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QIAGEN N.V. QGEN

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-04T09:39:39.052Z

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 · 2026-11-04T09:39:07.601406284Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:39:38.472138+00:00

Share price$50.67
1D
Price history unavailable.

QIAGEN N.V. options

Live interpolated QGEN call and put midpoint premiums by absolute delta.QIAGEN N.V.$0.62$1.58$2.54$3.50$4.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEQGEN PRICE$2.45$2.45$2.45$0.73$1.03$1.34$1.65$1.95$2.26$2.56$3.09$3.64$4.19
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
25Δ71.30183.3%45.6%43.43134.6%19.1%
30Δ63.62144.5%30.4%
35Δ50.5517.1%1.7%
40Δ50.8720.3%1.6%
45Δ51.1923.5%1.6%
50Δ51.5126.7%1.6%
55Δ51.8229.9%1.6%
60Δ52.1433.1%1.5%
65Δ52.4636.3%1.5%
70Δ53.1237.0%1.3%
75Δ53.8137.3%1.0%
80Δ54.5137.6%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
71.30
IV
183.3%
B/E move
45.6%
Puts
Pseudo strike
43.43
IV
134.6%
B/E move
19.1%

30Δ

Calls
Pseudo strike
63.62
IV
144.5%
B/E move
30.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.55
IV
17.1%
B/E move
1.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.87
IV
20.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.19
IV
23.5%
B/E move
1.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.51
IV
26.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.82
IV
29.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.14
IV
33.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.46
IV
36.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.12
IV
37.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.81
IV
37.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.51
IV
37.6%
B/E move
0.7%

Options history

IV · four-Friday blend28.67%
Daily EOD
QGEN25.2%28.1%31.0%2026-10-19: 29.74%2026-10-20: 25.57%2026-10-27: 29.76%2026-10-28: 30.55%2026-10-29: 29.28%2026-10-30: 28.67%Oct 19Oct 27Oct 30
6 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.74%
25.57%
29.76%
30.55%
29.28%
28.67%