IntraAlpha
Create free account Start free

PACCAR Inc. Common Stock PCAR

i

Market dataready · fetched 2026-11-04T00:21:39.013Z

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 · 2026-11-03T22:33:32.423390697Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:21:35.714208+00:00

Share price$101.51
1D-2.7%
AH$101.14$102.01$102.87$103.74$104.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCAR
Sold putSold callAH

PACCAR Inc. Common Stock options

Live interpolated PCAR call and put midpoint premiums by absolute delta.PACCAR Inc. Common Stock$0.67$2.45$4.24$6.02$7.80$86.59$93.75$100.90$108.06$115.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCAR spot · $101.51PCAR PRICE$0.86$1.17$1.47$1.78$2.14$2.52$2.89$3.26$3.63$4.36$5.17$5.98$6.79$1.04$1.19$1.32$1.45$1.82$2.37$2.92$3.48$4.03$4.59$5.40$6.34$7.29
PutsCheap0.56×
CallsCheap0.68×
SkewBullish-2.70 pp
Implied moveBalanced±$5.81
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.8234.6%8.1%94.7840.6%7.7%
25Δ107.5835.0%7.1%96.3436.7%6.3%
30Δ106.3435.4%6.2%97.8532.2%4.9%
35Δ105.0935.8%5.3%99.3627.8%3.5%
40Δ104.1035.1%4.7%100.4926.5%2.8%
45Δ103.1234.4%4.1%101.3327.5%2.5%
50Δ102.1433.6%3.5%102.1828.5%2.2%
55Δ101.1632.9%2.9%103.0229.5%1.9%
60Δ100.1832.1%2.3%103.8730.5%1.7%
65Δ99.1032.3%1.9%104.7131.5%1.4%
70Δ97.9932.7%1.6%105.7931.6%1.1%
75Δ96.8833.0%1.3%107.0031.4%0.8%
80Δ95.7733.4%1.0%108.2031.2%0.6%

20Δ

Calls
Pseudo strike
108.82
IV
34.6%
B/E move
8.1%
Puts
Pseudo strike
94.78
IV
40.6%
B/E move
7.7%

25Δ

Calls
Pseudo strike
107.58
IV
35.0%
B/E move
7.1%
Puts
Pseudo strike
96.34
IV
36.7%
B/E move
6.3%

30Δ

Calls
Pseudo strike
106.34
IV
35.4%
B/E move
6.2%
Puts
Pseudo strike
97.85
IV
32.2%
B/E move
4.9%

35Δ

Calls
Pseudo strike
105.09
IV
35.8%
B/E move
5.3%
Puts
Pseudo strike
99.36
IV
27.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
104.10
IV
35.1%
B/E move
4.7%
Puts
Pseudo strike
100.49
IV
26.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
103.12
IV
34.4%
B/E move
4.1%
Puts
Pseudo strike
101.33
IV
27.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
102.14
IV
33.6%
B/E move
3.5%
Puts
Pseudo strike
102.18
IV
28.5%
B/E move
2.2%

55Δ

Calls
Pseudo strike
101.16
IV
32.9%
B/E move
2.9%
Puts
Pseudo strike
103.02
IV
29.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
100.18
IV
32.1%
B/E move
2.3%
Puts
Pseudo strike
103.87
IV
30.5%
B/E move
1.7%

65Δ

Calls
Pseudo strike
99.10
IV
32.3%
B/E move
1.9%
Puts
Pseudo strike
104.71
IV
31.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
97.99
IV
32.7%
B/E move
1.6%
Puts
Pseudo strike
105.79
IV
31.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
96.88
IV
33.0%
B/E move
1.3%
Puts
Pseudo strike
107.00
IV
31.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
95.77
IV
33.4%
B/E move
1.0%
Puts
Pseudo strike
108.20
IV
31.2%
B/E move
0.6%

Options history

IV · four-Friday blend28.71%
Daily close
PCAR23.4%31.0%38.6%2026-08-05: 30.62%2026-08-06: 29.47%2026-08-07: 27.80%2026-08-10: 29.36%2026-08-11: 27.71%2026-08-12: 27.37%2026-08-13: 26.29%2026-08-14: 27.78%2026-08-17: 28.02%2026-08-18: 28.43%2026-08-19: 30.32%2026-08-20: 33.85%2026-08-21: 26.52%2026-08-24: 26.48%2026-08-25: 26.31%2026-08-26: 26.98%2026-08-27: 26.27%2026-08-28: 26.09%2026-08-31: 26.50%2026-09-01: 26.68%2026-09-02: 26.68%2026-09-03: 26.76%2026-09-04: 27.55%2026-09-08: 27.44%2026-09-09: 28.87%2026-09-10: 30.38%2026-09-11: 28.25%2026-09-14: 29.41%2026-09-15: 31.46%2026-09-16: 34.08%2026-09-17: 37.53%2026-09-18: 28.00%2026-09-21: 24.40%2026-09-22: 26.29%2026-09-23: 29.52%2026-09-24: 28.95%2026-09-25: 28.12%2026-09-28: 29.53%2026-09-29: 29.65%2026-09-30: 29.73%2026-10-01: 30.30%2026-10-02: 28.80%2026-10-05: 30.03%2026-10-06: 30.07%2026-10-08: 29.65%2026-10-09: 28.35%2026-10-16: 27.66%2026-10-19: 29.98%2026-10-20: 29.67%2026-10-21: 31.43%2026-10-22: 29.68%2026-10-23: 30.59%2026-10-26: 32.99%2026-10-27: 28.30%2026-10-28: 28.31%2026-10-29: 28.00%2026-10-30: 28.71%Aug 5Sep 15Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.62%
29.47%
27.80%
29.36%
27.71%
27.37%
26.29%
27.78%
28.02%
28.43%
30.32%
33.85%
26.52%
26.48%
26.31%
26.98%
26.27%
26.09%
26.50%
26.68%
26.68%
26.76%
27.55%
27.44%
28.87%
30.38%
28.25%
29.41%
31.46%
34.08%
37.53%
28.00%
24.40%
26.29%
29.52%
28.95%
28.12%
29.53%
29.65%
29.73%
30.30%
28.80%
30.03%
30.07%
29.65%
28.35%
27.66%
29.98%
29.67%
31.43%
29.68%
30.59%
32.99%
28.30%
28.31%
28.00%
28.71%