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Stanley Black & Decker, Inc. SWK

i

Market dataready · fetched 2026-11-03T18:46:18.404Z

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 · 2026-11-03T18:46:09.486979148Z

FundamentalsSEC EDGAR · ready · as of 2026-07-04 · fetched 2026-11-03T18:46:17.910415+00:00

Share price$104.98
1D-2.1%
$104.18$105.01$105.83$106.65$107.485:30 AM6:30 AM9:00 AM1:00 PMSWK
Sold putSold call

Stanley Black & Decker, Inc. options

Live interpolated SWK call and put midpoint premiums by absolute delta.Stanley Black & Decker, Inc.$0.83$3.68$6.54$9.39$12.25$88.11$95.70$103.29$110.87$118.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SWK spot · $104.98SWK PRICE$1.13$1.54$1.96$2.38$2.89$3.41$3.93$4.58$5.38$6.17$6.97$8.15$9.38$1.32$1.76$2.24$2.82$3.40$3.98$4.74$5.64$6.55$7.49$8.76$10.03$11.42
PutsExpensive1.47×
CallsExpensive1.22×
SkewBearish+2.24 pp
Implied moveBearish±$8.67
TiltBearish9.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.1647.0%10.8%96.6349.4%9.2%
25Δ113.3646.9%9.5%98.4548.9%7.9%
30Δ111.6447.0%8.2%100.0549.1%6.8%
35Δ109.9347.0%7.0%101.4848.8%6.0%
40Δ108.5346.6%6.1%102.9148.5%5.2%
45Δ107.1346.2%5.3%104.3448.2%4.4%
50Δ105.7345.8%4.5%105.7848.2%3.7%
55Δ104.3645.6%3.8%107.2448.5%3.2%
60Δ103.0145.8%3.2%108.7048.8%2.7%
65Δ101.6545.9%2.7%110.1949.1%2.2%
70Δ100.3046.0%2.2%111.9148.8%1.7%
75Δ98.6846.9%1.8%113.6348.5%1.3%
80Δ97.0447.0%1.4%115.4448.0%0.9%

20Δ

Calls
Pseudo strike
115.16
IV
47.0%
B/E move
10.8%
Puts
Pseudo strike
96.63
IV
49.4%
B/E move
9.2%

25Δ

Calls
Pseudo strike
113.36
IV
46.9%
B/E move
9.5%
Puts
Pseudo strike
98.45
IV
48.9%
B/E move
7.9%

30Δ

Calls
Pseudo strike
111.64
IV
47.0%
B/E move
8.2%
Puts
Pseudo strike
100.05
IV
49.1%
B/E move
6.8%

35Δ

Calls
Pseudo strike
109.93
IV
47.0%
B/E move
7.0%
Puts
Pseudo strike
101.48
IV
48.8%
B/E move
6.0%

40Δ

Calls
Pseudo strike
108.53
IV
46.6%
B/E move
6.1%
Puts
Pseudo strike
102.91
IV
48.5%
B/E move
5.2%

45Δ

Calls
Pseudo strike
107.13
IV
46.2%
B/E move
5.3%
Puts
Pseudo strike
104.34
IV
48.2%
B/E move
4.4%

50Δ

Calls
Pseudo strike
105.73
IV
45.8%
B/E move
4.5%
Puts
Pseudo strike
105.78
IV
48.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
104.36
IV
45.6%
B/E move
3.8%
Puts
Pseudo strike
107.24
IV
48.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
103.01
IV
45.8%
B/E move
3.2%
Puts
Pseudo strike
108.70
IV
48.8%
B/E move
2.7%

65Δ

Calls
Pseudo strike
101.65
IV
45.9%
B/E move
2.7%
Puts
Pseudo strike
110.19
IV
49.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
100.30
IV
46.0%
B/E move
2.2%
Puts
Pseudo strike
111.91
IV
48.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
98.68
IV
46.9%
B/E move
1.8%
Puts
Pseudo strike
113.63
IV
48.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
97.04
IV
47.0%
B/E move
1.4%
Puts
Pseudo strike
115.44
IV
48.0%
B/E move
0.9%

Options history

IV · four-Friday blend39.76%
Daily EOD
SWK36.3%38.2%40.0%2026-10-19: 37.47%2026-10-20: 36.55%2026-10-21: 37.73%2026-10-22: 38.53%2026-10-23: 37.43%2026-10-26: 37.97%2026-10-27: 37.23%2026-10-28: 38.63%2026-10-29: 37.39%2026-10-30: 39.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.47%
36.55%
37.73%
38.53%
37.43%
37.97%
37.23%
38.63%
37.39%
39.76%