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Eaton Corporation PLC ETN

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-20T14:18:55.510Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:18:53.735251409Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T14:13:49.197443+00:00

Share price$381.36
1D-0.1%
$373$376$379$382$3855:30 AM6:30 AM9:00 AM1:00 PMETN
Sold putSold call

Eaton Corporation PLC options

Live interpolated ETN call and put midpoint premiums by absolute delta.Eaton Corporation PLC$1.36$6.40$11.43$16.47$21.50$355.11$368.05$380.99$393.92$406.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETN spot · $381.36ETN PRICE$1.91$2.59$3.35$4.17$5.09$6.12$7.24$8.33$9.77$11.49$12.32$14.08$16.50$2.42$3.19$4.07$5.04$6.28$7.38$8.56$9.77$11.12$12.80$14.64$17.08$20.05
PutsExpensive1.26×
CallsExpensive2.07×
SkewBearish+6.53 pp
Implied moveBearish±$15.79
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ397.1450.4%4.6%364.9261.1%4.9%
25Δ394.3351.2%4.1%368.4760.2%4.2%
30Δ391.7351.9%3.6%371.5759.8%3.6%
35Δ389.2552.4%3.2%374.3859.9%3.2%
40Δ386.8552.9%2.8%376.9861.5%2.8%
45Δ384.5353.6%2.4%379.6860.8%2.4%
50Δ382.2154.0%2.1%382.3059.9%2.0%
55Δ379.8753.4%1.8%384.8458.6%1.6%
60Δ377.4754.2%1.5%387.3557.6%1.3%
65Δ374.9055.4%1.3%390.0057.4%1.1%
70Δ372.9251.6%1.0%392.7456.9%0.9%
75Δ370.3651.2%0.8%395.9357.4%0.7%
80Δ367.2952.0%0.6%399.6158.1%0.5%

20Δ

Calls
Pseudo strike
397.14
IV
50.4%
B/E move
4.6%
Puts
Pseudo strike
364.92
IV
61.1%
B/E move
4.9%

25Δ

Calls
Pseudo strike
394.33
IV
51.2%
B/E move
4.1%
Puts
Pseudo strike
368.47
IV
60.2%
B/E move
4.2%

30Δ

Calls
Pseudo strike
391.73
IV
51.9%
B/E move
3.6%
Puts
Pseudo strike
371.57
IV
59.8%
B/E move
3.6%

35Δ

Calls
Pseudo strike
389.25
IV
52.4%
B/E move
3.2%
Puts
Pseudo strike
374.38
IV
59.9%
B/E move
3.2%

40Δ

Calls
Pseudo strike
386.85
IV
52.9%
B/E move
2.8%
Puts
Pseudo strike
376.98
IV
61.5%
B/E move
2.8%

45Δ

Calls
Pseudo strike
384.53
IV
53.6%
B/E move
2.4%
Puts
Pseudo strike
379.68
IV
60.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
382.21
IV
54.0%
B/E move
2.1%
Puts
Pseudo strike
382.30
IV
59.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
379.87
IV
53.4%
B/E move
1.8%
Puts
Pseudo strike
384.84
IV
58.6%
B/E move
1.6%

60Δ

Calls
Pseudo strike
377.47
IV
54.2%
B/E move
1.5%
Puts
Pseudo strike
387.35
IV
57.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
374.90
IV
55.4%
B/E move
1.3%
Puts
Pseudo strike
390.00
IV
57.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
372.92
IV
51.6%
B/E move
1.0%
Puts
Pseudo strike
392.74
IV
56.9%
B/E move
0.9%

75Δ

Calls
Pseudo strike
370.36
IV
51.2%
B/E move
0.8%
Puts
Pseudo strike
395.93
IV
57.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
367.29
IV
52.0%
B/E move
0.6%
Puts
Pseudo strike
399.61
IV
58.1%
B/E move
0.5%

Options history

ETN42.9745.2847.592026-10-19T19:58:11.302000+00:00: 43.29%2026-10-20T13:31:41.212000+00:00: 44.89%2026-10-20T13:36:27.211000+00:00: 45.17%2026-10-20T13:49:06.571000+00:00: 46.30%2026-10-20T13:54:27.200000+00:00: 47.27%2026-10-20T14:02:50.373000+00:00: 46.57%2026-10-20T14:12:52.576000+00:00: 46.58%Oct 19Oct 20
Table
ObservationIVSkewImplied move
43.29%3.05 pp10.32%
44.89%1.40 pp10.50%
45.17%-0.58 pp10.55%
46.30%-1.93 pp10.84%
47.27%4.31 pp11.12%
46.57%5.43 pp10.97%
46.58%5.56 pp10.95%