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Old Dominion Freight Line, Inc. Common Stock ODFL

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Market dataready · fetched 2026-11-04T02:48:47.920Z

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 · 2026-11-03T21:33:00.914596362Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:48:47.461772+00:00

Share price$177.68
1D+0.5%
AH$175.43$176.26$177.08$177.90$178.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMODFL
Sold putSold callAH

Old Dominion Freight Line, Inc. Common Stock options

Live interpolated ODFL call and put midpoint premiums by absolute delta.Old Dominion Freight Line, Inc. Common Stock$1.12$4.59$8.06$11.54$15.01$149.22$161.73$174.24$186.75$199.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ODFL spot · $177.68ODFL PRICE$1.50$2.05$2.64$3.31$4.11$4.91$5.84$6.82$7.82$8.97$10.13$11.84$14.01$1.75$2.33$2.96$3.62$4.29$5.10$5.92$6.82$8.12$9.43$10.71$11.99$13.26
PutsCheap0.60×
CallsCheap0.88×
SkewBullish-1.89 pp
Implied moveBalanced±$11.76
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ190.7236.1%8.2%166.3938.6%7.3%
25Δ188.4136.5%7.2%168.7438.7%6.3%
30Δ186.3337.2%6.4%170.9338.5%5.5%
35Δ184.3337.9%5.6%172.9538.0%4.7%
40Δ182.4538.7%5.0%174.9637.4%3.9%
45Δ180.5739.4%4.4%176.7436.9%3.4%
50Δ178.6539.8%3.8%178.5236.5%2.9%
55Δ176.7240.0%3.3%180.3336.1%2.3%
60Δ174.7940.1%2.8%182.2736.6%2.0%
65Δ172.8439.6%2.3%184.2237.0%1.6%
70Δ170.8939.1%1.9%186.1236.5%1.3%
75Δ168.5239.6%1.5%188.0035.2%0.9%
80Δ165.8040.9%1.2%189.8734.0%0.6%

20Δ

Calls
Pseudo strike
190.72
IV
36.1%
B/E move
8.2%
Puts
Pseudo strike
166.39
IV
38.6%
B/E move
7.3%

25Δ

Calls
Pseudo strike
188.41
IV
36.5%
B/E move
7.2%
Puts
Pseudo strike
168.74
IV
38.7%
B/E move
6.3%

30Δ

Calls
Pseudo strike
186.33
IV
37.2%
B/E move
6.4%
Puts
Pseudo strike
170.93
IV
38.5%
B/E move
5.5%

35Δ

Calls
Pseudo strike
184.33
IV
37.9%
B/E move
5.6%
Puts
Pseudo strike
172.95
IV
38.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
182.45
IV
38.7%
B/E move
5.0%
Puts
Pseudo strike
174.96
IV
37.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
180.57
IV
39.4%
B/E move
4.4%
Puts
Pseudo strike
176.74
IV
36.9%
B/E move
3.4%

50Δ

Calls
Pseudo strike
178.65
IV
39.8%
B/E move
3.8%
Puts
Pseudo strike
178.52
IV
36.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
176.72
IV
40.0%
B/E move
3.3%
Puts
Pseudo strike
180.33
IV
36.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
174.79
IV
40.1%
B/E move
2.8%
Puts
Pseudo strike
182.27
IV
36.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
172.84
IV
39.6%
B/E move
2.3%
Puts
Pseudo strike
184.22
IV
37.0%
B/E move
1.6%

70Δ

Calls
Pseudo strike
170.89
IV
39.1%
B/E move
1.9%
Puts
Pseudo strike
186.12
IV
36.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
168.52
IV
39.6%
B/E move
1.5%
Puts
Pseudo strike
188.00
IV
35.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
165.80
IV
40.9%
B/E move
1.2%
Puts
Pseudo strike
189.87
IV
34.0%
B/E move
0.6%

Options history

IV · four-Friday blend35.41%
Daily close
ODFL33.0%39.3%45.5%2026-08-05: 37.33%2026-08-06: 37.12%2026-08-07: 36.74%2026-08-10: 37.46%2026-08-11: 37.56%2026-08-12: 34.56%2026-08-13: 34.80%2026-08-17: 35.83%2026-08-18: 36.16%2026-08-21: 36.16%2026-08-24: 36.00%2026-08-25: 36.02%2026-08-26: 34.66%2026-08-27: 35.24%2026-08-28: 36.32%2026-08-31: 33.84%2026-09-01: 38.19%2026-09-02: 35.93%2026-09-03: 38.16%2026-09-04: 36.38%2026-09-08: 37.50%2026-09-09: 37.91%2026-09-10: 37.39%2026-09-11: 35.20%2026-09-14: 38.04%2026-09-15: 38.24%2026-09-16: 37.91%2026-09-17: 38.57%2026-09-18: 35.98%2026-09-21: 35.16%2026-09-22: 35.43%2026-09-23: 36.76%2026-09-24: 36.04%2026-09-25: 36.40%2026-09-28: 37.76%2026-09-29: 34.89%2026-09-30: 36.69%2026-10-01: 36.45%2026-10-02: 37.19%2026-10-05: 35.80%2026-10-06: 35.63%2026-10-07: 36.13%2026-10-08: 35.09%2026-10-09: 35.17%2026-10-12: 37.81%2026-10-13: 36.41%2026-10-14: 39.68%2026-10-15: 44.66%2026-10-16: 35.86%2026-10-19: 37.42%2026-10-20: 35.96%2026-10-21: 36.19%2026-10-22: 36.98%2026-10-23: 37.28%2026-10-26: 37.73%2026-10-27: 38.05%2026-10-28: 34.72%2026-10-29: 33.88%2026-10-30: 35.41%Aug 5Sep 21Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
37.33%
37.12%
36.74%
37.46%
37.56%
34.56%
34.80%
35.83%
36.16%
36.16%
36.00%
36.02%
34.66%
35.24%
36.32%
33.84%
38.19%
35.93%
38.16%
36.38%
37.50%
37.91%
37.39%
35.20%
38.04%
38.24%
37.91%
38.57%
35.98%
35.16%
35.43%
36.76%
36.04%
36.40%
37.76%
34.89%
36.69%
36.45%
37.19%
35.80%
35.63%
36.13%
35.09%
35.17%
37.81%
36.41%
39.68%
44.66%
35.86%
37.42%
35.96%
36.19%
36.98%
37.28%
37.73%
38.05%
34.72%
33.88%
35.41%