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Diageo plc DEO

i

Market datapartial · fetched 2026-10-22T05:30:45.710Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002274069Z

FundamentalsAlpha Vantage · unavailable

Share price$92.85
1D-0.6%
AH$92.40$92.75$93.10$93.44$93.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDEO
Sold putSold callAH

Diageo plc options

Live interpolated DEO call and put midpoint premiums by absolute delta.Diageo plc$0.61$2.80$4.99$7.17$9.36$81.16$86.67$92.18$97.70$103.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DEO spot · $92.85DEO PRICE$0.85$1.17$1.53$1.88$2.23$2.67$3.22$3.77$4.32$4.87$5.74$6.75$7.77$1.02$1.35$1.68$2.06$2.55$3.04$3.53$4.02$4.72$5.61$6.49$7.38$8.73
PutsExpensive1.31×
CallsExpensive1.08×
SkewNeutral+0.22 pp
Implied moveBearish±$6.75
TiltBearish5.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.4229.8%9.1%86.3532.5%8.1%
25Δ99.1130.1%8.0%87.7232.1%7.0%
30Δ97.9530.3%7.1%89.0931.7%5.9%
35Δ96.7930.6%6.3%90.3531.4%4.9%
40Δ95.6430.9%5.4%91.3931.2%4.3%
45Δ94.5331.1%4.7%92.4331.1%3.7%
50Δ93.4831.2%4.2%93.4730.9%3.1%
55Δ92.4331.3%3.6%94.5130.8%2.5%
60Δ91.3831.5%3.1%95.6530.8%2.1%
65Δ90.3431.6%2.5%96.8830.9%1.7%
70Δ89.0831.8%2.1%98.1131.1%1.3%
75Δ87.7332.1%1.8%99.3431.2%1.0%
80Δ86.3832.3%1.4%101.0031.7%0.6%

20Δ

Calls
Pseudo strike
100.42
IV
29.8%
B/E move
9.1%
Puts
Pseudo strike
86.35
IV
32.5%
B/E move
8.1%

25Δ

Calls
Pseudo strike
99.11
IV
30.1%
B/E move
8.0%
Puts
Pseudo strike
87.72
IV
32.1%
B/E move
7.0%

30Δ

Calls
Pseudo strike
97.95
IV
30.3%
B/E move
7.1%
Puts
Pseudo strike
89.09
IV
31.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
96.79
IV
30.6%
B/E move
6.3%
Puts
Pseudo strike
90.35
IV
31.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
95.64
IV
30.9%
B/E move
5.4%
Puts
Pseudo strike
91.39
IV
31.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
94.53
IV
31.1%
B/E move
4.7%
Puts
Pseudo strike
92.43
IV
31.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
93.48
IV
31.2%
B/E move
4.2%
Puts
Pseudo strike
93.47
IV
30.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
92.43
IV
31.3%
B/E move
3.6%
Puts
Pseudo strike
94.51
IV
30.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
91.38
IV
31.5%
B/E move
3.1%
Puts
Pseudo strike
95.65
IV
30.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
90.34
IV
31.6%
B/E move
2.5%
Puts
Pseudo strike
96.88
IV
30.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
89.08
IV
31.8%
B/E move
2.1%
Puts
Pseudo strike
98.11
IV
31.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
87.73
IV
32.1%
B/E move
1.8%
Puts
Pseudo strike
99.34
IV
31.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
86.38
IV
32.3%
B/E move
1.4%
Puts
Pseudo strike
101.00
IV
31.7%
B/E move
0.6%

Options history

No recorded observations