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The Clorox Company CLX

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-15T20:36:54.318Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001770618Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:51.576056+00:00

Share price$86.20
1D+0.4%
AH$85.08$85.73$86.39$87.04$87.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLX
Sold putSold callAH

The Clorox Company options

Live interpolated CLX call and put midpoint premiums by absolute delta.The Clorox Company$0.10$1.22$2.33$3.45$4.56$82.63$84.28$85.92$87.56$89.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $86.20OPTION PRICELive CLX spot · $86.20CLX PRICE$0.32$0.41$0.50$0.59$0.69$0.78$0.87$0.96$1.06$1.15$1.24$1.33$3.15$0.22$0.32$0.68$1.03$1.39$1.75$2.10$2.46$2.81$3.17$3.53$3.88$4.24
PutsExpensive1.82×
CallsCheap0.85×
SkewBearish+20.66 pp
Implied moveBearish±$2.97
TiltBearish35.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.0951.2%3.7%83.8652.1%3.0%
25Δ88.7449.8%3.4%85.0939.8%1.7%
30Δ88.3948.4%3.1%85.5344.7%1.6%
35Δ88.0446.9%2.8%85.9849.7%1.5%
40Δ87.6945.5%2.5%86.4254.6%1.4%
45Δ87.3444.1%2.2%86.8759.5%1.2%
50Δ87.0042.6%1.9%87.3164.5%1.1%
55Δ86.6541.2%1.6%87.7669.4%1.0%
60Δ86.3039.8%1.3%88.2174.4%0.9%
65Δ85.9538.3%1.0%88.6579.3%0.8%
70Δ85.6036.9%0.7%89.1084.3%0.7%
75Δ85.2535.5%0.4%89.5489.2%0.6%
80Δ83.3066.9%0.3%89.9994.2%0.5%

20Δ

Calls
Pseudo strike
89.09
IV
51.2%
B/E move
3.7%
Puts
Pseudo strike
83.86
IV
52.1%
B/E move
3.0%

25Δ

Calls
Pseudo strike
88.74
IV
49.8%
B/E move
3.4%
Puts
Pseudo strike
85.09
IV
39.8%
B/E move
1.7%

30Δ

Calls
Pseudo strike
88.39
IV
48.4%
B/E move
3.1%
Puts
Pseudo strike
85.53
IV
44.7%
B/E move
1.6%

35Δ

Calls
Pseudo strike
88.04
IV
46.9%
B/E move
2.8%
Puts
Pseudo strike
85.98
IV
49.7%
B/E move
1.5%

40Δ

Calls
Pseudo strike
87.69
IV
45.5%
B/E move
2.5%
Puts
Pseudo strike
86.42
IV
54.6%
B/E move
1.4%

45Δ

Calls
Pseudo strike
87.34
IV
44.1%
B/E move
2.2%
Puts
Pseudo strike
86.87
IV
59.5%
B/E move
1.2%

50Δ

Calls
Pseudo strike
87.00
IV
42.6%
B/E move
1.9%
Puts
Pseudo strike
87.31
IV
64.5%
B/E move
1.1%

55Δ

Calls
Pseudo strike
86.65
IV
41.2%
B/E move
1.6%
Puts
Pseudo strike
87.76
IV
69.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
86.30
IV
39.8%
B/E move
1.3%
Puts
Pseudo strike
88.21
IV
74.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
85.95
IV
38.3%
B/E move
1.0%
Puts
Pseudo strike
88.65
IV
79.3%
B/E move
0.8%

70Δ

Calls
Pseudo strike
85.60
IV
36.9%
B/E move
0.7%
Puts
Pseudo strike
89.10
IV
84.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
85.25
IV
35.5%
B/E move
0.4%
Puts
Pseudo strike
89.54
IV
89.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
83.30
IV
66.9%
B/E move
0.3%
Puts
Pseudo strike
89.99
IV
94.2%
B/E move
0.5%