IntraAlpha
Create free account Start free

Teledyne Technologies Incorporated TDY

i

Market dataready · fetched 2026-11-04T04:45:50.453Z

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 · 2026-11-04T00:00:00.001479247Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-04T04:45:50.039316+00:00

Share price$663.63
1D+0.5%
AH$659$662$664$667$6695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTDY
Sold putSold callAH

Teledyne Technologies Incorporated options

Live interpolated TDY call and put midpoint premiums by absolute delta.Teledyne Technologies Incorporated$3.90$14.35$24.79$35.23$45.68$597.06$630.03$663.00$695.98$728.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TDY spot · $663.63TDY PRICE$5.03$5.99$7.59$9.53$11.71$14.07$16.68$19.40$22.89$26.57$30.63$35.88$42.67$5.40$7.04$8.81$10.53$12.69$14.84$16.94$19.24$22.32$25.79$30.35$35.75$41.70
PutsCheap0.77×
CallsCheap0.82×
SkewBullish-1.20 pp
Implied moveBalanced±$33.62
TiltBalanced0.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ707.3532.6%7.3%627.8432.8%6.2%
25Δ694.9328.8%5.6%636.1731.7%5.2%
30Δ688.0228.5%4.8%643.1031.1%4.4%
35Δ682.4829.0%4.3%649.7530.1%3.7%
40Δ677.0229.5%3.8%655.3529.8%3.2%
45Δ671.6530.0%3.3%660.8429.4%2.7%
50Δ666.2430.2%2.9%665.9428.4%2.2%
55Δ660.7930.3%2.5%671.0627.7%1.8%
60Δ655.0530.8%2.2%676.2027.6%1.5%
65Δ649.2131.3%1.8%681.6127.6%1.2%
70Δ643.0631.3%1.5%687.7728.1%0.9%
75Δ635.9631.9%1.2%694.6828.6%0.7%
80Δ627.5733.0%1.0%702.1028.8%0.5%

20Δ

Calls
Pseudo strike
707.35
IV
32.6%
B/E move
7.3%
Puts
Pseudo strike
627.84
IV
32.8%
B/E move
6.2%

25Δ

Calls
Pseudo strike
694.93
IV
28.8%
B/E move
5.6%
Puts
Pseudo strike
636.17
IV
31.7%
B/E move
5.2%

30Δ

Calls
Pseudo strike
688.02
IV
28.5%
B/E move
4.8%
Puts
Pseudo strike
643.10
IV
31.1%
B/E move
4.4%

35Δ

Calls
Pseudo strike
682.48
IV
29.0%
B/E move
4.3%
Puts
Pseudo strike
649.75
IV
30.1%
B/E move
3.7%

40Δ

Calls
Pseudo strike
677.02
IV
29.5%
B/E move
3.8%
Puts
Pseudo strike
655.35
IV
29.8%
B/E move
3.2%

45Δ

Calls
Pseudo strike
671.65
IV
30.0%
B/E move
3.3%
Puts
Pseudo strike
660.84
IV
29.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
666.24
IV
30.2%
B/E move
2.9%
Puts
Pseudo strike
665.94
IV
28.4%
B/E move
2.2%

55Δ

Calls
Pseudo strike
660.79
IV
30.3%
B/E move
2.5%
Puts
Pseudo strike
671.06
IV
27.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
655.05
IV
30.8%
B/E move
2.2%
Puts
Pseudo strike
676.20
IV
27.6%
B/E move
1.5%

65Δ

Calls
Pseudo strike
649.21
IV
31.3%
B/E move
1.8%
Puts
Pseudo strike
681.61
IV
27.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
643.06
IV
31.3%
B/E move
1.5%
Puts
Pseudo strike
687.77
IV
28.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
635.96
IV
31.9%
B/E move
1.2%
Puts
Pseudo strike
694.68
IV
28.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
627.57
IV
33.0%
B/E move
1.0%
Puts
Pseudo strike
702.10
IV
28.8%
B/E move
0.5%

Options history

IV · four-Friday blend27.20%
Daily EOD
TDY24.5%26.8%29.2%2026-10-19: 28.87%2026-10-20: 28.85%2026-10-21: 25.88%2026-10-22: 26.63%2026-10-23: 26.79%2026-10-26: 26.13%2026-10-27: 25.91%2026-10-28: 24.96%2026-10-29: 24.83%2026-10-30: 27.20%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.87%
28.85%
25.88%
26.63%
26.79%
26.13%
25.91%
24.96%
24.83%
27.20%