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Colgate-Palmolive Company CL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-15T20:02:21.776Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:06.28464551Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:20.858174+00:00

Share price$92.67
1D-1.2%
AH$91.90$92.78$93.66$94.55$95.435:30 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$0.09$1.28$2.47$3.66$4.85$90.32$91.66$93.01$94.36$95.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $92.67OPTION PRICELive CL spot · $92.67CL PRICE$0.65$0.55$0.45$0.34$0.28$0.31$0.33$0.35$0.37$0.67$1.16$2.83$4.51$0.22$0.29$0.37$0.44$0.47$0.51$0.68$0.85$1.01$1.17$1.33$1.48$2.86
PutsFair1.05×
CallsExpensive1.08×
SkewBullish-11.37 pp
Implied moveBearish±$1.00
TiltBullish4.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.68131.7%7.2%91.0839.7%2.0%
25Δ97.12101.4%5.4%91.3839.3%1.7%
30Δ95.5671.1%3.6%91.6838.9%1.5%
35Δ93.9940.7%1.8%91.9838.4%1.2%
40Δ92.9620.8%0.6%92.2534.4%1.0%
45Δ92.8519.2%0.5%92.5130.4%0.7%
50Δ92.7417.6%0.4%92.7233.5%0.7%
55Δ92.6216.0%0.3%92.9336.6%0.6%
60Δ92.5114.4%0.2%93.1737.3%0.6%
65Δ92.2521.3%0.3%93.4136.9%0.5%
70Δ91.7932.0%0.3%93.6536.5%0.4%
75Δ90.1961.7%0.4%93.9036.1%0.3%
80Δ88.5891.4%0.4%95.3053.5%0.3%

20Δ

Calls
Pseudo strike
98.68
IV
131.7%
B/E move
7.2%
Puts
Pseudo strike
91.08
IV
39.7%
B/E move
2.0%

25Δ

Calls
Pseudo strike
97.12
IV
101.4%
B/E move
5.4%
Puts
Pseudo strike
91.38
IV
39.3%
B/E move
1.7%

30Δ

Calls
Pseudo strike
95.56
IV
71.1%
B/E move
3.6%
Puts
Pseudo strike
91.68
IV
38.9%
B/E move
1.5%

35Δ

Calls
Pseudo strike
93.99
IV
40.7%
B/E move
1.8%
Puts
Pseudo strike
91.98
IV
38.4%
B/E move
1.2%

40Δ

Calls
Pseudo strike
92.96
IV
20.8%
B/E move
0.6%
Puts
Pseudo strike
92.25
IV
34.4%
B/E move
1.0%

45Δ

Calls
Pseudo strike
92.85
IV
19.2%
B/E move
0.5%
Puts
Pseudo strike
92.51
IV
30.4%
B/E move
0.7%

50Δ

Calls
Pseudo strike
92.74
IV
17.6%
B/E move
0.4%
Puts
Pseudo strike
92.72
IV
33.5%
B/E move
0.7%

55Δ

Calls
Pseudo strike
92.62
IV
16.0%
B/E move
0.3%
Puts
Pseudo strike
92.93
IV
36.6%
B/E move
0.6%

60Δ

Calls
Pseudo strike
92.51
IV
14.4%
B/E move
0.2%
Puts
Pseudo strike
93.17
IV
37.3%
B/E move
0.6%

65Δ

Calls
Pseudo strike
92.25
IV
21.3%
B/E move
0.3%
Puts
Pseudo strike
93.41
IV
36.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
91.79
IV
32.0%
B/E move
0.3%
Puts
Pseudo strike
93.65
IV
36.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
90.19
IV
61.7%
B/E move
0.4%
Puts
Pseudo strike
93.90
IV
36.1%
B/E move
0.3%

80Δ

Calls
Pseudo strike
88.58
IV
91.4%
B/E move
0.4%
Puts
Pseudo strike
95.30
IV
53.5%
B/E move
0.3%