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Clorox Company CLX

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-07T02:04:22.172Z

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: 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 · 2026-11-07T00:53:51.777893835Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:56:44.232493+00:00

Share price$99.91
1D-0.1%
AH$97$98$99$100$1015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLX
Sold putSold callAH

Clorox Company options

Live interpolated CLX call and put midpoint premiums by absolute delta.Clorox Company$0.51$2.28$4.05$5.82$7.59$81.63$89.69$97.74$105.79$113.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLX spot · $99.91CLX PRICE$0.70$0.94$1.27$1.59$1.92$2.24$2.57$3.10$3.74$4.38$5.02$5.66$6.83$0.81$1.15$1.56$1.96$2.36$2.77$3.20$3.70$4.19$4.68$5.18$5.67$7.08
PutsCheap0.79×
CallsCheap0.61×
SkewBearish+2.06 pp
Implied moveBearish±$5.77
TiltBearish5.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ106.0032.3%6.8%94.4535.5%6.3%
25Δ104.6832.3%5.7%95.6535.7%5.4%
30Δ103.8032.6%5.2%96.5936.4%4.9%
35Δ102.9232.9%4.6%97.5237.2%4.3%
40Δ102.0533.2%4.1%98.4637.9%3.8%
45Δ101.1733.5%3.5%99.4038.7%3.3%
50Δ100.2933.8%3.0%100.3238.7%2.8%
55Δ99.3634.2%2.6%101.2137.6%2.4%
60Δ98.4034.7%2.2%102.1036.5%2.0%
65Δ97.4435.2%1.9%102.9935.4%1.6%
70Δ96.4835.7%1.6%103.8734.3%1.2%
75Δ95.5236.2%1.3%104.7633.1%0.8%
80Δ94.0737.8%1.0%106.4234.3%0.6%

20Δ

Calls
Pseudo strike
106.00
IV
32.3%
B/E move
6.8%
Puts
Pseudo strike
94.45
IV
35.5%
B/E move
6.3%

25Δ

Calls
Pseudo strike
104.68
IV
32.3%
B/E move
5.7%
Puts
Pseudo strike
95.65
IV
35.7%
B/E move
5.4%

30Δ

Calls
Pseudo strike
103.80
IV
32.6%
B/E move
5.2%
Puts
Pseudo strike
96.59
IV
36.4%
B/E move
4.9%

35Δ

Calls
Pseudo strike
102.92
IV
32.9%
B/E move
4.6%
Puts
Pseudo strike
97.52
IV
37.2%
B/E move
4.3%

40Δ

Calls
Pseudo strike
102.05
IV
33.2%
B/E move
4.1%
Puts
Pseudo strike
98.46
IV
37.9%
B/E move
3.8%

45Δ

Calls
Pseudo strike
101.17
IV
33.5%
B/E move
3.5%
Puts
Pseudo strike
99.40
IV
38.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
100.29
IV
33.8%
B/E move
3.0%
Puts
Pseudo strike
100.32
IV
38.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
99.36
IV
34.2%
B/E move
2.6%
Puts
Pseudo strike
101.21
IV
37.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
98.40
IV
34.7%
B/E move
2.2%
Puts
Pseudo strike
102.10
IV
36.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
97.44
IV
35.2%
B/E move
1.9%
Puts
Pseudo strike
102.99
IV
35.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
96.48
IV
35.7%
B/E move
1.6%
Puts
Pseudo strike
103.87
IV
34.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
95.52
IV
36.2%
B/E move
1.3%
Puts
Pseudo strike
104.76
IV
33.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
94.07
IV
37.8%
B/E move
1.0%
Puts
Pseudo strike
106.42
IV
34.3%
B/E move
0.6%

Options history

IV · four-Friday blend39.58%
Daily close
CLX29.0%34.7%40.4%2026-08-10: 32.68%2026-08-12: 30.51%2026-08-13: 30.17%2026-08-14: 30.12%2026-08-21: 30.91%2026-08-24: 30.62%2026-08-25: 31.04%2026-08-26: 30.18%2026-08-27: 30.73%2026-08-28: 29.81%2026-08-31: 30.42%2026-09-01: 31.37%2026-09-02: 30.49%2026-09-03: 30.70%2026-09-04: 30.41%2026-09-08: 32.88%2026-09-09: 32.28%2026-09-10: 32.28%2026-09-11: 33.85%2026-09-14: 33.92%2026-09-16: 35.23%2026-09-17: 34.84%2026-09-18: 33.71%2026-09-21: 34.12%2026-09-22: 33.81%2026-09-23: 33.99%2026-09-24: 35.23%2026-09-25: 35.10%2026-09-28: 35.42%2026-09-29: 36.21%2026-09-30: 36.83%2026-10-01: 37.01%2026-10-02: 36.93%2026-10-05: 37.30%2026-10-06: 35.81%2026-10-07: 35.58%2026-10-08: 35.99%2026-10-12: 36.45%2026-10-13: 37.18%2026-10-14: 37.84%2026-10-16: 36.88%2026-10-19: 36.37%2026-10-20: 36.32%2026-10-21: 36.78%2026-10-22: 38.56%2026-10-23: 38.31%2026-10-26: 38.18%2026-10-27: 38.01%2026-10-28: 37.20%2026-10-29: 37.85%2026-10-30: 39.58%Aug 10Sep 23Oct 30
51 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
32.68%
30.51%
30.17%
30.12%
30.91%
30.62%
31.04%
30.18%
30.73%
29.81%
30.42%
31.37%
30.49%
30.70%
30.41%
32.88%
32.28%
32.28%
33.85%
33.92%
35.23%
34.84%
33.71%
34.12%
33.81%
33.99%
35.23%
35.10%
35.42%
36.21%
36.83%
37.01%
36.93%
37.30%
35.81%
35.58%
35.99%
36.45%
37.18%
37.84%
36.88%
36.37%
36.32%
36.78%
38.56%
38.31%
38.18%
38.01%
37.20%
37.85%
39.58%