Parker-Hannifin Corporation (PH)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 22:00 UTC · Figures derived from the full chain (496 contracts, 4 expirations) · IV own-history percentile appears after 60 recorded days (30 so far)
Expected move · Nov 20, 2026 (31 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±7.8% (range 868.75–1,015.75) by Nov 20, 2026. ATM straddle: 73.50 @ strike 940 · ATM IV: 33.4%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 848.03 | -10% | 84.9% | 15.1% |
| 895.14 | -5% | 68.4% | 31.6% |
| 942.25 | -0% | 48.1% | 51.9% |
| 989.37 | +5% | 29.1% | 70.9% |
| 1,036.48 | +10% | 15.2% | 84.8% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 31 | ±7.8% | 33.4% | 5,216 |
| Dec 18, 2026 | 59 | ±9.8% | 30.5% | 63 |
| Feb 19, 2027 | 122 | ±13.4% | 29.1% | 1,873 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 1,060 C · 455930 P · 4531,080 C · 402830 P · 248750 P · 216
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 43 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 95.3% of the time.
Past earnings reactions
Avg |reaction| 5.4% · median 5.8% (20 reports). Two-session close-to-close window; definition
About Parker-Hannifin Corporation
Parker-Hannifin Corporation is a global enterprise specializing in the production and distribution of advanced motion and control technologies and systems. These solutions serve a broad spectrum of international markets, including mobile applications, industrial operations, and the aerospace sector. Its organizational structure is primarily divided into two key business units: Diversified Industrial and Aerospace Systems. Within the Diversified Industrial division, the product portfolio is extensive, covering sealing, protective shielding, thermal management systems, bonding agents, surface coatings, and technologies designed to reduce noise, vibration, and harshness. This segment also provides filtration units, diagnostic tools, and related solutions for purifying fuel, air, oil, water, and various other liquids and gases by eliminating contaminants. Additionally, it produces connectors vital for fluid handling (controlling, transmitting, and containing), along with advanced control mechanisms engineered for demanding environments involving extreme corrosion, temperatures, pressures, and requiring precise flow regulation. Crucially, it supplies hydraulic, pneumatic, and electromec
Industrials · Industrial - Machinery · NYSE · Profile: Financial Modeling Prep
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