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ITT Inc. ITT

i

Market datapartial · fetched 2026-11-04T07:30:28.996Z

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 · 2026-11-04T00:00:00.002218657Z

FundamentalsAlpha Vantage · unavailable

Share price$205.11
1D+0.3%
AH$204$205$206$208$2095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMITT
Sold putSold callAH

ITT Inc. options

Live interpolated ITT call and put midpoint premiums by absolute delta.ITT Inc.$0.00$0.27$0.54$0.81$1.08$-0.21$0.15$0.50$0.85$1.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEITT 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 blend37.31%
Daily close
ITT29.2%33.7%38.1%2026-08-06: 34.79%2026-08-07: 33.90%2026-08-10: 32.95%2026-08-11: 31.65%2026-08-12: 31.33%2026-08-13: 29.96%2026-08-14: 29.99%2026-08-21: 30.95%2026-08-24: 30.91%2026-08-25: 30.47%2026-08-26: 30.54%2026-08-27: 30.56%2026-08-28: 30.19%2026-08-31: 30.60%2026-09-01: 29.85%2026-09-02: 29.91%2026-09-03: 31.08%2026-09-04: 30.77%2026-09-08: 32.26%2026-09-09: 31.66%2026-09-10: 32.18%2026-09-11: 31.11%2026-09-14: 32.71%2026-09-15: 33.52%2026-09-16: 37.50%2026-09-18: 32.03%2026-09-21: 32.15%2026-09-22: 31.63%2026-09-23: 32.07%2026-09-24: 33.04%2026-09-25: 33.44%2026-09-28: 34.15%2026-09-29: 33.97%2026-09-30: 34.00%2026-10-01: 33.17%2026-10-02: 32.43%2026-10-05: 32.38%2026-10-06: 33.11%2026-10-07: 33.23%2026-10-08: 33.32%2026-10-09: 32.92%2026-10-12: 35.50%2026-10-13: 35.90%2026-10-14: 37.28%2026-10-16: 33.41%2026-10-19: 33.59%2026-10-20: 33.65%2026-10-21: 33.85%2026-10-22: 36.08%2026-10-23: 36.50%2026-10-26: 37.14%2026-10-27: 36.24%2026-10-28: 36.95%2026-10-29: 36.80%2026-10-30: 37.31%Aug 6Sep 22Oct 30
55 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
34.79%
33.90%
32.95%
31.65%
31.33%
29.96%
29.99%
30.95%
30.91%
30.47%
30.54%
30.56%
30.19%
30.60%
29.85%
29.91%
31.08%
30.77%
32.26%
31.66%
32.18%
31.11%
32.71%
33.52%
37.50%
32.03%
32.15%
31.63%
32.07%
33.04%
33.44%
34.15%
33.97%
34.00%
33.17%
32.43%
32.38%
33.11%
33.23%
33.32%
32.92%
35.50%
35.90%
37.28%
33.41%
33.59%
33.65%
33.85%
36.08%
36.50%
37.14%
36.24%
36.95%
36.80%
37.31%