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Church & Dwight Co., Inc. CHD

i

Market datapartial · fetched 2026-10-22T14:52:24.472Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:52:18.350594676Z

FundamentalsAlpha Vantage · unavailable

Share price$107.90
1D+1.4%
$106.01$106.51$107.02$107.52$108.035:30 AM6:30 AM9:00 AM1:00 PMCHD
Sold putSold call

Church & Dwight Co., Inc. options

Live interpolated CHD call and put midpoint premiums by absolute delta.Church & Dwight Co., Inc.$0.58$3.51$6.44$9.37$12.30$90.86$97.57$104.28$110.99$117.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHD spot · $107.89CHD PRICE$0.89$1.11$1.38$1.64$1.91$2.33$2.79$3.26$3.72$4.18$1.61$1.86$2.02$2.23$2.78$3.33$3.88$4.43$5.35$6.38$7.41$8.81$11.45
PutsExpensive1.84×
CallsExpensive1.06×
SkewBearish+9.18 pp
Implied moveBearish±$6.67
TiltBearish45.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ116.1127.7%8.4%97.2946.2%11.3%
25Δ114.0325.0%6.7%100.8539.4%8.3%
30Δ112.7924.3%5.8%103.0934.1%6.3%
35Δ111.5423.6%4.9%105.1729.5%4.6%
40Δ110.3022.8%4.0%106.3229.5%4.0%
45Δ109.3322.6%3.5%107.4629.5%3.5%
50Δ108.4522.6%3.1%108.6029.5%2.9%
55Δ107.5622.6%2.7%109.7529.4%2.4%
60Δ106.6822.5%2.3%111.1029.9%2.0%
65Δ105.7922.5%1.9%112.5130.5%1.6%
70Δ113.9231.1%1.3%
75Δ115.6732.3%1.0%
80Δ118.5735.6%0.7%

20Δ

Calls
Pseudo strike
116.11
IV
27.7%
B/E move
8.4%
Puts
Pseudo strike
97.29
IV
46.2%
B/E move
11.3%

25Δ

Calls
Pseudo strike
114.03
IV
25.0%
B/E move
6.7%
Puts
Pseudo strike
100.85
IV
39.4%
B/E move
8.3%

30Δ

Calls
Pseudo strike
112.79
IV
24.3%
B/E move
5.8%
Puts
Pseudo strike
103.09
IV
34.1%
B/E move
6.3%

35Δ

Calls
Pseudo strike
111.54
IV
23.6%
B/E move
4.9%
Puts
Pseudo strike
105.17
IV
29.5%
B/E move
4.6%

40Δ

Calls
Pseudo strike
110.30
IV
22.8%
B/E move
4.0%
Puts
Pseudo strike
106.32
IV
29.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
109.33
IV
22.6%
B/E move
3.5%
Puts
Pseudo strike
107.46
IV
29.5%
B/E move
3.5%

50Δ

Calls
Pseudo strike
108.45
IV
22.6%
B/E move
3.1%
Puts
Pseudo strike
108.60
IV
29.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
107.56
IV
22.6%
B/E move
2.7%
Puts
Pseudo strike
109.75
IV
29.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
106.68
IV
22.5%
B/E move
2.3%
Puts
Pseudo strike
111.10
IV
29.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
105.79
IV
22.5%
B/E move
1.9%
Puts
Pseudo strike
112.51
IV
30.5%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.92
IV
31.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
115.67
IV
32.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
118.57
IV
35.6%
B/E move
0.7%

Options history

CHD23.1823.6324.092026-10-20: 23.24%2026-10-21: 24.02%Oct 20Oct 21
Table
DateIV
23.24%
24.02%