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Roper Technologies, Inc. Common Stock ROP

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-03T22:12:56.390Z

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 · 2026-11-03T21:32:57.14011474Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T22:12:54.622291+00:00

Share price$473.58
1D+0.6%
AH$468$470$472$474$4775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROP
Sold putSold callAH

Roper Technologies, Inc. Common Stock options

Live interpolated ROP call and put midpoint premiums by absolute delta.Roper Technologies, Inc. Common Stock$2.11$11.05$19.99$28.93$37.87$363.02$406.86$450.70$494.54$538.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROP spot · $473.58ROP PRICE$3.08$4.27$5.47$7.18$9.08$10.99$13.01$15.03$17.44$20.04$23.06$26.77$30.99$4.05$5.31$6.90$8.45$9.97$11.58$13.38$15.18$17.73$20.40$24.01$28.70$35.30
PutsExpensive1.09×
CallsCheap0.67×
SkewBearish+0.58 pp
Implied moveBalanced±$26.39
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ499.8127.7%6.2%446.5934.5%6.6%
25Δ495.5028.2%5.5%453.3032.9%5.4%
30Δ491.1928.8%4.9%457.8533.7%4.8%
35Δ487.3230.1%4.4%462.4233.6%4.1%
40Δ483.6331.6%4.0%467.0232.7%3.5%
45Δ479.9233.0%3.7%471.4131.9%2.9%
50Δ475.6733.0%3.2%475.4031.2%2.4%
55Δ471.4133.0%2.7%479.4030.5%2.0%
60Δ467.0832.9%2.3%483.5630.4%1.6%
65Δ462.7132.9%1.9%487.7430.4%1.3%
70Δ458.0633.0%1.6%492.6730.9%1.0%
75Δ452.9433.3%1.3%498.4632.0%0.8%
80Δ447.3833.5%1.0%506.0833.7%0.6%

20Δ

Calls
Pseudo strike
499.81
IV
27.7%
B/E move
6.2%
Puts
Pseudo strike
446.59
IV
34.5%
B/E move
6.6%

25Δ

Calls
Pseudo strike
495.50
IV
28.2%
B/E move
5.5%
Puts
Pseudo strike
453.30
IV
32.9%
B/E move
5.4%

30Δ

Calls
Pseudo strike
491.19
IV
28.8%
B/E move
4.9%
Puts
Pseudo strike
457.85
IV
33.7%
B/E move
4.8%

35Δ

Calls
Pseudo strike
487.32
IV
30.1%
B/E move
4.4%
Puts
Pseudo strike
462.42
IV
33.6%
B/E move
4.1%

40Δ

Calls
Pseudo strike
483.63
IV
31.6%
B/E move
4.0%
Puts
Pseudo strike
467.02
IV
32.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
479.92
IV
33.0%
B/E move
3.7%
Puts
Pseudo strike
471.41
IV
31.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
475.67
IV
33.0%
B/E move
3.2%
Puts
Pseudo strike
475.40
IV
31.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
471.41
IV
33.0%
B/E move
2.7%
Puts
Pseudo strike
479.40
IV
30.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
467.08
IV
32.9%
B/E move
2.3%
Puts
Pseudo strike
483.56
IV
30.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
462.71
IV
32.9%
B/E move
1.9%
Puts
Pseudo strike
487.74
IV
30.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
458.06
IV
33.0%
B/E move
1.6%
Puts
Pseudo strike
492.67
IV
30.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
452.94
IV
33.3%
B/E move
1.3%
Puts
Pseudo strike
498.46
IV
32.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
447.38
IV
33.5%
B/E move
1.0%
Puts
Pseudo strike
506.08
IV
33.7%
B/E move
0.6%

Options history

IV · four-Friday blend30.96%
Daily close
ROP28.0%33.9%39.7%2026-08-05: 34.29%2026-08-06: 34.81%2026-08-07: 33.07%2026-08-10: 32.21%2026-08-11: 30.50%2026-08-12: 31.56%2026-08-13: 30.74%2026-08-14: 30.07%2026-08-17: 31.46%2026-08-18: 34.68%2026-08-19: 34.86%2026-08-20: 36.17%2026-08-21: 30.35%2026-08-24: 30.30%2026-08-25: 30.57%2026-08-26: 28.80%2026-08-27: 29.81%2026-08-28: 28.84%2026-08-31: 29.00%2026-09-01: 29.81%2026-09-02: 29.12%2026-09-03: 29.33%2026-09-04: 28.82%2026-09-08: 31.96%2026-09-09: 32.58%2026-09-10: 31.18%2026-09-11: 31.66%2026-09-14: 30.97%2026-09-15: 35.58%2026-09-16: 36.47%2026-09-17: 38.94%2026-09-18: 30.50%2026-09-21: 31.57%2026-09-22: 30.56%2026-09-23: 30.25%2026-09-24: 32.48%2026-09-25: 31.53%2026-09-28: 31.02%2026-09-29: 31.90%2026-09-30: 32.07%2026-10-01: 31.53%2026-10-02: 31.06%2026-10-05: 30.92%2026-10-06: 31.26%2026-10-07: 31.12%2026-10-08: 30.76%2026-10-09: 30.77%2026-10-12: 30.37%2026-10-13: 29.75%2026-10-14: 34.19%2026-10-16: 30.68%2026-10-19: 31.18%2026-10-20: 31.40%2026-10-21: 31.74%2026-10-22: 30.98%2026-10-23: 29.96%2026-10-26: 30.13%2026-10-27: 30.32%2026-10-28: 29.60%2026-10-29: 30.14%2026-10-30: 30.96%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
34.29%
34.81%
33.07%
32.21%
30.50%
31.56%
30.74%
30.07%
31.46%
34.68%
34.86%
36.17%
30.35%
30.30%
30.57%
28.80%
29.81%
28.84%
29.00%
29.81%
29.12%
29.33%
28.82%
31.96%
32.58%
31.18%
31.66%
30.97%
35.58%
36.47%
38.94%
30.50%
31.57%
30.56%
30.25%
32.48%
31.53%
31.02%
31.90%
32.07%
31.53%
31.06%
30.92%
31.26%
31.12%
30.76%
30.77%
30.37%
29.75%
34.19%
30.68%
31.18%
31.40%
31.74%
30.98%
29.96%
30.13%
30.32%
29.60%
30.14%
30.96%