IntraAlpha
Create free account Start free

Flowserve Corporation FLS

i

Market datapartial · fetched 2026-11-04T07:20:04.629Z

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 · 2026-11-04T00:00:00.002338623Z

FundamentalsAlpha Vantage · unavailable

Share price$81.03
1D-1.2%
AH$80.58$81.13$81.69$82.24$82.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLS
Sold putSold callAH

Flowserve Corporation options

Live interpolated FLS call and put midpoint premiums by absolute delta.Flowserve Corporation$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEFLS 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 blend37.75%
Daily close
FLS36.3%44.3%52.3%2026-08-06: 43.66%2026-08-07: 43.33%2026-08-10: 42.11%2026-08-11: 44.46%2026-08-12: 43.94%2026-08-13: 42.03%2026-08-14: 39.65%2026-08-17: 44.25%2026-08-18: 45.99%2026-08-21: 40.27%2026-08-24: 40.74%2026-08-25: 38.39%2026-08-26: 39.90%2026-08-27: 38.55%2026-08-28: 39.25%2026-08-31: 38.96%2026-09-01: 37.39%2026-09-02: 39.08%2026-09-03: 37.86%2026-09-04: 40.47%2026-09-08: 39.47%2026-09-09: 41.50%2026-09-10: 40.33%2026-09-14: 47.56%2026-09-18: 41.09%2026-09-21: 41.90%2026-09-22: 40.01%2026-09-23: 39.80%2026-09-24: 40.53%2026-09-25: 40.97%2026-09-28: 41.74%2026-09-29: 41.13%2026-09-30: 43.30%2026-10-01: 39.88%2026-10-02: 41.32%2026-10-05: 42.04%2026-10-06: 41.70%2026-10-07: 43.66%2026-10-08: 45.45%2026-10-09: 44.29%2026-10-13: 46.70%2026-10-14: 51.23%2026-10-16: 43.91%2026-10-19: 43.96%2026-10-20: 44.23%2026-10-21: 43.72%2026-10-22: 46.26%2026-10-23: 47.98%2026-10-26: 47.44%2026-10-27: 47.65%2026-10-28: 46.54%2026-10-29: 38.62%2026-10-30: 37.75%Aug 6Sep 22Oct 30
53 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
43.66%
43.33%
42.11%
44.46%
43.94%
42.03%
39.65%
44.25%
45.99%
40.27%
40.74%
38.39%
39.90%
38.55%
39.25%
38.96%
37.39%
39.08%
37.86%
40.47%
39.47%
41.50%
40.33%
47.56%
41.09%
41.90%
40.01%
39.80%
40.53%
40.97%
41.74%
41.13%
43.30%
39.88%
41.32%
42.04%
41.70%
43.66%
45.45%
44.29%
46.70%
51.23%
43.91%
43.96%
44.23%
43.72%
46.26%
47.98%
47.44%
47.65%
46.54%
38.62%
37.75%