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Brown & Brown, Inc. BRO

i

Market dataready · fetched 2026-11-13T19:19:54.450Z

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 · 2026-11-13T19:19:50.135007965Z

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

Share price$71.66
1D+0.6%
$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.$0.27$1.53$2.79$4.06$5.32$65.08$68.06$71.05$74.03$77.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRO spot · $71.66BRO PRICE$0.40$0.65$0.91$1.16$1.41$1.66$1.91$2.16$2.41$2.66$3.32$4.14$4.96$0.82$1.08$1.34$1.59$1.86$2.14$2.42$2.70$2.97$3.25$3.53$3.81$4.82
PutsExpensive1.79×
CallsExpensive1.74×
SkewBearish+12.19 pp
Implied moveBearish±$4.32
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.9937.2%5.2%67.0855.9%7.5%
25Δ74.4538.0%4.8%67.9158.1%6.7%
30Δ73.9138.8%4.4%68.7460.3%5.9%
35Δ73.3839.6%4.0%69.5862.5%5.1%
40Δ72.8440.4%3.6%70.3262.3%4.5%
45Δ72.3041.1%3.2%70.9759.7%3.9%
50Δ71.7641.9%2.8%71.6157.1%3.4%
55Δ71.2242.7%2.4%72.2654.5%2.9%
60Δ70.6843.5%2.0%72.9052.0%2.4%
65Δ70.1544.3%1.6%73.5549.4%1.9%
70Δ69.2945.6%1.3%74.2046.8%1.4%
75Δ68.3147.1%1.1%74.8444.2%0.9%
80Δ67.3348.6%0.9%76.0444.7%0.6%

20Δ

Calls
Pseudo strike
74.99
IV
37.2%
B/E move
5.2%
Puts
Pseudo strike
67.08
IV
55.9%
B/E move
7.5%

25Δ

Calls
Pseudo strike
74.45
IV
38.0%
B/E move
4.8%
Puts
Pseudo strike
67.91
IV
58.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
73.91
IV
38.8%
B/E move
4.4%
Puts
Pseudo strike
68.74
IV
60.3%
B/E move
5.9%

35Δ

Calls
Pseudo strike
73.38
IV
39.6%
B/E move
4.0%
Puts
Pseudo strike
69.58
IV
62.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
72.84
IV
40.4%
B/E move
3.6%
Puts
Pseudo strike
70.32
IV
62.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
72.30
IV
41.1%
B/E move
3.2%
Puts
Pseudo strike
70.97
IV
59.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
71.76
IV
41.9%
B/E move
2.8%
Puts
Pseudo strike
71.61
IV
57.1%
B/E move
3.4%

55Δ

Calls
Pseudo strike
71.22
IV
42.7%
B/E move
2.4%
Puts
Pseudo strike
72.26
IV
54.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
70.68
IV
43.5%
B/E move
2.0%
Puts
Pseudo strike
72.90
IV
52.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
70.15
IV
44.3%
B/E move
1.6%
Puts
Pseudo strike
73.55
IV
49.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
69.29
IV
45.6%
B/E move
1.3%
Puts
Pseudo strike
74.20
IV
46.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
68.31
IV
47.1%
B/E move
1.1%
Puts
Pseudo strike
74.84
IV
44.2%
B/E move
0.9%

80Δ

Calls
Pseudo strike
67.33
IV
48.6%
B/E move
0.9%
Puts
Pseudo strike
76.04
IV
44.7%
B/E move
0.6%

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%