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DENTSPLY SIRONA Inc. Common Stock XRAY

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Market datapartial · fetched 2026-10-22T23:06:49.980Z

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 · 2026-10-22T22:55:56.711971848Z

FundamentalsAlpha Vantage · unavailable

Share price$9.46
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$2.87$5.74$8.60$11.47$6.99$8.14$9.29$10.43$11.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRAY spot · $9.46XRAY PRICE$0.20$0.25$0.31$0.36$0.41$0.57$0.74$0.92$1.09$1.26$1.44$1.61$1.79$0.25$0.33$0.40$0.48$0.56$0.63$0.71$0.79$0.86$1.46$2.15$2.83$10.64
PutsExpensive1.30×
CallsExpensive1.14×
SkewBearish+13.09 pp
Implied moveBullish±$1.45
TiltBearish33.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.4356.8%22.9%8.0563.0%17.6%
25Δ11.0957.4%19.9%8.2961.9%15.9%
30Δ10.7558.0%16.8%8.5360.7%14.1%
35Δ10.4158.7%13.8%8.7759.6%12.4%
40Δ10.0659.3%10.8%9.0158.4%10.7%
45Δ9.7960.7%9.5%9.2557.3%9.0%
50Δ9.5362.3%8.6%9.4956.1%7.2%
55Δ9.2763.9%7.6%9.7355.0%5.5%
60Δ9.0165.4%6.7%9.9753.8%3.8%
65Δ8.7567.0%5.8%10.6166.0%3.3%
70Δ8.4968.6%4.9%11.3180.3%3.1%
75Δ8.2370.2%4.0%12.0194.6%2.9%
80Δ7.9771.8%3.1%19.66223.4%4.6%

20Δ

Calls
Pseudo strike
11.43
IV
56.8%
B/E move
22.9%
Puts
Pseudo strike
8.05
IV
63.0%
B/E move
17.6%

25Δ

Calls
Pseudo strike
11.09
IV
57.4%
B/E move
19.9%
Puts
Pseudo strike
8.29
IV
61.9%
B/E move
15.9%

30Δ

Calls
Pseudo strike
10.75
IV
58.0%
B/E move
16.8%
Puts
Pseudo strike
8.53
IV
60.7%
B/E move
14.1%

35Δ

Calls
Pseudo strike
10.41
IV
58.7%
B/E move
13.8%
Puts
Pseudo strike
8.77
IV
59.6%
B/E move
12.4%

40Δ

Calls
Pseudo strike
10.06
IV
59.3%
B/E move
10.8%
Puts
Pseudo strike
9.01
IV
58.4%
B/E move
10.7%

45Δ

Calls
Pseudo strike
9.79
IV
60.7%
B/E move
9.5%
Puts
Pseudo strike
9.25
IV
57.3%
B/E move
9.0%

50Δ

Calls
Pseudo strike
9.53
IV
62.3%
B/E move
8.6%
Puts
Pseudo strike
9.49
IV
56.1%
B/E move
7.2%

55Δ

Calls
Pseudo strike
9.27
IV
63.9%
B/E move
7.6%
Puts
Pseudo strike
9.73
IV
55.0%
B/E move
5.5%

60Δ

Calls
Pseudo strike
9.01
IV
65.4%
B/E move
6.7%
Puts
Pseudo strike
9.97
IV
53.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
8.75
IV
67.0%
B/E move
5.8%
Puts
Pseudo strike
10.61
IV
66.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
8.49
IV
68.6%
B/E move
4.9%
Puts
Pseudo strike
11.31
IV
80.3%
B/E move
3.1%

75Δ

Calls
Pseudo strike
8.23
IV
70.2%
B/E move
4.0%
Puts
Pseudo strike
12.01
IV
94.6%
B/E move
2.9%

80Δ

Calls
Pseudo strike
7.97
IV
71.8%
B/E move
3.1%
Puts
Pseudo strike
19.66
IV
223.4%
B/E move
4.6%

Options history

No recorded observations