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Old Dominion Freight Line, Inc. Common Stock ODFL

i

Market datapartial · fetched 2026-11-06T17:20:21.178Z

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 · 2026-11-06T17:20:10.218301846Z

FundamentalsAlpha Vantage · unavailable

Share price$168.02
1D-1.1%
$166.43$167.39$168.35$169.30$170.265:30 AM6:30 AM9:00 AM1:00 PMODFL
Sold putSold call

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$0.00$0.27$0.54$0.81$1.08$-0.17$0.17$0.50$0.83$1.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEODFL 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 blend35.41%
Daily close
ODFL33.0%39.3%45.5%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 10Sep 22Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%