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Church & Dwight Co., Inc. CHD

i

Market dataready · fetched 2026-11-12T02:57:40.390Z

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 · 2026-11-12T00:00:00.001885446Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:57:39.986025+00:00

Share price$112.02
1D+0.5%
AH$110.97$111.25$111.54$111.82$112.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHD
Sold putSold callAH

Church & Dwight Co., Inc. options

Live interpolated CHD call and put midpoint premiums by absolute delta.Church & Dwight Co., Inc.$0.49$2.31$4.13$5.95$7.76$104.98$108.65$112.32$115.99$119.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CHD spot · $112.02CHD PRICE$1.09$1.19$1.32$1.49$1.66$1.83$2.00$2.17$2.33$2.50$0.69$0.88$1.07$1.33$1.72$2.12$2.51$2.91$3.30$3.70$4.40$5.82$7.24
PutsFair1.04×
Calls——
Skew——
Implied moveBearish±$4.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.9033.8%5.2%
25Δ118.2345.1%6.5%108.0632.5%4.3%
30Δ116.1538.0%4.8%109.2131.1%3.5%
35Δ114.7333.2%3.6%110.2330.2%2.8%
40Δ114.1331.4%3.2%110.9430.4%2.5%
45Δ113.5329.6%2.8%111.6530.7%2.2%
50Δ112.9327.8%2.4%112.3630.9%1.9%
55Δ112.3326.0%2.1%113.0831.1%1.7%
60Δ111.7324.2%1.7%113.7931.4%1.4%
65Δ111.1322.4%1.3%114.5031.6%1.1%
70Δ110.5320.6%0.9%115.4732.7%0.8%
75Δ117.0635.8%0.7%
80Δ118.6539.0%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
106.90
IV
33.8%
B/E move
5.2%

25Δ

Calls
Pseudo strike
118.23
IV
45.1%
B/E move
6.5%
Puts
Pseudo strike
108.06
IV
32.5%
B/E move
4.3%

30Δ

Calls
Pseudo strike
116.15
IV
38.0%
B/E move
4.8%
Puts
Pseudo strike
109.21
IV
31.1%
B/E move
3.5%

35Δ

Calls
Pseudo strike
114.73
IV
33.2%
B/E move
3.6%
Puts
Pseudo strike
110.23
IV
30.2%
B/E move
2.8%

40Δ

Calls
Pseudo strike
114.13
IV
31.4%
B/E move
3.2%
Puts
Pseudo strike
110.94
IV
30.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
113.53
IV
29.6%
B/E move
2.8%
Puts
Pseudo strike
111.65
IV
30.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
112.93
IV
27.8%
B/E move
2.4%
Puts
Pseudo strike
112.36
IV
30.9%
B/E move
1.9%

55Δ

Calls
Pseudo strike
112.33
IV
26.0%
B/E move
2.1%
Puts
Pseudo strike
113.08
IV
31.1%
B/E move
1.7%

60Δ

Calls
Pseudo strike
111.73
IV
24.2%
B/E move
1.7%
Puts
Pseudo strike
113.79
IV
31.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
111.13
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
114.50
IV
31.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
110.53
IV
20.6%
B/E move
0.9%
Puts
Pseudo strike
115.47
IV
32.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
117.06
IV
35.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.65
IV
39.0%
B/E move
0.5%

Options history

IV · four-Friday blend22.71%
Daily EOD
CHD22.5%23.8%25.0%2026-10-19: 23.66%2026-10-20: 23.24%2026-10-21: 24.02%2026-10-22: 23.99%2026-10-23: 24.14%2026-10-26: 24.82%2026-10-27: 24.43%2026-10-28: 23.77%2026-10-29: 23.93%2026-10-30: 22.71%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.66%
23.24%
24.02%
23.99%
24.14%
24.82%
24.43%
23.77%
23.93%
22.71%