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Colgate-Palmolive Company CL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-05T22:14:29.034Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T21:41:06.858702978Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T22:14:27.481700+00:00

Share price$98.15
1D-1.9%
AH$97.91$98.78$99.65$100.52$101.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCL
Sold putSold callAH

Colgate-Palmolive Company options

Live interpolated CL call and put midpoint premiums by absolute delta.Colgate-Palmolive Company$0.06$1.32$2.58$3.84$5.10$95.39$97.00$98.60$100.21$101.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CL spot · $98.15CL PRICE$0.24$0.36$0.48$0.60$0.75$0.92$1.10$1.32$1.60$1.89$2.69$4.21$4.74$0.20$0.24$0.31$0.37$0.43$0.50$0.53$0.57$0.60$0.64$0.67$0.71$0.74
PutsCheap0.59×
CallsExpensive1.88×
SkewBullish-35.46 pp
Implied moveBullish±$1.63
TiltBullish52.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.9741.1%2.1%96.6334.8%1.7%
25Δ99.7043.7%1.9%97.0731.5%1.3%
30Δ99.4346.4%1.8%97.3030.6%1.2%
35Δ99.1649.1%1.6%97.5329.8%1.0%
40Δ98.8651.2%1.5%97.7629.0%0.8%
45Δ98.5252.5%1.3%97.9928.2%0.7%
50Δ98.1953.8%1.2%98.0926.4%0.6%
55Δ97.8355.6%1.0%98.2024.6%0.5%
60Δ97.4258.0%0.9%98.3022.7%0.5%
65Δ97.0260.5%0.8%98.4020.9%0.4%
70Δ96.2174.7%0.8%98.5019.1%0.3%
75Δ94.77103.5%0.8%98.6017.2%0.3%
80Δ94.02101.1%0.6%98.7015.4%0.2%

20Δ

Calls
Pseudo strike
99.97
IV
41.1%
B/E move
2.1%
Puts
Pseudo strike
96.63
IV
34.8%
B/E move
1.7%

25Δ

Calls
Pseudo strike
99.70
IV
43.7%
B/E move
1.9%
Puts
Pseudo strike
97.07
IV
31.5%
B/E move
1.3%

30Δ

Calls
Pseudo strike
99.43
IV
46.4%
B/E move
1.8%
Puts
Pseudo strike
97.30
IV
30.6%
B/E move
1.2%

35Δ

Calls
Pseudo strike
99.16
IV
49.1%
B/E move
1.6%
Puts
Pseudo strike
97.53
IV
29.8%
B/E move
1.0%

40Δ

Calls
Pseudo strike
98.86
IV
51.2%
B/E move
1.5%
Puts
Pseudo strike
97.76
IV
29.0%
B/E move
0.8%

45Δ

Calls
Pseudo strike
98.52
IV
52.5%
B/E move
1.3%
Puts
Pseudo strike
97.99
IV
28.2%
B/E move
0.7%

50Δ

Calls
Pseudo strike
98.19
IV
53.8%
B/E move
1.2%
Puts
Pseudo strike
98.09
IV
26.4%
B/E move
0.6%

55Δ

Calls
Pseudo strike
97.83
IV
55.6%
B/E move
1.0%
Puts
Pseudo strike
98.20
IV
24.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
97.42
IV
58.0%
B/E move
0.9%
Puts
Pseudo strike
98.30
IV
22.7%
B/E move
0.5%

65Δ

Calls
Pseudo strike
97.02
IV
60.5%
B/E move
0.8%
Puts
Pseudo strike
98.40
IV
20.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
96.21
IV
74.7%
B/E move
0.8%
Puts
Pseudo strike
98.50
IV
19.1%
B/E move
0.3%

75Δ

Calls
Pseudo strike
94.77
IV
103.5%
B/E move
0.8%
Puts
Pseudo strike
98.60
IV
17.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
94.02
IV
101.1%
B/E move
0.6%
Puts
Pseudo strike
98.70
IV
15.4%
B/E move
0.2%

Options history

IV · four-Friday blend24.35%
Daily close
CL17.8%28.3%38.9%2026-08-07: 22.42%2026-08-10: 24.60%2026-08-11: 21.49%2026-08-12: 24.45%2026-08-13: 21.27%2026-08-14: 21.84%2026-08-17: 22.31%2026-08-18: 22.68%2026-08-19: 27.71%2026-08-20: 26.45%2026-08-21: 22.40%2026-08-24: 24.55%2026-08-25: 22.16%2026-08-26: 21.31%2026-08-27: 19.38%2026-08-28: 19.24%2026-08-31: 21.96%2026-09-01: 21.33%2026-09-02: 21.18%2026-09-03: 20.97%2026-09-04: 19.56%2026-09-08: 23.51%2026-09-09: 21.45%2026-09-10: 23.62%2026-09-11: 22.43%2026-09-14: 23.43%2026-09-15: 26.18%2026-09-16: 24.49%2026-09-17: 21.65%2026-09-18: 19.70%2026-09-21: 21.60%2026-09-22: 21.57%2026-09-23: 22.42%2026-09-24: 29.06%2026-09-25: 21.92%2026-09-28: 22.39%2026-09-29: 21.59%2026-09-30: 24.55%2026-10-01: 27.02%2026-10-02: 21.44%2026-10-05: 22.28%2026-10-06: 21.47%2026-10-07: 24.58%2026-10-08: 24.64%2026-10-09: 21.20%2026-10-12: 23.14%2026-10-13: 23.64%2026-10-14: 26.23%2026-10-15: 24.43%2026-10-16: 25.42%2026-10-19: 25.52%2026-10-20: 25.37%2026-10-21: 25.52%2026-10-22: 28.46%2026-10-23: 26.50%2026-10-26: 30.85%2026-10-27: 30.81%2026-10-28: 34.42%2026-10-29: 37.44%2026-10-30: 24.35%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
22.42%
24.60%
21.49%
24.45%
21.27%
21.84%
22.31%
22.68%
27.71%
26.45%
22.40%
24.55%
22.16%
21.31%
19.38%
19.24%
21.96%
21.33%
21.18%
20.97%
19.56%
23.51%
21.45%
23.62%
22.43%
23.43%
26.18%
24.49%
21.65%
19.70%
21.60%
21.57%
22.42%
29.06%
21.92%
22.39%
21.59%
24.55%
27.02%
21.44%
22.28%
21.47%
24.58%
24.64%
21.20%
23.14%
23.64%
26.23%
24.43%
25.42%
25.52%
25.37%
25.52%
28.46%
26.50%
30.85%
30.81%
34.42%
37.44%
24.35%