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Colgate-Palmolive Company CL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-15T20:32:54.596Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:23:12.323802421Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:53.920455+00:00

Share price$93.21
1D-0.6%
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$0.00$1.46$2.92$4.38$5.84$89.79$91.34$92.89$94.45$96.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $93.21OPTION PRICELive CL spot · $93.21CL PRICE$0.56$0.15$0.16$0.18$0.19$0.20$0.21$0.23$0.24$0.25$0.26$0.27$0.29$0.27$0.36$0.45$0.49$0.67$0.86$1.08$1.31$1.54$1.80$2.06$3.82$5.42
PutsExpensive1.61×
CallsCheap0.46×
SkewBearish+37.66 pp
Implied moveBearish±$1.30
TiltBearish72.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.89108.1%5.6%91.2847.7%2.4%
25Δ93.9822.0%1.0%91.6548.1%2.1%
30Δ93.8820.5%0.9%92.0348.1%1.8%
35Δ93.7819.0%0.8%92.4442.6%1.4%
40Δ93.6917.5%0.7%92.7146.1%1.3%
45Δ93.5916.0%0.6%92.9551.0%1.2%
50Δ93.4914.5%0.5%93.2853.4%1.1%
55Δ93.3913.0%0.4%93.6355.3%1.0%
60Δ93.3011.5%0.3%93.9857.2%0.8%
65Δ93.2010.0%0.3%94.3757.2%0.7%
70Δ93.108.5%0.2%94.7557.1%0.6%
75Δ93.007.0%0.1%96.4687.5%0.6%
80Δ92.915.5%0.0%98.06111.0%0.6%

20Δ

Calls
Pseudo strike
97.89
IV
108.1%
B/E move
5.6%
Puts
Pseudo strike
91.28
IV
47.7%
B/E move
2.4%

25Δ

Calls
Pseudo strike
93.98
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
91.65
IV
48.1%
B/E move
2.1%

30Δ

Calls
Pseudo strike
93.88
IV
20.5%
B/E move
0.9%
Puts
Pseudo strike
92.03
IV
48.1%
B/E move
1.8%

35Δ

Calls
Pseudo strike
93.78
IV
19.0%
B/E move
0.8%
Puts
Pseudo strike
92.44
IV
42.6%
B/E move
1.4%

40Δ

Calls
Pseudo strike
93.69
IV
17.5%
B/E move
0.7%
Puts
Pseudo strike
92.71
IV
46.1%
B/E move
1.3%

45Δ

Calls
Pseudo strike
93.59
IV
16.0%
B/E move
0.6%
Puts
Pseudo strike
92.95
IV
51.0%
B/E move
1.2%

50Δ

Calls
Pseudo strike
93.49
IV
14.5%
B/E move
0.5%
Puts
Pseudo strike
93.28
IV
53.4%
B/E move
1.1%

55Δ

Calls
Pseudo strike
93.39
IV
13.0%
B/E move
0.4%
Puts
Pseudo strike
93.63
IV
55.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
93.30
IV
11.5%
B/E move
0.3%
Puts
Pseudo strike
93.98
IV
57.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
93.20
IV
10.0%
B/E move
0.3%
Puts
Pseudo strike
94.37
IV
57.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
93.10
IV
8.5%
B/E move
0.2%
Puts
Pseudo strike
94.75
IV
57.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
93.00
IV
7.0%
B/E move
0.1%
Puts
Pseudo strike
96.46
IV
87.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
92.91
IV
5.5%
B/E move
0.0%
Puts
Pseudo strike
98.06
IV
111.0%
B/E move
0.6%