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Aon PLC AON

FINANCIAL SERVICES · INSURANCE BROKERS
i

Market dataready · fetched 2026-10-22T04:24:21.808Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.00356128Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:24:17.287248+00:00

Share price$294.35
1D-0.5%
AH$293.34$294.10$294.85$295.60$296.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAON
Sold putSold callAH

Aon PLC options

Live interpolated AON call and put midpoint premiums by absolute delta.Aon PLC$2.03$9.93$17.83$25.73$33.64$257.99$275.83$293.67$311.51$329.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AON spot · $294.35AON PRICE$2.88$3.87$4.87$6.16$7.53$8.91$10.78$12.67$14.60$16.78$18.96$21.76$25.32$3.62$4.60$5.81$7.27$8.72$10.55$12.45$14.42$16.99$19.56$22.65$26.12$31.36
PutsExpensive1.10×
CallsExpensive1.07×
SkewBearish+1.63 pp
Implied moveBearish±$23.23
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ320.2732.4%9.8%271.6537.1%8.9%
25Δ315.6432.3%8.5%277.1735.3%7.4%
30Δ311.0532.2%7.3%281.8434.5%6.2%
35Δ307.2532.5%6.5%285.6234.6%5.4%
40Δ303.6833.0%5.7%289.4034.7%4.6%
45Δ300.1133.4%5.0%293.0834.8%4.0%
50Δ296.5533.9%4.4%296.7334.8%3.4%
55Δ292.9934.4%3.8%300.4234.9%2.8%
60Δ289.4034.8%3.3%304.3835.0%2.4%
65Δ285.7134.4%2.8%308.3335.0%1.9%
70Δ282.0234.0%2.3%312.6735.0%1.5%
75Δ277.9033.9%1.8%317.2934.9%1.1%
80Δ273.2434.1%1.4%323.5436.0%0.7%

20Δ

Calls
Pseudo strike
320.27
IV
32.4%
B/E move
9.8%
Puts
Pseudo strike
271.65
IV
37.1%
B/E move
8.9%

25Δ

Calls
Pseudo strike
315.64
IV
32.3%
B/E move
8.5%
Puts
Pseudo strike
277.17
IV
35.3%
B/E move
7.4%

30Δ

Calls
Pseudo strike
311.05
IV
32.2%
B/E move
7.3%
Puts
Pseudo strike
281.84
IV
34.5%
B/E move
6.2%

35Δ

Calls
Pseudo strike
307.25
IV
32.5%
B/E move
6.5%
Puts
Pseudo strike
285.62
IV
34.6%
B/E move
5.4%

40Δ

Calls
Pseudo strike
303.68
IV
33.0%
B/E move
5.7%
Puts
Pseudo strike
289.40
IV
34.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
300.11
IV
33.4%
B/E move
5.0%
Puts
Pseudo strike
293.08
IV
34.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
296.55
IV
33.9%
B/E move
4.4%
Puts
Pseudo strike
296.73
IV
34.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
292.99
IV
34.4%
B/E move
3.8%
Puts
Pseudo strike
300.42
IV
34.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
289.40
IV
34.8%
B/E move
3.3%
Puts
Pseudo strike
304.38
IV
35.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
285.71
IV
34.4%
B/E move
2.8%
Puts
Pseudo strike
308.33
IV
35.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
282.02
IV
34.0%
B/E move
2.3%
Puts
Pseudo strike
312.67
IV
35.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
277.90
IV
33.9%
B/E move
1.8%
Puts
Pseudo strike
317.29
IV
34.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
273.24
IV
34.1%
B/E move
1.4%
Puts
Pseudo strike
323.54
IV
36.0%
B/E move
0.7%

Options history

No recorded observations