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Revvity, Inc. RVTY

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-11-03T14:44:17.293Z

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 · 2026-11-03T14:44:15.902541454Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:44:16.819859+00:00

Share price$169.98
1D+3.1%
$163$165$167$169$1715:30 AM6:30 AM9:00 AM1:00 PMRVTY
Sold putSold call

Revvity, Inc. options

Live interpolated RVTY call and put midpoint premiums by absolute delta.Revvity, Inc.$1.38$6.10$10.83$15.55$20.28$144.17$158.21$172.25$186.29$200.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RVTY spot · $169.98RVTY PRICE$1.89$2.54$3.30$4.11$4.97$6.01$7.18$8.43$9.79$11.27$12.96$15.49$18.85$2.94$3.59$4.22$5.19$6.22$7.30$8.59$10.04$11.60$13.25$14.94$16.65$18.92
PutsExpensive1.20×
CallsCheap0.77×
SkewBearish+3.04 pp
Implied moveBearish±$15.77
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ187.0948.4%11.2%152.2367.0%12.2%
25Δ183.7048.2%9.6%156.9161.7%9.8%
30Δ181.1649.4%8.5%160.9156.3%7.8%
35Δ178.6350.1%7.5%163.6955.9%6.8%
40Δ176.1150.3%6.5%166.3655.2%5.8%
45Δ173.6951.0%5.7%168.9254.4%4.9%
50Δ171.3452.1%5.0%171.4754.1%4.2%
55Δ168.9452.8%4.4%174.0154.1%3.5%
60Δ166.4853.1%3.7%176.5953.8%2.9%
65Δ163.9553.3%3.1%179.2053.3%2.4%
70Δ161.3153.4%2.5%181.7851.9%1.8%
75Δ158.0155.8%2.1%184.3350.3%1.4%
80Δ154.0159.6%1.7%187.3049.0%0.9%

20Δ

Calls
Pseudo strike
187.09
IV
48.4%
B/E move
11.2%
Puts
Pseudo strike
152.23
IV
67.0%
B/E move
12.2%

25Δ

Calls
Pseudo strike
183.70
IV
48.2%
B/E move
9.6%
Puts
Pseudo strike
156.91
IV
61.7%
B/E move
9.8%

30Δ

Calls
Pseudo strike
181.16
IV
49.4%
B/E move
8.5%
Puts
Pseudo strike
160.91
IV
56.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
178.63
IV
50.1%
B/E move
7.5%
Puts
Pseudo strike
163.69
IV
55.9%
B/E move
6.8%

40Δ

Calls
Pseudo strike
176.11
IV
50.3%
B/E move
6.5%
Puts
Pseudo strike
166.36
IV
55.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
173.69
IV
51.0%
B/E move
5.7%
Puts
Pseudo strike
168.92
IV
54.4%
B/E move
4.9%

50Δ

Calls
Pseudo strike
171.34
IV
52.1%
B/E move
5.0%
Puts
Pseudo strike
171.47
IV
54.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
168.94
IV
52.8%
B/E move
4.4%
Puts
Pseudo strike
174.01
IV
54.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
166.48
IV
53.1%
B/E move
3.7%
Puts
Pseudo strike
176.59
IV
53.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
163.95
IV
53.3%
B/E move
3.1%
Puts
Pseudo strike
179.20
IV
53.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
161.31
IV
53.4%
B/E move
2.5%
Puts
Pseudo strike
181.78
IV
51.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
158.01
IV
55.8%
B/E move
2.1%
Puts
Pseudo strike
184.33
IV
50.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
154.01
IV
59.6%
B/E move
1.7%
Puts
Pseudo strike
187.30
IV
49.0%
B/E move
0.9%

Options history

IV · four-Friday blend50.57%
Daily close
RVTY35.1%44.3%53.5%2026-08-05: 40.54%2026-08-06: 40.77%2026-08-07: 40.85%2026-08-10: 40.39%2026-08-11: 41.05%2026-08-12: 39.30%2026-08-13: 39.02%2026-08-14: 38.61%2026-08-17: 39.49%2026-08-18: 41.69%2026-08-19: 42.02%2026-08-21: 38.45%2026-08-24: 39.30%2026-08-25: 38.79%2026-08-26: 37.89%2026-08-27: 37.07%2026-08-28: 37.01%2026-08-31: 36.51%2026-09-01: 37.37%2026-09-02: 36.38%2026-09-03: 37.36%2026-09-04: 37.07%2026-09-08: 41.08%2026-09-09: 42.41%2026-09-10: 41.38%2026-09-11: 40.39%2026-09-14: 41.18%2026-09-15: 45.96%2026-09-16: 45.15%2026-09-18: 39.24%2026-09-21: 40.06%2026-09-22: 39.93%2026-09-23: 40.02%2026-09-24: 40.29%2026-09-25: 40.92%2026-09-28: 43.44%2026-09-29: 43.63%2026-09-30: 44.62%2026-10-01: 44.41%2026-10-02: 44.05%2026-10-05: 43.79%2026-10-06: 47.06%2026-10-07: 47.58%2026-10-08: 47.16%2026-10-09: 46.97%2026-10-12: 49.72%2026-10-13: 50.67%2026-10-14: 51.16%2026-10-15: 52.26%2026-10-16: 47.66%2026-10-19: 47.40%2026-10-20: 46.96%2026-10-21: 47.84%2026-10-22: 47.93%2026-10-23: 48.06%2026-10-26: 48.24%2026-10-27: 48.44%2026-10-28: 48.09%2026-10-29: 50.03%2026-10-30: 50.57%Aug 5Sep 18Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
40.54%
40.77%
40.85%
40.39%
41.05%
39.30%
39.02%
38.61%
39.49%
41.69%
42.02%
38.45%
39.30%
38.79%
37.89%
37.07%
37.01%
36.51%
37.37%
36.38%
37.36%
37.07%
41.08%
42.41%
41.38%
40.39%
41.18%
45.96%
45.15%
39.24%
40.06%
39.93%
40.02%
40.29%
40.92%
43.44%
43.63%
44.62%
44.41%
44.05%
43.79%
47.06%
47.58%
47.16%
46.97%
49.72%
50.67%
51.16%
52.26%
47.66%
47.40%
46.96%
47.84%
47.93%
48.06%
48.24%
48.44%
48.09%
50.03%
50.57%