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Coherent Corp. COHR

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-03T20:16:47.228Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T20:16:38.931138486Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-02T05:23:17.861783+00:00

Share price$206.17
1D-1.2%
$204$206$209$211$2145:30 AM6:30 AM9:00 AM1:00 PMCOHR
Sold putSold call

Coherent Corp. options

Live interpolated COHR call and put midpoint premiums by absolute delta.Coherent Corp.$2.27$9.59$16.91$24.23$31.55$169.40$188.14$206.88$225.62$244.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COHR spot · $206.16COHR PRICE$3.06$4.13$5.19$6.46$7.75$9.28$11.03$12.81$14.83$16.82$20.84$25.02$29.44$3.64$4.85$6.27$7.76$9.24$10.98$13.06$15.34$17.53$19.82$22.90$26.14$28.00
PutsExpensive1.63×
CallsExpensive1.45×
SkewBullish-7.65 pp
Implied moveBearish±$24.09
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ234.66156.5%15.3%184.10162.1%12.5%
25Δ229.58159.1%13.4%188.76161.3%10.8%
30Δ224.33156.7%11.3%192.86162.8%9.5%
35Δ220.12158.5%9.9%196.89162.1%8.3%
40Δ215.93157.6%8.5%200.82159.1%7.1%
45Δ212.09159.1%7.4%204.53158.5%6.1%
50Δ208.34161.6%6.4%208.30159.5%5.3%
55Δ204.56161.8%5.4%212.14160.0%4.5%
60Δ200.73162.3%4.6%215.92157.4%3.8%
65Δ196.97160.3%3.7%219.65154.1%3.1%
70Δ192.10175.2%3.3%223.94153.7%2.5%
75Δ186.71184.5%2.7%228.31151.6%1.9%
80Δ181.05189.1%2.1%231.32140.8%1.4%

20Δ

Calls
Pseudo strike
234.66
IV
156.5%
B/E move
15.3%
Puts
Pseudo strike
184.10
IV
162.1%
B/E move
12.5%

25Δ

Calls
Pseudo strike
229.58
IV
159.1%
B/E move
13.4%
Puts
Pseudo strike
188.76
IV
161.3%
B/E move
10.8%

30Δ

Calls
Pseudo strike
224.33
IV
156.7%
B/E move
11.3%
Puts
Pseudo strike
192.86
IV
162.8%
B/E move
9.5%

35Δ

Calls
Pseudo strike
220.12
IV
158.5%
B/E move
9.9%
Puts
Pseudo strike
196.89
IV
162.1%
B/E move
8.3%

40Δ

Calls
Pseudo strike
215.93
IV
157.6%
B/E move
8.5%
Puts
Pseudo strike
200.82
IV
159.1%
B/E move
7.1%

45Δ

Calls
Pseudo strike
212.09
IV
159.1%
B/E move
7.4%
Puts
Pseudo strike
204.53
IV
158.5%
B/E move
6.1%

50Δ

Calls
Pseudo strike
208.34
IV
161.6%
B/E move
6.4%
Puts
Pseudo strike
208.30
IV
159.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
204.56
IV
161.8%
B/E move
5.4%
Puts
Pseudo strike
212.14
IV
160.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
200.73
IV
162.3%
B/E move
4.6%
Puts
Pseudo strike
215.92
IV
157.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
196.97
IV
160.3%
B/E move
3.7%
Puts
Pseudo strike
219.65
IV
154.1%
B/E move
3.1%

70Δ

Calls
Pseudo strike
192.10
IV
175.2%
B/E move
3.3%
Puts
Pseudo strike
223.94
IV
153.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
186.71
IV
184.5%
B/E move
2.7%
Puts
Pseudo strike
228.31
IV
151.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
181.05
IV
189.1%
B/E move
2.1%
Puts
Pseudo strike
231.32
IV
140.8%
B/E move
1.4%

Options history

IV · four-Friday blend98.96%
Daily close
COHR61.7%93.5%125.4%2026-08-05: 120.07%2026-08-06: 120.98%2026-08-07: 116.47%2026-08-10: 115.48%2026-08-11: 117.17%2026-08-12: 120.53%2026-08-13: 86.68%2026-08-14: 80.11%2026-08-17: 87.33%2026-08-18: 84.00%2026-08-19: 81.45%2026-08-20: 80.91%2026-08-21: 75.94%2026-08-24: 81.37%2026-08-25: 79.30%2026-08-26: 81.98%2026-08-27: 85.42%2026-08-28: 66.05%2026-08-31: 70.58%2026-09-01: 72.83%2026-09-02: 70.63%2026-09-03: 66.73%2026-09-04: 68.87%2026-09-08: 79.10%2026-09-09: 76.88%2026-09-10: 77.48%2026-09-11: 72.45%2026-09-14: 76.74%2026-09-15: 75.62%2026-09-16: 78.09%2026-09-17: 74.90%2026-09-18: 71.13%2026-09-21: 78.96%2026-09-22: 75.80%2026-09-23: 77.15%2026-09-24: 70.34%2026-09-25: 68.92%2026-09-28: 73.32%2026-09-29: 74.22%2026-09-30: 72.09%2026-10-01: 75.98%2026-10-02: 67.64%2026-10-05: 69.75%2026-10-06: 69.62%2026-10-07: 69.76%2026-10-08: 75.40%2026-10-09: 69.23%2026-10-12: 73.90%2026-10-13: 79.29%2026-10-14: 84.66%2026-10-15: 82.31%2026-10-16: 80.69%2026-10-19: 84.07%2026-10-20: 88.42%2026-10-21: 86.21%2026-10-22: 98.49%2026-10-23: 86.52%2026-10-26: 92.93%2026-10-27: 93.94%2026-10-28: 96.35%2026-10-29: 97.12%2026-10-30: 98.96%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
120.07%
120.98%
116.47%
115.48%
117.17%
120.53%
86.68%
80.11%
87.33%
84.00%
81.45%
80.91%
75.94%
81.37%
79.30%
81.98%
85.42%
66.05%
70.58%
72.83%
70.63%
66.73%
68.87%
79.10%
76.88%
77.48%
72.45%
76.74%
75.62%
78.09%
74.90%
71.13%
78.96%
75.80%
77.15%
70.34%
68.92%
73.32%
74.22%
72.09%
75.98%
67.64%
69.75%
69.62%
69.76%
75.40%
69.23%
73.90%
79.29%
84.66%
82.31%
80.69%
84.07%
88.42%
86.21%
98.49%
86.52%
92.93%
93.94%
96.35%
97.12%
98.96%