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ESCO Technologies, Inc. ESE

i

Market dataready · fetched 2026-11-06T21:45:27.218Z

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 · 2026-11-06T21:42:26.143380886Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T21:45:26.716601+00:00

Share price$230.41
1D+1.0%
AH$228$229$231$232$2335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESE
Sold putSold callAH

ESCO Technologies, Inc. options

Live interpolated ESE call and put midpoint premiums by absolute delta.ESCO Technologies, Inc.$2.05$7.41$12.78$18.14$23.50$202.44$216.78$231.12$245.46$259.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESE spot · $230.41ESE PRICE$2.63$3.23$4.12$5.00$6.22$7.53$8.83$10.25$11.89$13.52$15.16$17.83$20.56$2.87$3.62$4.46$5.81$7.15$8.50$9.93$11.41$12.89$14.48$16.91$19.34$21.96
PutsExpensive1.18×
CallsExpensive1.38×
SkewBullish-1.16 pp
Implied moveBearish±$18.76
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ254.7455.5%11.7%211.8954.3%9.3%
25Δ247.8449.7%9.0%216.3051.3%7.7%
30Δ244.2849.5%7.8%220.4648.9%6.3%
35Δ240.7149.4%6.6%223.3249.8%5.6%
40Δ237.6949.9%5.9%226.1750.7%4.9%
45Δ234.8050.6%5.2%229.0351.6%4.3%
50Δ231.9151.4%4.5%231.8751.2%3.7%
55Δ229.0051.7%3.8%234.6850.1%3.1%
60Δ226.0651.3%3.3%237.5049.0%2.5%
65Δ223.1150.9%2.7%240.3848.0%2.0%
70Δ220.1650.5%2.1%243.6947.7%1.6%
75Δ216.5650.6%1.7%247.0047.3%1.2%
80Δ212.9250.8%1.3%250.4747.0%0.8%

20Δ

Calls
Pseudo strike
254.74
IV
55.5%
B/E move
11.7%
Puts
Pseudo strike
211.89
IV
54.3%
B/E move
9.3%

25Δ

Calls
Pseudo strike
247.84
IV
49.7%
B/E move
9.0%
Puts
Pseudo strike
216.30
IV
51.3%
B/E move
7.7%

30Δ

Calls
Pseudo strike
244.28
IV
49.5%
B/E move
7.8%
Puts
Pseudo strike
220.46
IV
48.9%
B/E move
6.3%

35Δ

Calls
Pseudo strike
240.71
IV
49.4%
B/E move
6.6%
Puts
Pseudo strike
223.32
IV
49.8%
B/E move
5.6%

40Δ

Calls
Pseudo strike
237.69
IV
49.9%
B/E move
5.9%
Puts
Pseudo strike
226.17
IV
50.7%
B/E move
4.9%

45Δ

Calls
Pseudo strike
234.80
IV
50.6%
B/E move
5.2%
Puts
Pseudo strike
229.03
IV
51.6%
B/E move
4.3%

50Δ

Calls
Pseudo strike
231.91
IV
51.4%
B/E move
4.5%
Puts
Pseudo strike
231.87
IV
51.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
229.00
IV
51.7%
B/E move
3.8%
Puts
Pseudo strike
234.68
IV
50.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
226.06
IV
51.3%
B/E move
3.3%
Puts
Pseudo strike
237.50
IV
49.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
223.11
IV
50.9%
B/E move
2.7%
Puts
Pseudo strike
240.38
IV
48.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
220.16
IV
50.5%
B/E move
2.1%
Puts
Pseudo strike
243.69
IV
47.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
216.56
IV
50.6%
B/E move
1.7%
Puts
Pseudo strike
247.00
IV
47.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
212.92
IV
50.8%
B/E move
1.3%
Puts
Pseudo strike
250.47
IV
47.0%
B/E move
0.8%

Options history

IV · four-Friday blend40.40%
Daily close
ESE33.2%39.5%45.8%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 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%