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Brown & Brown, Inc. BRO

i

Market dataready · fetched 2026-11-13T19:11:54.331Z

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 · 2026-11-13T19:11:15.911696393Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T19:11:53.895335+00:00

Share price$71.79
1D+0.8%
$71.11$71.49$71.87$72.25$72.625:30 AM6:30 AM9:00 AM1:00 PMBRO
Sold putSold call

Brown & Brown, Inc. options

Live interpolated BRO call and put midpoint premiums by absolute delta.Brown & Brown, Inc.$0.20$2.05$3.90$5.76$7.61$64.93$67.94$70.96$73.98$77.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRO spot · $71.79BRO PRICE$0.40$0.64$0.89$1.14$1.38$1.63$1.88$2.13$2.38$2.63$3.09$3.81$4.54$0.84$1.10$1.36$1.62$1.91$2.20$2.49$2.78$3.08$3.37$3.66$4.57$7.07
PutsExpensive1.88×
CallsExpensive1.67×
SkewBearish+16.59 pp
Implied moveBearish±$4.38
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.2637.6%5.4%67.1357.0%7.7%
25Δ74.5037.0%4.7%67.9859.3%6.8%
30Δ73.9837.7%4.3%68.8361.7%6.0%
35Δ73.4538.5%3.9%69.6864.0%5.2%
40Δ72.9339.2%3.5%70.4263.4%4.6%
45Δ72.4039.9%3.1%71.1060.9%4.0%
50Δ71.8740.7%2.7%71.7858.4%3.5%
55Δ71.3541.4%2.4%72.4656.0%2.9%
60Δ70.8242.2%2.0%73.1453.5%2.4%
65Δ70.3042.9%1.6%73.8351.0%1.9%
70Δ69.6243.2%1.3%74.5148.5%1.3%
75Δ68.7442.8%1.1%75.7349.2%0.9%
80Δ67.8642.4%0.9%78.3658.2%0.7%

20Δ

Calls
Pseudo strike
75.26
IV
37.6%
B/E move
5.4%
Puts
Pseudo strike
67.13
IV
57.0%
B/E move
7.7%

25Δ

Calls
Pseudo strike
74.50
IV
37.0%
B/E move
4.7%
Puts
Pseudo strike
67.98
IV
59.3%
B/E move
6.8%

30Δ

Calls
Pseudo strike
73.98
IV
37.7%
B/E move
4.3%
Puts
Pseudo strike
68.83
IV
61.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
73.45
IV
38.5%
B/E move
3.9%
Puts
Pseudo strike
69.68
IV
64.0%
B/E move
5.2%

40Δ

Calls
Pseudo strike
72.93
IV
39.2%
B/E move
3.5%
Puts
Pseudo strike
70.42
IV
63.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
72.40
IV
39.9%
B/E move
3.1%
Puts
Pseudo strike
71.10
IV
60.9%
B/E move
4.0%

50Δ

Calls
Pseudo strike
71.87
IV
40.7%
B/E move
2.7%
Puts
Pseudo strike
71.78
IV
58.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
71.35
IV
41.4%
B/E move
2.4%
Puts
Pseudo strike
72.46
IV
56.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
70.82
IV
42.2%
B/E move
2.0%
Puts
Pseudo strike
73.14
IV
53.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
70.30
IV
42.9%
B/E move
1.6%
Puts
Pseudo strike
73.83
IV
51.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
69.62
IV
43.2%
B/E move
1.3%
Puts
Pseudo strike
74.51
IV
48.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
68.74
IV
42.8%
B/E move
1.1%
Puts
Pseudo strike
75.73
IV
49.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
67.86
IV
42.4%
B/E move
0.9%
Puts
Pseudo strike
78.36
IV
58.2%
B/E move
0.7%

Options history

IV · four-Friday blend31.49%
Daily close
BRO29.2%33.9%38.5%2026-08-18: 36.62%2026-08-21: 31.46%2026-08-24: 29.83%2026-08-25: 30.12%2026-08-26: 30.71%2026-08-27: 32.61%2026-08-28: 30.35%2026-08-31: 30.58%2026-09-01: 31.36%2026-09-02: 31.18%2026-09-04: 30.47%2026-09-10: 35.40%2026-09-17: 37.87%2026-09-18: 31.95%2026-09-21: 30.19%2026-09-22: 30.30%2026-09-23: 30.85%2026-09-25: 33.57%2026-09-28: 32.21%2026-09-29: 34.04%2026-09-30: 34.21%2026-10-01: 33.45%2026-10-02: 32.08%2026-10-05: 34.10%2026-10-06: 35.06%2026-10-16: 32.20%2026-10-19: 30.32%2026-10-20: 31.42%2026-10-21: 31.71%2026-10-22: 31.65%2026-10-23: 32.63%2026-10-26: 33.96%2026-10-27: 31.10%2026-10-28: 31.18%2026-10-29: 31.78%2026-10-30: 31.49%Aug 18Sep 25Oct 30
36 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
36.62%
31.46%
29.83%
30.12%
30.71%
32.61%
30.35%
30.58%
31.36%
31.18%
30.47%
35.40%
37.87%
31.95%
30.19%
30.30%
30.85%
33.57%
32.21%
34.04%
34.21%
33.45%
32.08%
34.10%
35.06%
32.20%
30.32%
31.42%
31.71%
31.65%
32.63%
33.96%
31.10%
31.18%
31.78%
31.49%