IntraAlpha
Create free account Start free

Automatic Data Processing Inc ADP

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-15T20:33:14.759Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:05:33.710862107Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:13.544550+00:00

Share price$285.65
1D+0.2%
AH$285$286$287$289$2905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADP
Sold putSold callAH

Automatic Data Processing Inc options

Live interpolated ADP call and put midpoint premiums by absolute delta.Automatic Data Processing Inc$0.61$1.75$2.88$4.02$5.15$278.61$282.20$285.79$289.39$292.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $285.65OPTION PRICELive ADP spot · $285.65ADP PRICE$0.73$0.97$1.23$1.49$1.75$1.99$2.24$2.48$2.88$3.28$3.69$4.17$4.82$0.85$0.93$1.12$1.44$1.77$2.09$2.33$2.57$2.80$3.07$3.47$3.87$4.28
PutsExpensive1.80×
CallsFair0.96×
SkewBullish-1.41 pp
Implied moveBearish±$4.57
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ291.3843.5%2.3%279.4750.6%2.5%
25Δ290.2543.9%1.9%281.4641.8%1.8%
30Δ289.2443.3%1.7%282.7638.1%1.4%
35Δ288.2842.5%1.4%283.5038.9%1.3%
40Δ287.3541.5%1.2%284.2439.8%1.1%
45Δ286.5939.7%1.0%284.9840.7%1.0%
50Δ285.8337.9%0.8%285.6438.6%0.8%
55Δ285.0636.1%0.7%286.3036.5%0.7%
60Δ284.3735.5%0.6%286.9634.4%0.5%
65Δ283.6935.0%0.5%287.6032.5%0.4%
70Δ283.0134.5%0.4%288.2131.3%0.3%
75Δ282.2934.0%0.3%288.8230.1%0.2%
80Δ281.4433.3%0.2%289.4329.0%0.2%

20Δ

Calls
Pseudo strike
291.38
IV
43.5%
B/E move
2.3%
Puts
Pseudo strike
279.47
IV
50.6%
B/E move
2.5%

25Δ

Calls
Pseudo strike
290.25
IV
43.9%
B/E move
1.9%
Puts
Pseudo strike
281.46
IV
41.8%
B/E move
1.8%

30Δ

Calls
Pseudo strike
289.24
IV
43.3%
B/E move
1.7%
Puts
Pseudo strike
282.76
IV
38.1%
B/E move
1.4%

35Δ

Calls
Pseudo strike
288.28
IV
42.5%
B/E move
1.4%
Puts
Pseudo strike
283.50
IV
38.9%
B/E move
1.3%

40Δ

Calls
Pseudo strike
287.35
IV
41.5%
B/E move
1.2%
Puts
Pseudo strike
284.24
IV
39.8%
B/E move
1.1%

45Δ

Calls
Pseudo strike
286.59
IV
39.7%
B/E move
1.0%
Puts
Pseudo strike
284.98
IV
40.7%
B/E move
1.0%

50Δ

Calls
Pseudo strike
285.83
IV
37.9%
B/E move
0.8%
Puts
Pseudo strike
285.64
IV
38.6%
B/E move
0.8%

55Δ

Calls
Pseudo strike
285.06
IV
36.1%
B/E move
0.7%
Puts
Pseudo strike
286.30
IV
36.5%
B/E move
0.7%

60Δ

Calls
Pseudo strike
284.37
IV
35.5%
B/E move
0.6%
Puts
Pseudo strike
286.96
IV
34.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
283.69
IV
35.0%
B/E move
0.5%
Puts
Pseudo strike
287.60
IV
32.5%
B/E move
0.4%

70Δ

Calls
Pseudo strike
283.01
IV
34.5%
B/E move
0.4%
Puts
Pseudo strike
288.21
IV
31.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
282.29
IV
34.0%
B/E move
0.3%
Puts
Pseudo strike
288.82
IV
30.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
281.44
IV
33.3%
B/E move
0.2%
Puts
Pseudo strike
289.43
IV
29.0%
B/E move
0.2%