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Colgate-Palmolive Company CL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-16T00:15:19.835Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002512997Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:18.762590+00:00

Share price$92.67
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$0.26$3.90$7.55$11.20$14.84$82.25$86.90$91.56$96.21$100.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CL spot · $92.67CL PRICE$0.65$0.87$1.18$1.48$1.79$1.97$2.16$2.34$2.88$3.42$3.97$4.76$5.62$0.98$1.26$1.49$1.84$2.27$2.70$3.56$4.48$5.16$5.73$6.42$7.30$13.79
PutsExpensive1.40×
CallsCheap0.91×
SkewBearish+9.03 pp
Implied moveBearish±$5.72
TiltBearish26.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.5020.4%7.0%86.4928.8%7.7%
25Δ97.3320.3%6.0%87.9827.8%6.4%
30Δ96.5321.1%5.4%89.3725.9%5.2%
35Δ95.7421.8%4.9%90.5125.2%4.3%
40Δ94.9522.4%4.4%91.4525.6%3.8%
45Δ94.1420.9%3.7%92.3925.9%3.2%
50Δ93.3319.5%3.0%93.5128.2%2.9%
55Δ92.5318.0%2.4%94.6630.7%2.7%
60Δ91.7518.5%2.1%95.7530.6%2.2%
65Δ90.9719.2%1.9%96.8229.5%1.7%
70Δ90.1919.8%1.6%97.9428.6%1.2%
75Δ89.1219.8%1.3%99.1728.1%0.9%
80Δ87.9719.6%1.0%105.5443.9%1.0%

20Δ

Calls
Pseudo strike
98.50
IV
20.4%
B/E move
7.0%
Puts
Pseudo strike
86.49
IV
28.8%
B/E move
7.7%

25Δ

Calls
Pseudo strike
97.33
IV
20.3%
B/E move
6.0%
Puts
Pseudo strike
87.98
IV
27.8%
B/E move
6.4%

30Δ

Calls
Pseudo strike
96.53
IV
21.1%
B/E move
5.4%
Puts
Pseudo strike
89.37
IV
25.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
95.74
IV
21.8%
B/E move
4.9%
Puts
Pseudo strike
90.51
IV
25.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
94.95
IV
22.4%
B/E move
4.4%
Puts
Pseudo strike
91.45
IV
25.6%
B/E move
3.8%

45Δ

Calls
Pseudo strike
94.14
IV
20.9%
B/E move
3.7%
Puts
Pseudo strike
92.39
IV
25.9%
B/E move
3.2%

50Δ

Calls
Pseudo strike
93.33
IV
19.5%
B/E move
3.0%
Puts
Pseudo strike
93.51
IV
28.2%
B/E move
2.9%

55Δ

Calls
Pseudo strike
92.53
IV
18.0%
B/E move
2.4%
Puts
Pseudo strike
94.66
IV
30.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
91.75
IV
18.5%
B/E move
2.1%
Puts
Pseudo strike
95.75
IV
30.6%
B/E move
2.2%

65Δ

Calls
Pseudo strike
90.97
IV
19.2%
B/E move
1.9%
Puts
Pseudo strike
96.82
IV
29.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
90.19
IV
19.8%
B/E move
1.6%
Puts
Pseudo strike
97.94
IV
28.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
89.12
IV
19.8%
B/E move
1.3%
Puts
Pseudo strike
99.17
IV
28.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
87.97
IV
19.6%
B/E move
1.0%
Puts
Pseudo strike
105.54
IV
43.9%
B/E move
1.0%