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Diageo plc DEO

i

Market datapartial · fetched 2026-10-22T21:10:31.572Z

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 · 2026-10-22T20:10:00.002437094Z

FundamentalsAlpha Vantage · unavailable

Share price$96.69
1D+3.4%
AH$93.22$94.15$95.08$96.01$96.955:30 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$0.64$2.96$5.29$7.61$9.94$80.69$87.41$94.12$100.84$107.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DEO spot · $96.69DEO PRICE$0.89$1.22$1.56$1.89$2.30$2.80$3.29$3.79$4.29$5.03$5.84$6.65$7.46$1.02$1.40$1.78$2.15$2.57$3.14$3.71$4.28$4.85$5.73$6.83$7.94$9.27
PutsExpensive1.33×
CallsFair1.03×
SkewBearish+1.02 pp
Implied moveBearish±$7.01
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.4829.5%9.0%90.2531.9%7.7%
25Δ103.2229.8%8.0%91.5031.7%6.8%
30Δ101.9530.0%7.1%92.7531.5%5.9%
35Δ100.6930.3%6.1%94.0131.3%5.0%
40Δ99.5130.5%5.3%95.2231.1%4.2%
45Δ98.4530.6%4.7%96.3031.0%3.6%
50Δ97.3830.6%4.1%97.3830.9%3.1%
55Δ96.3130.7%3.5%98.4630.9%2.6%
60Δ95.2430.8%2.9%99.5430.8%2.1%
65Δ94.0830.7%2.5%100.8231.0%1.7%
70Δ92.8930.6%2.1%102.2531.4%1.3%
75Δ91.7030.4%1.7%103.6931.9%1.0%
80Δ90.5130.3%1.3%105.3432.8%0.6%

20Δ

Calls
Pseudo strike
104.48
IV
29.5%
B/E move
9.0%
Puts
Pseudo strike
90.25
IV
31.9%
B/E move
7.7%

25Δ

Calls
Pseudo strike
103.22
IV
29.8%
B/E move
8.0%
Puts
Pseudo strike
91.50
IV
31.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
101.95
IV
30.0%
B/E move
7.1%
Puts
Pseudo strike
92.75
IV
31.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
100.69
IV
30.3%
B/E move
6.1%
Puts
Pseudo strike
94.01
IV
31.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
99.51
IV
30.5%
B/E move
5.3%
Puts
Pseudo strike
95.22
IV
31.1%
B/E move
4.2%

45Δ

Calls
Pseudo strike
98.45
IV
30.6%
B/E move
4.7%
Puts
Pseudo strike
96.30
IV
31.0%
B/E move
3.6%

50Δ

Calls
Pseudo strike
97.38
IV
30.6%
B/E move
4.1%
Puts
Pseudo strike
97.38
IV
30.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
96.31
IV
30.7%
B/E move
3.5%
Puts
Pseudo strike
98.46
IV
30.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
95.24
IV
30.8%
B/E move
2.9%
Puts
Pseudo strike
99.54
IV
30.8%
B/E move
2.1%

65Δ

Calls
Pseudo strike
94.08
IV
30.7%
B/E move
2.5%
Puts
Pseudo strike
100.82
IV
31.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
92.89
IV
30.6%
B/E move
2.1%
Puts
Pseudo strike
102.25
IV
31.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
91.70
IV
30.4%
B/E move
1.7%
Puts
Pseudo strike
103.69
IV
31.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
90.51
IV
30.3%
B/E move
1.3%
Puts
Pseudo strike
105.34
IV
32.8%
B/E move
0.6%

Options history

DEO27.0227.0927.162026-10-20: 27.04%2026-10-21: 27.13%Oct 20Oct 21
Table
DateIV
27.04%
27.13%