Share price$305.49
1D+2.8%
Sold putSold callAH
Aon plc Class A AON
i
Market datapartial · fetched 2026-10-22T21:00:48.442Z
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 · 2026-10-22T20:44:27.414543326Z
FundamentalsAlpha Vantage · unavailable
Aon plc Class A options
PutsExpensive1.14×
CallsFair1.03×
SkewBearish+1.29 pp
Implied moveBearish±$23.35
TiltBearish7.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 333.08 | 32.9% | 10.0% | 281.90 | 37.2% | 9.0% |
| 25Δ | 327.96 | 33.0% | 8.7% | 287.13 | 36.6% | 7.6% |
| 30Δ | 323.05 | 32.3% | 7.4% | 291.91 | 36.0% | 6.5% |
| 35Δ | 318.62 | 32.0% | 6.3% | 296.14 | 35.5% | 5.6% |
| 40Δ | 314.98 | 32.3% | 5.6% | 300.33 | 34.9% | 4.7% |
| 45Δ | 311.34 | 32.6% | 4.9% | 304.06 | 34.5% | 4.0% |
| 50Δ | 307.71 | 33.0% | 4.3% | 307.80 | 34.0% | 3.3% |
| 55Δ | 304.08 | 33.5% | 3.7% | 311.61 | 33.8% | 2.8% |
| 60Δ | 300.46 | 33.9% | 3.2% | 315.55 | 33.9% | 2.3% |
| 65Δ | 296.39 | 34.5% | 2.7% | 319.48 | 34.0% | 1.8% |
| 70Δ | 292.25 | 35.0% | 2.3% | 324.12 | 34.2% | 1.4% |
| 75Δ | 287.63 | 35.6% | 1.9% | 328.87 | 34.5% | 1.1% |
| 80Δ | 282.45 | 36.2% | 1.5% | 334.36 | 34.3% | 0.7% |
20Δ
- Pseudo strike
- 333.08
- IV
- 32.9%
- B/E move
- 10.0%
- Pseudo strike
- 281.90
- IV
- 37.2%
- B/E move
- 9.0%
25Δ
- Pseudo strike
- 327.96
- IV
- 33.0%
- B/E move
- 8.7%
- Pseudo strike
- 287.13
- IV
- 36.6%
- B/E move
- 7.6%
30Δ
- Pseudo strike
- 323.05
- IV
- 32.3%
- B/E move
- 7.4%
- Pseudo strike
- 291.91
- IV
- 36.0%
- B/E move
- 6.5%
35Δ
- Pseudo strike
- 318.62
- IV
- 32.0%
- B/E move
- 6.3%
- Pseudo strike
- 296.14
- IV
- 35.5%
- B/E move
- 5.6%
40Δ
- Pseudo strike
- 314.98
- IV
- 32.3%
- B/E move
- 5.6%
- Pseudo strike
- 300.33
- IV
- 34.9%
- B/E move
- 4.7%
45Δ
- Pseudo strike
- 311.34
- IV
- 32.6%
- B/E move
- 4.9%
- Pseudo strike
- 304.06
- IV
- 34.5%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 307.71
- IV
- 33.0%
- B/E move
- 4.3%
- Pseudo strike
- 307.80
- IV
- 34.0%
- B/E move
- 3.3%
55Δ
- Pseudo strike
- 304.08
- IV
- 33.5%
- B/E move
- 3.7%
- Pseudo strike
- 311.61
- IV
- 33.8%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 300.46
- IV
- 33.9%
- B/E move
- 3.2%
- Pseudo strike
- 315.55
- IV
- 33.9%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 296.39
- IV
- 34.5%
- B/E move
- 2.7%
- Pseudo strike
- 319.48
- IV
- 34.0%
- B/E move
- 1.8%
70Δ
- Pseudo strike
- 292.25
- IV
- 35.0%
- B/E move
- 2.3%
- Pseudo strike
- 324.12
- IV
- 34.2%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 287.63
- IV
- 35.6%
- B/E move
- 1.9%
- Pseudo strike
- 328.87
- IV
- 34.5%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 282.45
- IV
- 36.2%
- B/E move
- 1.5%
- Pseudo strike
- 334.36
- IV
- 34.3%
- B/E move
- 0.7%
Options history
Table
| Date | IV |
|---|---|
| 30.66% | |
| 30.97% |