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Eaton Corporation PLC ETN

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-16T01:01:31.856Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.003366868Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:31.430353+00:00

Share price$402.48
1D+0.3%
AH$385$390$395$400$4055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMETN
Sold putSold callAH

Eaton Corporation PLC options

Live interpolated ETN call and put midpoint premiums by absolute delta.Eaton Corporation PLC$1.07$4.29$7.50$10.72$13.93$384.21$392.33$400.44$408.56$416.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETN spot · $402.48ETN PRICE$1.42$1.90$2.39$3.06$3.47$3.86$4.30$4.71$5.13$6.10$7.23$8.68$10.32$1.60$2.05$2.48$2.99$3.72$4.42$5.14$6.12$7.14$8.21$9.36$10.89$13.01
PutsCheap0.95×
CallsCheap0.92×
SkewBearish+7.09 pp
Implied moveBearish±$9.43
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ413.5963.5%3.1%391.0366.8%3.2%
25Δ411.5961.3%2.7%393.6764.2%2.7%
30Δ409.4260.1%2.3%396.0160.8%2.2%
35Δ407.8462.4%2.1%397.9658.9%1.9%
40Δ405.9458.9%1.7%399.5160.5%1.7%
45Δ404.2054.9%1.4%401.1160.4%1.4%
50Δ402.6952.0%1.1%402.7359.8%1.2%
55Δ401.4349.0%0.9%404.3660.9%1.1%
60Δ400.2146.0%0.7%406.0461.3%0.9%
65Δ398.7946.9%0.6%407.7461.2%0.7%
70Δ397.2848.8%0.5%409.4960.5%0.6%
75Δ395.4650.9%0.4%411.5260.9%0.5%
80Δ393.4552.3%0.3%414.0862.7%0.4%

20Δ

Calls
Pseudo strike
413.59
IV
63.5%
B/E move
3.1%
Puts
Pseudo strike
391.03
IV
66.8%
B/E move
3.2%

25Δ

Calls
Pseudo strike
411.59
IV
61.3%
B/E move
2.7%
Puts
Pseudo strike
393.67
IV
64.2%
B/E move
2.7%

30Δ

Calls
Pseudo strike
409.42
IV
60.1%
B/E move
2.3%
Puts
Pseudo strike
396.01
IV
60.8%
B/E move
2.2%

35Δ

Calls
Pseudo strike
407.84
IV
62.4%
B/E move
2.1%
Puts
Pseudo strike
397.96
IV
58.9%
B/E move
1.9%

40Δ

Calls
Pseudo strike
405.94
IV
58.9%
B/E move
1.7%
Puts
Pseudo strike
399.51
IV
60.5%
B/E move
1.7%

45Δ

Calls
Pseudo strike
404.20
IV
54.9%
B/E move
1.4%
Puts
Pseudo strike
401.11
IV
60.4%
B/E move
1.4%

50Δ

Calls
Pseudo strike
402.69
IV
52.0%
B/E move
1.1%
Puts
Pseudo strike
402.73
IV
59.8%
B/E move
1.2%

55Δ

Calls
Pseudo strike
401.43
IV
49.0%
B/E move
0.9%
Puts
Pseudo strike
404.36
IV
60.9%
B/E move
1.1%

60Δ

Calls
Pseudo strike
400.21
IV
46.0%
B/E move
0.7%
Puts
Pseudo strike
406.04
IV
61.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
398.79
IV
46.9%
B/E move
0.6%
Puts
Pseudo strike
407.74
IV
61.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
397.28
IV
48.8%
B/E move
0.5%
Puts
Pseudo strike
409.49
IV
60.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
395.46
IV
50.9%
B/E move
0.4%
Puts
Pseudo strike
411.52
IV
60.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
393.45
IV
52.3%
B/E move
0.3%
Puts
Pseudo strike
414.08
IV
62.7%
B/E move
0.4%