IntraAlpha
Create free account Start free

Eaton Corporation, plc Ordinary Shares ETN

i

Market dataready · fetched 2026-11-09T20:54:55.134Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-09T20:54:53.314148239Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-09T20:54:54.714420+00:00

Share price$359.01
1D+2.5%
$346$351$355$360$3645:30 AM6:30 AM9:00 AM1:00 PMETN
Sold putSold call

Eaton Corporation, plc Ordinary Shares options

Live interpolated ETN call and put midpoint premiums by absolute delta.Eaton Corporation, plc Ordinary Shares$1.70$6.99$12.27$17.56$22.85$315.82$334.37$352.93$371.48$390.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETN spot · $359.01ETN PRICE$2.27$3.07$3.90$4.93$6.11$7.30$8.59$10.02$11.62$13.62$15.32$17.79$18.74$2.71$3.63$4.47$5.64$6.80$7.86$9.41$10.58$12.21$13.90$15.92$18.80$21.33
PutsExpensive1.29×
CallsCheap0.92×
SkewBearish+0.96 pp
Implied moveBearish±$18.00
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ377.8555.5%5.9%340.7262.4%5.8%
25Δ374.4056.2%5.1%344.4162.6%5.1%
30Δ371.1556.3%4.5%348.2360.2%4.2%
35Δ368.2657.3%4.0%351.1461.4%3.8%
40Δ365.5759.0%3.5%354.1661.0%3.2%
45Δ362.7359.4%3.1%357.1059.4%2.7%
50Δ359.9159.6%2.6%359.9360.3%2.4%
55Δ357.1059.6%2.3%362.6558.1%1.9%
60Δ354.2459.8%1.9%365.4457.8%1.6%
65Δ351.1861.0%1.6%368.2257.0%1.3%
70Δ348.3259.7%1.3%371.2156.5%1.0%
75Δ344.9260.4%1.0%374.8757.8%0.8%
80Δ342.8554.8%0.7%378.2456.5%0.6%

20Δ

Calls
Pseudo strike
377.85
IV
55.5%
B/E move
5.9%
Puts
Pseudo strike
340.72
IV
62.4%
B/E move
5.8%

25Δ

Calls
Pseudo strike
374.40
IV
56.2%
B/E move
5.1%
Puts
Pseudo strike
344.41
IV
62.6%
B/E move
5.1%

30Δ

Calls
Pseudo strike
371.15
IV
56.3%
B/E move
4.5%
Puts
Pseudo strike
348.23
IV
60.2%
B/E move
4.2%

35Δ

Calls
Pseudo strike
368.26
IV
57.3%
B/E move
4.0%
Puts
Pseudo strike
351.14
IV
61.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
365.57
IV
59.0%
B/E move
3.5%
Puts
Pseudo strike
354.16
IV
61.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
362.73
IV
59.4%
B/E move
3.1%
Puts
Pseudo strike
357.10
IV
59.4%
B/E move
2.7%

50Δ

Calls
Pseudo strike
359.91
IV
59.6%
B/E move
2.6%
Puts
Pseudo strike
359.93
IV
60.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
357.10
IV
59.6%
B/E move
2.3%
Puts
Pseudo strike
362.65
IV
58.1%
B/E move
1.9%

60Δ

Calls
Pseudo strike
354.24
IV
59.8%
B/E move
1.9%
Puts
Pseudo strike
365.44
IV
57.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
351.18
IV
61.0%
B/E move
1.6%
Puts
Pseudo strike
368.22
IV
57.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
348.32
IV
59.7%
B/E move
1.3%
Puts
Pseudo strike
371.21
IV
56.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
344.92
IV
60.4%
B/E move
1.0%
Puts
Pseudo strike
374.87
IV
57.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
342.85
IV
54.8%
B/E move
0.7%
Puts
Pseudo strike
378.24
IV
56.5%
B/E move
0.6%

Options history

IV · four-Friday blend56.06%
Daily close
ETN31.9%45.9%59.9%2026-08-11: 37.75%2026-08-12: 35.09%2026-08-13: 37.71%2026-08-14: 33.82%2026-08-17: 36.17%2026-08-18: 37.19%2026-08-19: 36.41%2026-08-20: 36.62%2026-08-21: 35.43%2026-08-24: 38.83%2026-08-25: 38.95%2026-08-26: 38.90%2026-08-27: 38.13%2026-08-28: 35.26%2026-08-31: 36.46%2026-09-01: 38.33%2026-09-02: 37.32%2026-09-03: 36.88%2026-09-04: 35.26%2026-09-08: 40.03%2026-09-09: 38.66%2026-09-10: 39.55%2026-09-11: 36.20%2026-09-14: 41.11%2026-09-15: 41.75%2026-09-16: 43.97%2026-09-17: 42.82%2026-09-18: 38.47%2026-09-21: 39.63%2026-09-22: 37.59%2026-09-23: 39.41%2026-09-24: 38.72%2026-09-25: 34.80%2026-09-28: 38.18%2026-09-29: 39.42%2026-09-30: 37.05%2026-10-01: 38.84%2026-10-02: 34.68%2026-10-05: 37.36%2026-10-06: 37.46%2026-10-07: 39.04%2026-10-08: 43.94%2026-10-09: 38.47%2026-10-12: 40.38%2026-10-13: 42.77%2026-10-14: 53.77%2026-10-15: 47.32%2026-10-16: 45.27%2026-10-19: 44.71%2026-10-20: 48.62%2026-10-21: 47.52%2026-10-22: 57.96%2026-10-23: 53.15%2026-10-26: 54.35%2026-10-27: 53.21%2026-10-28: 52.09%2026-10-29: 51.56%2026-10-30: 56.06%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
37.75%
35.09%
37.71%
33.82%
36.17%
37.19%
36.41%
36.62%
35.43%
38.83%
38.95%
38.90%
38.13%
35.26%
36.46%
38.33%
37.32%
36.88%
35.26%
40.03%
38.66%
39.55%
36.20%
41.11%
41.75%
43.97%
42.82%
38.47%
39.63%
37.59%
39.41%
38.72%
34.80%
38.18%
39.42%
37.05%
38.84%
34.68%
37.36%
37.46%
39.04%
43.94%
38.47%
40.38%
42.77%
53.77%
47.32%
45.27%
44.71%
48.62%
47.52%
57.96%
53.15%
54.35%
53.21%
52.09%
51.56%
56.06%