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Diageo plc DEO

i

Market datapartial · fetched 2026-11-11T14:04:30.956Z

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 · 2026-11-11T13:35:01.29029573Z

FundamentalsAlpha Vantage · unavailable

Share price$99.17
1D-0.0%
$99.12$99.15$99.19$99.22$99.255:30 AM6:30 AM9:00 AM1:00 PMDEO
Sold putSold call

Diageo plc options

Live interpolated DEO call and put midpoint premiums by absolute delta.Diageo plc$0.04$2.93$5.82$8.72$11.61$91.77$95.76$99.75$103.74$107.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive DEO spot · $99.17DEO PRICE$0.70$1.07$1.44$1.81$2.18$2.54$3.22$4.28$5.34$6.40$8.29$10.78$0.35$0.43$0.52$0.60$0.69$0.77$0.86$0.94$1.02$1.11
Puts——
Calls——
Skew——
Implied moveBullish±$4.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.7038.9%6.3%95.8021.4%3.7%
25Δ103.8640.9%5.8%96.2620.3%3.4%
30Δ103.0142.8%5.3%96.7219.2%3.0%
35Δ102.1644.8%4.8%97.1718.0%2.6%
40Δ101.3246.7%4.4%97.6316.9%2.2%
45Δ100.4748.7%3.9%98.0915.8%1.9%
50Δ99.4352.4%3.5%98.5414.7%1.5%
55Δ98.1458.2%3.3%99.0013.6%1.1%
60Δ96.8464.0%3.0%99.4612.5%0.7%
65Δ95.5569.9%2.8%99.9111.4%0.4%
70Δ93.4679.9%2.6%
75Δ90.7893.0%2.4%
80Δ

20Δ

Calls
Pseudo strike
104.70
IV
38.9%
B/E move
6.3%
Puts
Pseudo strike
95.80
IV
21.4%
B/E move
3.7%

25Δ

Calls
Pseudo strike
103.86
IV
40.9%
B/E move
5.8%
Puts
Pseudo strike
96.26
IV
20.3%
B/E move
3.4%

30Δ

Calls
Pseudo strike
103.01
IV
42.8%
B/E move
5.3%
Puts
Pseudo strike
96.72
IV
19.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
102.16
IV
44.8%
B/E move
4.8%
Puts
Pseudo strike
97.17
IV
18.0%
B/E move
2.6%

40Δ

Calls
Pseudo strike
101.32
IV
46.7%
B/E move
4.4%
Puts
Pseudo strike
97.63
IV
16.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
100.47
IV
48.7%
B/E move
3.9%
Puts
Pseudo strike
98.09
IV
15.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
99.43
IV
52.4%
B/E move
3.5%
Puts
Pseudo strike
98.54
IV
14.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
98.14
IV
58.2%
B/E move
3.3%
Puts
Pseudo strike
99.00
IV
13.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
96.84
IV
64.0%
B/E move
3.0%
Puts
Pseudo strike
99.46
IV
12.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
95.55
IV
69.9%
B/E move
2.8%
Puts
Pseudo strike
99.91
IV
11.4%
B/E move
0.4%

70Δ

Calls
Pseudo strike
93.46
IV
79.9%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
90.78
IV
93.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.66%
Daily EOD
DEO26.8%28.3%29.9%2026-10-19: 27.31%2026-10-20: 27.04%2026-10-21: 27.13%2026-10-22: 28.51%2026-10-23: 28.31%2026-10-26: 28.54%2026-10-27: 29.53%2026-10-28: 29.51%2026-10-29: 29.07%2026-10-30: 29.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.31%
27.04%
27.13%
28.51%
28.31%
28.54%
29.53%
29.51%
29.07%
29.66%