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Itron, Inc. Common Stock ITRI

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Market dataready · fetched 2026-11-04T04:40:18.073Z

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 · 2026-11-03T21:01:30.015913161Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T04:40:17.651587+00:00

Share price$98.23
1D-1.0%
AH$96.50$97.27$98.03$98.80$99.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITRI
Sold putSold callAH

Itron, Inc. Common Stock options

Live interpolated ITRI call and put midpoint premiums by absolute delta.Itron, Inc. Common Stock$0.52$2.92$5.32$7.72$10.12$78.17$86.44$94.70$102.97$111.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ITRI spot · $98.23ITRI PRICE$0.78$1.19$1.60$2.01$2.42$2.83$3.25$3.68$4.10$4.53$4.99$5.79$6.58$1.13$1.45$1.76$2.18$2.74$3.31$3.87$4.43$5.16$5.90$6.65$7.39$9.43
PutsFair1.01×
CallsCheap0.79×
SkewBearish+4.76 pp
Implied moveBearish±$7.12
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.9834.1%7.7%90.8445.7%8.7%
25Δ103.9735.6%7.1%92.4743.6%7.3%
30Δ102.9637.1%6.4%94.1141.5%6.0%
35Δ101.9538.6%5.8%95.5140.6%5.0%
40Δ100.9440.1%5.2%96.6241.0%4.4%
45Δ99.9341.4%4.6%97.7341.4%3.9%
50Δ98.9240.0%4.0%98.8541.8%3.3%
55Δ97.9138.7%3.4%99.9642.2%2.7%
60Δ96.9037.3%2.8%101.1141.5%2.3%
65Δ95.8935.9%2.2%102.2740.7%1.9%
70Δ94.8834.6%1.7%103.4339.9%1.5%
75Δ93.8033.4%1.4%104.5939.1%1.0%
80Δ92.7232.2%1.1%106.9142.0%0.8%

20Δ

Calls
Pseudo strike
104.98
IV
34.1%
B/E move
7.7%
Puts
Pseudo strike
90.84
IV
45.7%
B/E move
8.7%

25Δ

Calls
Pseudo strike
103.97
IV
35.6%
B/E move
7.1%
Puts
Pseudo strike
92.47
IV
43.6%
B/E move
7.3%

30Δ

Calls
Pseudo strike
102.96
IV
37.1%
B/E move
6.4%
Puts
Pseudo strike
94.11
IV
41.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
101.95
IV
38.6%
B/E move
5.8%
Puts
Pseudo strike
95.51
IV
40.6%
B/E move
5.0%

40Δ

Calls
Pseudo strike
100.94
IV
40.1%
B/E move
5.2%
Puts
Pseudo strike
96.62
IV
41.0%
B/E move
4.4%

45Δ

Calls
Pseudo strike
99.93
IV
41.4%
B/E move
4.6%
Puts
Pseudo strike
97.73
IV
41.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
98.92
IV
40.0%
B/E move
4.0%
Puts
Pseudo strike
98.85
IV
41.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
97.91
IV
38.7%
B/E move
3.4%
Puts
Pseudo strike
99.96
IV
42.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
96.90
IV
37.3%
B/E move
2.8%
Puts
Pseudo strike
101.11
IV
41.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
95.89
IV
35.9%
B/E move
2.2%
Puts
Pseudo strike
102.27
IV
40.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
94.88
IV
34.6%
B/E move
1.7%
Puts
Pseudo strike
103.43
IV
39.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
93.80
IV
33.4%
B/E move
1.4%
Puts
Pseudo strike
104.59
IV
39.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
92.72
IV
32.2%
B/E move
1.1%
Puts
Pseudo strike
106.91
IV
42.0%
B/E move
0.8%

Options history

IV · four-Friday blend38.34%
Daily close
ITRI34.0%42.0%50.1%2026-08-05: 37.71%2026-08-06: 40.19%2026-08-07: 41.62%2026-08-10: 40.88%2026-08-11: 39.64%2026-08-12: 39.25%2026-08-13: 39.42%2026-08-14: 39.13%2026-08-17: 39.37%2026-08-19: 44.14%2026-08-21: 38.23%2026-08-24: 39.66%2026-08-25: 38.60%2026-08-26: 39.27%2026-08-27: 38.30%2026-08-28: 38.51%2026-08-31: 38.25%2026-09-01: 39.30%2026-09-02: 38.62%2026-09-04: 37.32%2026-09-08: 41.15%2026-09-09: 40.25%2026-09-10: 40.28%2026-09-11: 40.59%2026-09-18: 40.42%2026-09-21: 40.42%2026-09-22: 41.79%2026-09-23: 42.09%2026-09-24: 40.17%2026-09-25: 44.73%2026-09-28: 42.69%2026-09-29: 42.36%2026-09-30: 43.68%2026-10-01: 44.22%2026-10-02: 43.03%2026-10-05: 45.98%2026-10-06: 45.99%2026-10-07: 44.75%2026-10-08: 45.11%2026-10-09: 43.97%2026-10-12: 46.54%2026-10-14: 49.01%2026-10-16: 46.53%2026-10-19: 46.68%2026-10-20: 45.78%2026-10-21: 45.28%2026-10-22: 45.70%2026-10-23: 46.02%2026-10-26: 47.36%2026-10-27: 38.12%2026-10-28: 35.09%2026-10-29: 35.67%2026-10-30: 38.34%Aug 5Sep 22Oct 30
53 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
37.71%
40.19%
41.62%
40.88%
39.64%
39.25%
39.42%
39.13%
39.37%
44.14%
38.23%
39.66%
38.60%
39.27%
38.30%
38.51%
38.25%
39.30%
38.62%
37.32%
41.15%
40.25%
40.28%
40.59%
40.42%
40.42%
41.79%
42.09%
40.17%
44.73%
42.69%
42.36%
43.68%
44.22%
43.03%
45.98%
45.99%
44.75%
45.11%
43.97%
46.54%
49.01%
46.53%
46.68%
45.78%
45.28%
45.70%
46.02%
47.36%
38.12%
35.09%
35.67%
38.34%