts
Pseudo strike
9.28
IV
58.1%
B/E move
8.9%

50Δ

Calls
Pseudo strike
9.55
IV
60.8%
B/E move
8.4%
Puts
Pseudo strike
9.52
IV
57.0%
B/E move
7.2%

55Δ

Calls
Pseudo strike
9.30
IV
62.1%
B/E move
7.5%
Puts
Pseudo strike
9.77
IV
55.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
9.04
IV
63.3%
B/E move
6.6%
Puts
Pseudo strike
10.03
IV
55.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
8.78
IV
64.6%
B/E move
5.7%
Puts
Pseudo strike
10.73
IV
69.9%
B/E move
3.5%

70Δ

Calls
Pseudo strike
8.53
IV
65.9%
B/E move
4.8%
Puts
Pseudo strike
11.43
IV
84.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
8.27
IV
67.1%
B/E move
4.0%
Puts
Pseudo strike
12.13
IV
98.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
8.02
IV
68.4%
B/E move
3.1%
Puts
Pseudo strike
19.19
IV
216.7%
B/E move
4.6%

Options history

No recorded observations