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Aon plc Class A AON

i

Market dataready · fetched 2026-11-11T14:53:19.884Z

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: 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 · 2026-11-11T14:53:00.822955648Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:53:19.359907+00:00

Share price$333.87
1D+0.2%
$332.59$333.08$333.56$334.04$334.535:30 AM6:30 AM9:00 AM1:00 PMAON
Sold putSold call

Aon plc Class A options

Live interpolated AON call and put midpoint premiums by absolute delta.Aon plc Class A$1.29$5.55$9.81$14.08$18.34$311.42$322.88$334.34$345.80$357.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AON spot · $333.87AON PRICE$1.75$2.30$2.85$3.41$4.34$5.34$6.34$7.33$8.33$9.91$11.73$13.55$15.36$1.95$2.61$3.27$3.93$4.69$5.70$6.71$7.72$8.73$10.07$12.42$14.76$17.11
PutsCheap0.90×
CallsCheap0.84×
SkewBearish+0.85 pp
Implied moveBearish±$13.05
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ348.5230.1%4.9%320.5032.3%4.6%
25Δ345.8029.5%4.3%323.0631.8%4.0%
30Δ343.0728.8%3.6%325.6131.2%3.5%
35Δ340.3428.2%3.0%328.1730.6%2.9%
40Δ338.3028.5%2.6%330.5630.1%2.4%
45Δ336.3628.9%2.3%332.5429.9%2.1%
50Δ334.4229.3%2.1%334.5329.8%1.8%
55Δ332.4829.7%1.8%336.5129.6%1.5%
60Δ330.5430.1%1.5%338.5029.4%1.2%
65Δ328.2030.5%1.3%340.7129.5%1.0%
70Δ325.7130.9%1.1%343.6230.5%0.8%
75Δ323.2231.3%0.9%346.5431.5%0.6%
80Δ320.7431.6%0.7%349.4532.5%0.5%

20Δ

Calls
Pseudo strike
348.52
IV
30.1%
B/E move
4.9%
Puts
Pseudo strike
320.50
IV
32.3%
B/E move
4.6%

25Δ

Calls
Pseudo strike
345.80
IV
29.5%
B/E move
4.3%
Puts
Pseudo strike
323.06
IV
31.8%
B/E move
4.0%

30Δ

Calls
Pseudo strike
343.07
IV
28.8%
B/E move
3.6%
Puts
Pseudo strike
325.61
IV
31.2%
B/E move
3.5%

35Δ

Calls
Pseudo strike
340.34
IV
28.2%
B/E move
3.0%
Puts
Pseudo strike
328.17
IV
30.6%
B/E move
2.9%

40Δ

Calls
Pseudo strike
338.30
IV
28.5%
B/E move
2.6%
Puts
Pseudo strike
330.56
IV
30.1%
B/E move
2.4%

45Δ

Calls
Pseudo strike
336.36
IV
28.9%
B/E move
2.3%
Puts
Pseudo strike
332.54
IV
29.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
334.42
IV
29.3%
B/E move
2.1%
Puts
Pseudo strike
334.53
IV
29.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
332.48
IV
29.7%
B/E move
1.8%
Puts
Pseudo strike
336.51
IV
29.6%
B/E move
1.5%

60Δ

Calls
Pseudo strike
330.54
IV
30.1%
B/E move
1.5%
Puts
Pseudo strike
338.50
IV
29.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
328.20
IV
30.5%
B/E move
1.3%
Puts
Pseudo strike
340.71
IV
29.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
325.71
IV
30.9%
B/E move
1.1%
Puts
Pseudo strike
343.62
IV
30.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
323.22
IV
31.3%
B/E move
0.9%
Puts
Pseudo strike
346.54
IV
31.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
320.74
IV
31.6%
B/E move
0.7%
Puts
Pseudo strike
349.45
IV
32.5%
B/E move
0.5%

Options history

IV · four-Friday blend28.16%
Daily close
AON23.2%28.4%33.6%2026-08-13: 26.12%2026-08-14: 24.75%2026-08-17: 25.68%2026-08-19: 25.77%2026-08-21: 24.65%2026-08-24: 25.09%2026-08-25: 24.61%2026-08-26: 24.15%2026-08-27: 24.18%2026-08-28: 23.94%2026-08-31: 26.82%2026-09-01: 25.58%2026-09-02: 25.70%2026-09-03: 25.21%2026-09-04: 25.34%2026-09-08: 27.16%2026-09-09: 28.13%2026-09-10: 27.34%2026-09-11: 27.41%2026-09-14: 28.73%2026-09-15: 29.82%2026-09-16: 30.06%2026-09-18: 27.20%2026-09-21: 27.96%2026-09-22: 29.36%2026-09-23: 29.12%2026-09-24: 31.24%2026-09-25: 29.55%2026-09-28: 30.66%2026-09-29: 30.46%2026-09-30: 30.55%2026-10-01: 30.27%2026-10-02: 29.99%2026-10-05: 30.73%2026-10-06: 30.72%2026-10-07: 30.84%2026-10-08: 30.94%2026-10-09: 30.41%2026-10-12: 31.57%2026-10-13: 32.44%2026-10-14: 32.88%2026-10-16: 30.85%2026-10-19: 31.05%2026-10-20: 30.66%2026-10-21: 31.11%2026-10-22: 31.05%2026-10-23: 31.56%2026-10-26: 31.82%2026-10-27: 31.30%2026-10-28: 27.38%2026-10-29: 27.00%2026-10-30: 28.16%Aug 13Sep 23Oct 30
52 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
26.12%
24.75%
25.68%
25.77%
24.65%
25.09%
24.61%
24.15%
24.18%
23.94%
26.82%
25.58%
25.70%
25.21%
25.34%
27.16%
28.13%
27.34%
27.41%
28.73%
29.82%
30.06%
27.20%
27.96%
29.36%
29.12%
31.24%
29.55%
30.66%
30.46%
30.55%
30.27%
29.99%
30.73%
30.72%
30.84%
30.94%
30.41%
31.57%
32.44%
32.88%
30.85%
31.05%
30.66%
31.11%
31.05%
31.56%
31.82%
31.30%
27.38%
27.00%
28.16%