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ESCO Technologies, Inc. ESE

i

Market datapartial · fetched 2026-11-05T15:28:44.567Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T15:28:33.314262165Z

FundamentalsAlpha Vantage · unavailable

Share price$233.98
1D-2.1%
$233$234$236$238$2395:30 AM6:30 AM9:00 AM1:00 PMESE
Sold putSold call

ESCO Technologies, Inc. options

Live interpolated ESE call and put midpoint premiums by absolute delta.ESCO Technologies, Inc.$0.00$0.27$0.54$0.81$1.08$-0.23$0.13$0.50$0.87$1.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEESE PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.40%
Daily close
ESE33.2%39.5%45.8%2026-08-07: 37.43%2026-08-10: 37.61%2026-08-11: 36.84%2026-08-12: 36.02%2026-08-13: 35.75%2026-08-14: 34.80%2026-08-17: 36.24%2026-08-18: 36.48%2026-08-19: 35.96%2026-08-21: 35.34%2026-08-24: 35.79%2026-08-25: 35.42%2026-08-26: 35.29%2026-08-27: 34.71%2026-08-28: 34.05%2026-08-31: 34.74%2026-09-01: 35.14%2026-09-02: 34.91%2026-09-03: 34.28%2026-09-04: 34.51%2026-09-08: 35.87%2026-09-09: 36.23%2026-09-10: 36.08%2026-09-11: 35.41%2026-09-14: 37.46%2026-09-15: 37.99%2026-09-16: 39.58%2026-09-17: 39.19%2026-09-18: 36.26%2026-09-21: 36.26%2026-09-22: 36.25%2026-09-23: 36.33%2026-09-24: 35.97%2026-09-25: 35.91%2026-09-28: 36.82%2026-09-29: 36.56%2026-09-30: 36.38%2026-10-01: 35.87%2026-10-02: 34.79%2026-10-05: 34.99%2026-10-06: 34.93%2026-10-07: 35.51%2026-10-08: 35.67%2026-10-09: 35.27%2026-10-12: 37.79%2026-10-13: 37.36%2026-10-14: 40.26%2026-10-15: 44.92%2026-10-16: 37.44%2026-10-19: 37.63%2026-10-20: 37.76%2026-10-21: 37.56%2026-10-22: 38.63%2026-10-23: 38.57%2026-10-26: 38.84%2026-10-27: 39.20%2026-10-28: 38.90%2026-10-29: 38.70%2026-10-30: 40.40%Aug 7Sep 21Oct 30
59 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
37.43%
37.61%
36.84%
36.02%
35.75%
34.80%
36.24%
36.48%
35.96%
35.34%
35.79%
35.42%
35.29%
34.71%
34.05%
34.74%
35.14%
34.91%
34.28%
34.51%
35.87%
36.23%
36.08%
35.41%
37.46%
37.99%
39.58%
39.19%
36.26%
36.26%
36.25%
36.33%
35.97%
35.91%
36.82%
36.56%
36.38%
35.87%
34.79%
34.99%
34.93%
35.51%
35.67%
35.27%
37.79%
37.36%
40.26%
44.92%
37.44%
37.63%
37.76%
37.56%
38.63%
38.57%
38.84%
39.20%
38.90%
38.70%
40.40%