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Automatic Data Processing, Inc. Common Stock ADP

i

Market dataready · fetched 2026-11-07T23:10:48.033Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T22:33:46.061849379Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T23:10:47.628251+00:00

Share price$300.24
1D+1.4%
AH$296$298$300$303$3055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADP
Sold putSold callAH

Automatic Data Processing, Inc. Common Stock options

Live interpolated ADP call and put midpoint premiums by absolute delta.Automatic Data Processing, Inc. Common Stock$0.94$7.67$14.40$21.14$27.87$280.20$290.87$301.55$312.22$322.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ADP spot · $300.24ADP PRICE$1.73$2.31$2.85$3.56$4.38$5.38$6.53$7.96$9.69$11.77$14.07$19.12$25.93$1.67$1.69$2.10$2.48$2.85$3.20$3.61$4.08$4.54$4.94$5.34
Puts——
CallsFair1.04×
Skew——
Implied moveBullish±$10.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ314.4941.0%5.3%288.6937.9%4.4%
25Δ311.8441.3%4.6%293.2028.8%2.9%
30Δ309.0039.8%3.9%295.0028.1%2.4%
35Δ306.8740.2%3.4%296.5926.9%2.0%
40Δ304.8941.1%3.0%298.0625.5%1.7%
45Δ302.9342.4%2.7%299.3624.1%1.4%
50Δ300.8943.9%2.4%300.5423.0%1.1%
55Δ298.7046.0%2.1%301.6022.3%0.9%
60Δ296.2748.6%1.9%302.6421.5%0.7%
65Δ293.4951.5%1.7%303.4920.3%0.6%
70Δ290.4453.7%1.4%304.3419.0%0.4%
75Δ285.1564.3%1.3%
80Δ277.9476.6%1.2%

20Δ

Calls
Pseudo strike
314.49
IV
41.0%
B/E move
5.3%
Puts
Pseudo strike
288.69
IV
37.9%
B/E move
4.4%

25Δ

Calls
Pseudo strike
311.84
IV
41.3%
B/E move
4.6%
Puts
Pseudo strike
293.20
IV
28.8%
B/E move
2.9%

30Δ

Calls
Pseudo strike
309.00
IV
39.8%
B/E move
3.9%
Puts
Pseudo strike
295.00
IV
28.1%
B/E move
2.4%

35Δ

Calls
Pseudo strike
306.87
IV
40.2%
B/E move
3.4%
Puts
Pseudo strike
296.59
IV
26.9%
B/E move
2.0%

40Δ

Calls
Pseudo strike
304.89
IV
41.1%
B/E move
3.0%
Puts
Pseudo strike
298.06
IV
25.5%
B/E move
1.7%

45Δ

Calls
Pseudo strike
302.93
IV
42.4%
B/E move
2.7%
Puts
Pseudo strike
299.36
IV
24.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
300.89
IV
43.9%
B/E move
2.4%
Puts
Pseudo strike
300.54
IV
23.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
298.70
IV
46.0%
B/E move
2.1%
Puts
Pseudo strike
301.60
IV
22.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
296.27
IV
48.6%
B/E move
1.9%
Puts
Pseudo strike
302.64
IV
21.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
293.49
IV
51.5%
B/E move
1.7%
Puts
Pseudo strike
303.49
IV
20.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
290.44
IV
53.7%
B/E move
1.4%
Puts
Pseudo strike
304.34
IV
19.0%
B/E move
0.4%

75Δ

Calls
Pseudo strike
285.15
IV
64.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
277.94
IV
76.6%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.89%
Daily close
ADP24.2%34.1%44.0%2026-08-10: 28.32%2026-08-11: 29.57%2026-08-12: 26.92%2026-08-13: 31.53%2026-08-14: 27.50%2026-08-17: 29.59%2026-08-18: 29.96%2026-08-19: 30.03%2026-08-20: 30.59%2026-08-21: 26.51%2026-08-24: 29.38%2026-08-25: 29.52%2026-08-26: 29.67%2026-08-27: 28.62%2026-08-28: 25.85%2026-08-31: 26.45%2026-09-01: 26.95%2026-09-02: 26.91%2026-09-03: 26.66%2026-09-04: 26.25%2026-09-08: 31.55%2026-09-09: 31.79%2026-09-10: 32.54%2026-09-11: 26.68%2026-09-14: 30.09%2026-09-15: 30.19%2026-09-16: 29.64%2026-09-17: 28.87%2026-09-18: 25.70%2026-09-21: 27.96%2026-09-22: 27.39%2026-09-23: 28.32%2026-09-24: 29.03%2026-09-25: 26.22%2026-09-28: 27.81%2026-09-29: 27.97%2026-09-30: 27.34%2026-10-01: 29.73%2026-10-02: 25.59%2026-10-05: 27.66%2026-10-06: 28.35%2026-10-07: 27.05%2026-10-08: 27.52%2026-10-09: 27.10%2026-10-12: 28.15%2026-10-13: 30.13%2026-10-14: 30.14%2026-10-15: 32.88%2026-10-16: 31.48%2026-10-19: 33.56%2026-10-20: 34.43%2026-10-21: 34.76%2026-10-22: 37.99%2026-10-23: 37.86%2026-10-26: 40.25%2026-10-27: 42.65%2026-10-28: 28.11%2026-10-29: 28.66%2026-10-30: 26.89%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.32%
29.57%
26.92%
31.53%
27.50%
29.59%
29.96%
30.03%
30.59%
26.51%
29.38%
29.52%
29.67%
28.62%
25.85%
26.45%
26.95%
26.91%
26.66%
26.25%
31.55%
31.79%
32.54%
26.68%
30.09%
30.19%
29.64%
28.87%
25.70%
27.96%
27.39%
28.32%
29.03%
26.22%
27.81%
27.97%
27.34%
29.73%
25.59%
27.66%
28.35%
27.05%
27.52%
27.10%
28.15%
30.13%
30.14%
32.88%
31.48%
33.56%
34.43%
34.76%
37.99%
37.86%
40.25%
42.65%
28.11%
28.66%
26.89%