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The Clorox Company CLX

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-16T00:17:35.996Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.00268815Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:35.254551+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$0.45$5.49$10.52$15.55$20.59$71.29$77.76$84.22$90.68$97.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLX spot · $86.20CLX PRICE$1.00$1.32$1.66$1.99$2.38$2.81$3.25$3.68$4.14$4.83$5.52$6.21$6.90$1.39$1.82$2.40$3.00$3.60$4.44$5.43$6.43$7.59$8.96$10.33$13.16$19.13
PutsExpensive1.28×
CallsFair1.00×
SkewBearish+14.68 pp
Implied moveBearish±$8.68
TiltBearish31.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.4834.6%11.9%77.9142.0%11.2%
25Δ93.7434.0%10.3%79.8541.9%9.5%
30Δ92.1833.4%8.9%81.3842.2%8.4%
35Δ90.6232.8%7.4%82.8842.4%7.3%
40Δ89.3332.3%6.4%84.3842.7%6.3%
45Δ88.2131.7%5.6%85.9343.4%5.5%
50Δ87.0931.2%4.8%87.5244.5%4.8%
55Δ85.9730.6%4.0%89.1045.6%4.1%
60Δ84.8630.1%3.2%90.8246.4%3.4%
65Δ83.7829.6%2.8%92.7346.9%2.8%
70Δ82.7129.2%2.3%94.6347.3%2.2%
75Δ81.6328.7%1.9%97.8451.0%1.8%
80Δ80.5528.2%1.4%104.0861.2%1.5%

20Δ

Calls
Pseudo strike
95.48
IV
34.6%
B/E move
11.9%
Puts
Pseudo strike
77.91
IV
42.0%
B/E move
11.2%

25Δ

Calls
Pseudo strike
93.74
IV
34.0%
B/E move
10.3%
Puts
Pseudo strike
79.85
IV
41.9%
B/E move
9.5%

30Δ

Calls
Pseudo strike
92.18
IV
33.4%
B/E move
8.9%
Puts
Pseudo strike
81.38
IV
42.2%
B/E move
8.4%

35Δ

Calls
Pseudo strike
90.62
IV
32.8%
B/E move
7.4%
Puts
Pseudo strike
82.88
IV
42.4%
B/E move
7.3%

40Δ

Calls
Pseudo strike
89.33
IV
32.3%
B/E move
6.4%
Puts
Pseudo strike
84.38
IV
42.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
88.21
IV
31.7%
B/E move
5.6%
Puts
Pseudo strike
85.93
IV
43.4%
B/E move
5.5%

50Δ

Calls
Pseudo strike
87.09
IV
31.2%
B/E move
4.8%
Puts
Pseudo strike
87.52
IV
44.5%
B/E move
4.8%

55Δ

Calls
Pseudo strike
85.97
IV
30.6%
B/E move
4.0%
Puts
Pseudo strike
89.10
IV
45.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
84.86
IV
30.1%
B/E move
3.2%
Puts
Pseudo strike
90.82
IV
46.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
83.78
IV
29.6%
B/E move
2.8%
Puts
Pseudo strike
92.73
IV
46.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
82.71
IV
29.2%
B/E move
2.3%
Puts
Pseudo strike
94.63
IV
47.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
81.63
IV
28.7%
B/E move
1.9%
Puts
Pseudo strike
97.84
IV
51.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
80.55
IV
28.2%
B/E move
1.4%
Puts
Pseudo strike
104.08
IV
61.2%
B/E move
1.5%