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Intuitive Surgical, Inc. Common Stock ISRG

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Market dataready · fetched 2026-11-04T03:21:44.527Z

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 · 2026-11-04T00:56:36.31674489Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:21:43.182139+00:00

Share price$437.00
1D+0.6%
AH$433$436$440$443$4475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMISRG
Sold putSold callAH

Intuitive Surgical, Inc. Common Stock options

Live interpolated ISRG call and put midpoint premiums by absolute delta.Intuitive Surgical, Inc. Common Stock$1.23$7.64$14.04$20.45$26.86$419.47$428.35$437.24$446.12$455.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ISRG spot · $437.00ISRG PRICE$1.92$2.68$6.05$7.74$8.52$10.62$12.83$15.68$19.20$25.01$1.92$2.81$3.97$3.84$4.28$4.56$5.09$5.65$6.25$6.97$7.65$8.19$8.73
PutsCheap0.92×
Calls——
Skew——
Implied moveBullish±$13.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ452.5444.3%4.0%424.0243.0%3.4%
25Δ450.0746.2%3.6%425.5147.4%3.3%
30Δ427.1851.3%3.2%
35Δ431.3040.2%2.2%
40Δ443.2254.9%2.8%433.5737.3%1.8%
45Δ440.6959.2%2.6%435.6433.3%1.4%
50Δ437.7155.7%2.1%437.3031.6%1.1%
55Δ434.8159.7%1.9%438.7630.1%0.9%
60Δ431.5862.3%1.7%440.1828.7%0.7%
65Δ427.8766.5%1.5%441.5327.8%0.6%
70Δ423.4771.0%1.3%442.7926.5%0.4%
75Δ417.1081.1%1.2%443.8324.6%0.3%
80Δ444.8622.7%0.2%

20Δ

Calls
Pseudo strike
452.54
IV
44.3%
B/E move
4.0%
Puts
Pseudo strike
424.02
IV
43.0%
B/E move
3.4%

25Δ

Calls
Pseudo strike
450.07
IV
46.2%
B/E move
3.6%
Puts
Pseudo strike
425.51
IV
47.4%
B/E move
3.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
427.18
IV
51.3%
B/E move
3.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
431.30
IV
40.2%
B/E move
2.2%

40Δ

Calls
Pseudo strike
443.22
IV
54.9%
B/E move
2.8%
Puts
Pseudo strike
433.57
IV
37.3%
B/E move
1.8%

45Δ

Calls
Pseudo strike
440.69
IV
59.2%
B/E move
2.6%
Puts
Pseudo strike
435.64
IV
33.3%
B/E move
1.4%

50Δ

Calls
Pseudo strike
437.71
IV
55.7%
B/E move
2.1%
Puts
Pseudo strike
437.30
IV
31.6%
B/E move
1.1%

55Δ

Calls
Pseudo strike
434.81
IV
59.7%
B/E move
1.9%
Puts
Pseudo strike
438.76
IV
30.1%
B/E move
0.9%

60Δ

Calls
Pseudo strike
431.58
IV
62.3%
B/E move
1.7%
Puts
Pseudo strike
440.18
IV
28.7%
B/E move
0.7%

65Δ

Calls
Pseudo strike
427.87
IV
66.5%
B/E move
1.5%
Puts
Pseudo strike
441.53
IV
27.8%
B/E move
0.6%

70Δ

Calls
Pseudo strike
423.47
IV
71.0%
B/E move
1.3%
Puts
Pseudo strike
442.79
IV
26.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
417.10
IV
81.1%
B/E move
1.2%
Puts
Pseudo strike
443.83
IV
24.6%
B/E move
0.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
444.86
IV
22.7%
B/E move
0.2%

Options history

IV · four-Friday blend33.17%
Daily close
ISRG26.0%48.0%70.0%2026-08-05: 35.74%2026-08-06: 39.91%2026-08-07: 33.36%2026-08-10: 34.05%2026-08-11: 32.42%2026-08-12: 31.13%2026-08-13: 32.75%2026-08-14: 29.04%2026-08-17: 32.15%2026-08-18: 33.58%2026-08-19: 32.55%2026-08-20: 33.63%2026-08-21: 30.50%2026-08-24: 32.05%2026-08-25: 32.56%2026-08-26: 32.65%2026-08-27: 36.53%2026-08-28: 32.09%2026-08-31: 31.73%2026-09-01: 31.46%2026-09-02: 37.21%2026-09-03: 34.40%2026-09-04: 33.18%2026-09-08: 41.99%2026-09-09: 36.88%2026-09-10: 38.32%2026-09-11: 33.31%2026-09-14: 34.95%2026-09-15: 37.54%2026-09-16: 35.98%2026-09-17: 38.00%2026-09-18: 32.78%2026-09-21: 36.09%2026-09-22: 35.33%2026-09-23: 35.53%2026-09-24: 39.97%2026-09-25: 34.30%2026-09-28: 37.49%2026-09-29: 38.56%2026-09-30: 37.33%2026-10-01: 37.19%2026-10-02: 38.14%2026-10-05: 40.60%2026-10-06: 42.04%2026-10-07: 42.54%2026-10-08: 47.06%2026-10-09: 45.51%2026-10-12: 48.14%2026-10-13: 49.87%2026-10-14: 51.68%2026-10-15: 54.16%2026-10-16: 57.34%2026-10-19: 65.65%2026-10-20: 67.00%2026-10-21: 36.60%2026-10-22: 37.81%2026-10-23: 34.24%2026-10-26: 36.68%2026-10-27: 35.22%2026-10-28: 34.73%2026-10-29: 34.41%2026-10-30: 33.17%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
35.74%
39.91%
33.36%
34.05%
32.42%
31.13%
32.75%
29.04%
32.15%
33.58%
32.55%
33.63%
30.50%
32.05%
32.56%
32.65%
36.53%
32.09%
31.73%
31.46%
37.21%
34.40%
33.18%
41.99%
36.88%
38.32%
33.31%
34.95%
37.54%
35.98%
38.00%
32.78%
36.09%
35.33%
35.53%
39.97%
34.30%
37.49%
38.56%
37.33%
37.19%
38.14%
40.60%
42.04%
42.54%
47.06%
45.51%
48.14%
49.87%
51.68%
54.16%
57.34%
65.65%
67.00%
36.60%
37.81%
34.24%
36.68%
35.22%
34.73%
34.41%
33.17%