Share price$270.98
1D+3.0%
Sold putSold callAH
Arthur J Gallagher & Co AJG
FINANCIAL SERVICES · INSURANCE BROKERSi
Market dataready · fetched 2026-10-23T06:53:44.104Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:00:00.00284583Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:53:43.662959+00:00
Arthur J Gallagher & Co options
PutsExpensive1.55×
CallsExpensive1.06×
SkewBearish+3.83 pp
Implied moveBearish±$23.26
TiltBearish12.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 296.93 | 35.4% | 10.6% | 248.18 | 41.5% | 9.8% |
| 25Δ | 291.93 | 35.3% | 9.1% | 253.39 | 40.2% | 8.3% |
| 30Δ | 287.62 | 35.2% | 7.9% | 258.20 | 38.8% | 6.9% |
| 35Δ | 283.74 | 35.1% | 6.9% | 262.31 | 38.6% | 5.9% |
| 40Δ | 279.88 | 35.1% | 5.9% | 266.00 | 39.1% | 5.2% |
| 45Δ | 276.50 | 35.8% | 5.3% | 269.70 | 39.6% | 4.5% |
| 50Δ | 273.12 | 36.5% | 4.6% | 273.43 | 39.4% | 3.8% |
| 55Δ | 269.73 | 37.1% | 4.0% | 277.17 | 39.1% | 3.2% |
| 60Δ | 266.30 | 36.5% | 3.4% | 281.04 | 39.0% | 2.6% |
| 65Δ | 262.87 | 35.9% | 2.8% | 285.34 | 39.3% | 2.1% |
| 70Δ | 259.26 | 35.6% | 2.3% | 289.65 | 39.6% | 1.7% |
| 75Δ | 254.76 | 36.7% | 1.9% | 295.62 | 40.9% | 1.3% |
| 80Δ | 250.25 | 37.7% | 1.5% | 302.50 | 42.6% | 0.9% |
20Δ
- Pseudo strike
- 296.93
- IV
- 35.4%
- B/E move
- 10.6%
- Pseudo strike
- 248.18
- IV
- 41.5%
- B/E move
- 9.8%
25Δ
- Pseudo strike
- 291.93
- IV
- 35.3%
- B/E move
- 9.1%
- Pseudo strike
- 253.39
- IV
- 40.2%
- B/E move
- 8.3%
30Δ
- Pseudo strike
- 287.62
- IV
- 35.2%
- B/E move
- 7.9%
- Pseudo strike
- 258.20
- IV
- 38.8%
- B/E move
- 6.9%
35Δ
- Pseudo strike
- 283.74
- IV
- 35.1%
- B/E move
- 6.9%
- Pseudo strike
- 262.31
- IV
- 38.6%
- B/E move
- 5.9%
40Δ
- Pseudo strike
- 279.88
- IV
- 35.1%
- B/E move
- 5.9%
- Pseudo strike
- 266.00
- IV
- 39.1%
- B/E move
- 5.2%
45Δ
- Pseudo strike
- 276.50
- IV
- 35.8%
- B/E move
- 5.3%
- Pseudo strike
- 269.70
- IV
- 39.6%
- B/E move
- 4.5%
50Δ
- Pseudo strike
- 273.12
- IV
- 36.5%
- B/E move
- 4.6%
- Pseudo strike
- 273.43
- IV
- 39.4%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 269.73
- IV
- 37.1%
- B/E move
- 4.0%
- Pseudo strike
- 277.17
- IV
- 39.1%
- B/E move
- 3.2%
60Δ
- Pseudo strike
- 266.30
- IV
- 36.5%
- B/E move
- 3.4%
- Pseudo strike
- 281.04
- IV
- 39.0%
- B/E move
- 2.6%
65Δ
- Pseudo strike
- 262.87
- IV
- 35.9%
- B/E move
- 2.8%
- Pseudo strike
- 285.34
- IV
- 39.3%
- B/E move
- 2.1%
70Δ
- Pseudo strike
- 259.26
- IV
- 35.6%
- B/E move
- 2.3%
- Pseudo strike
- 289.65
- IV
- 39.6%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 254.76
- IV
- 36.7%
- B/E move
- 1.9%
- Pseudo strike
- 295.62
- IV
- 40.9%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 250.25
- IV
- 37.7%
- B/E move
- 1.5%
- Pseudo strike
- 302.50
- IV
- 42.6%
- B/E move
- 0.9%
Options history
Table
| Date | IV |
|---|---|
| 33.19% | |
| 32.64% |