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Eaton Corporation PLC ETN

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
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Market dataready · fetched 2026-10-16T00:19:54.675Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:53.932722+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$3.82$20.43$37.05$53.67$70.28$331.16$365.87$400.58$435.28$469.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ETN spot · $402.48ETN PRICE$5.62$7.58$9.74$12.20$14.49$17.04$19.96$23.41$26.82$30.63$35.00$40.01$46.18$6.85$9.14$11.82$14.57$17.87$21.67$25.76$29.88$34.68$40.51$46.84$54.96$65.49
PutsFair1.02×
CallsExpensive1.07×
SkewBearish+3.02 pp
Implied moveBearish±$45.72
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ455.6442.0%14.6%362.0545.2%11.7%
25Δ446.5342.8%12.8%370.9845.0%10.1%
30Δ437.8943.2%11.2%378.7445.4%8.8%
35Δ430.3044.1%9.9%386.3745.1%7.6%
40Δ422.2043.3%8.5%393.7445.3%6.6%
45Δ414.7642.9%7.3%400.9546.1%5.8%
50Δ407.6942.8%6.3%408.3846.4%4.9%
55Δ400.8743.4%5.4%415.7746.0%4.1%
60Δ394.0543.0%4.6%423.5345.9%3.4%
65Δ387.1142.7%3.8%431.9046.2%2.8%
70Δ380.0042.7%3.1%440.6946.3%2.1%
75Δ372.5342.4%2.5%450.9846.7%1.6%
80Δ364.1442.5%1.9%463.5047.6%1.1%

20Δ

Calls
Pseudo strike
455.64
IV
42.0%
B/E move
14.6%
Puts
Pseudo strike
362.05
IV
45.2%
B/E move
11.7%

25Δ

Calls
Pseudo strike
446.53
IV
42.8%
B/E move
12.8%
Puts
Pseudo strike
370.98
IV
45.0%
B/E move
10.1%

30Δ

Calls
Pseudo strike
437.89
IV
43.2%
B/E move
11.2%
Puts
Pseudo strike
378.74
IV
45.4%
B/E move
8.8%

35Δ

Calls
Pseudo strike
430.30
IV
44.1%
B/E move
9.9%
Puts
Pseudo strike
386.37
IV
45.1%
B/E move
7.6%

40Δ

Calls
Pseudo strike
422.20
IV
43.3%
B/E move
8.5%
Puts
Pseudo strike
393.74
IV
45.3%
B/E move
6.6%

45Δ

Calls
Pseudo strike
414.76
IV
42.9%
B/E move
7.3%
Puts
Pseudo strike
400.95
IV
46.1%
B/E move
5.8%

50Δ

Calls
Pseudo strike
407.69
IV
42.8%
B/E move
6.3%
Puts
Pseudo strike
408.38
IV
46.4%
B/E move
4.9%

55Δ

Calls
Pseudo strike
400.87
IV
43.4%
B/E move
5.4%
Puts
Pseudo strike
415.77
IV
46.0%
B/E move
4.1%

60Δ

Calls
Pseudo strike
394.05
IV
43.0%
B/E move
4.6%
Puts
Pseudo strike
423.53
IV
45.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
387.11
IV
42.7%
B/E move
3.8%
Puts
Pseudo strike
431.90
IV
46.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
380.00
IV
42.7%
B/E move
3.1%
Puts
Pseudo strike
440.69
IV
46.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
372.53
IV
42.4%
B/E move
2.5%
Puts
Pseudo strike
450.98
IV
46.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
364.14
IV
42.5%
B/E move
1.9%
Puts
Pseudo strike
463.50
IV
47.6%
B/E move
1.1%