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Procter & Gamble Company PG

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-16T22:53:02.744Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.00106378Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:53:01.684598+00:00

Share price$159.35
1D+0.8%
AH$157.37$158.03$158.68$159.34$160.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPG
Sold putSold callAH

Procter & Gamble Company options

Live interpolated PG call and put midpoint premiums by absolute delta.Procter & Gamble Company$0.39$4.08$7.77$11.45$15.14$148.33$153.25$158.16$163.08$168.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PG spot · $159.35PG PRICE$0.79$0.94$1.17$1.44$1.75$2.06$2.41$2.81$3.21$3.71$4.47$5.22$5.98$0.88$1.17$1.52$1.89$2.31$2.89$3.48$4.36$5.36$6.71$8.21$10.31$14.08
PutsExpensive1.42×
CallsCheap0.93×
SkewBearish+13.00 pp
Implied moveBearish±$5.89
TiltBearish27.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.7234.9%5.1%153.3434.2%4.3%
25Δ164.0729.0%3.6%154.5634.4%3.7%
30Δ162.9628.3%3.0%155.6634.7%3.3%
35Δ162.0228.0%2.6%156.6834.9%2.9%
40Δ161.2027.9%2.3%157.7035.4%2.5%
45Δ160.3827.9%1.9%158.7136.7%2.2%
50Δ159.5927.8%1.7%159.7137.9%2.0%
55Δ158.8227.6%1.4%160.9240.3%1.7%
60Δ158.0527.4%1.2%162.2243.0%1.6%
65Δ157.2227.6%1.0%163.8746.2%1.4%
70Δ156.2328.5%0.8%165.6949.1%1.2%
75Δ155.2429.4%0.7%168.0953.3%1.0%
80Δ154.2428.9%0.5%172.0962.0%0.8%

20Δ

Calls
Pseudo strike
166.72
IV
34.9%
B/E move
5.1%
Puts
Pseudo strike
153.34
IV
34.2%
B/E move
4.3%

25Δ

Calls
Pseudo strike
164.07
IV
29.0%
B/E move
3.6%
Puts
Pseudo strike
154.56
IV
34.4%
B/E move
3.7%

30Δ

Calls
Pseudo strike
162.96
IV
28.3%
B/E move
3.0%
Puts
Pseudo strike
155.66
IV
34.7%
B/E move
3.3%

35Δ

Calls
Pseudo strike
162.02
IV
28.0%
B/E move
2.6%
Puts
Pseudo strike
156.68
IV
34.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
161.20
IV
27.9%
B/E move
2.3%
Puts
Pseudo strike
157.70
IV
35.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
160.38
IV
27.9%
B/E move
1.9%
Puts
Pseudo strike
158.71
IV
36.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
159.59
IV
27.8%
B/E move
1.7%
Puts
Pseudo strike
159.71
IV
37.9%
B/E move
2.0%

55Δ

Calls
Pseudo strike
158.82
IV
27.6%
B/E move
1.4%
Puts
Pseudo strike
160.92
IV
40.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
158.05
IV
27.4%
B/E move
1.2%
Puts
Pseudo strike
162.22
IV
43.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
157.22
IV
27.6%
B/E move
1.0%
Puts
Pseudo strike
163.87
IV
46.2%
B/E move
1.4%

70Δ

Calls
Pseudo strike
156.23
IV
28.5%
B/E move
0.8%
Puts
Pseudo strike
165.69
IV
49.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
155.24
IV
29.4%
B/E move
0.7%
Puts
Pseudo strike
168.09
IV
53.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
154.24
IV
28.9%
B/E move
0.5%
Puts
Pseudo strike
172.09
IV
62.0%
B/E move
0.8%