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Procter & Gamble Company PG

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-07T08:12:20.351Z

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 · 2026-11-07T00:00:00.001876185Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T08:12:18.814720+00:00

Share price$165.40
1D+0.9%
AH$162$163$164$166$1675:30 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$0.43$1.62$2.82$4.02$5.22$156.99$161.23$165.47$169.71$173.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PG spot · $165.40PG PRICE$0.56$0.77$0.98$1.19$1.46$1.74$2.02$2.31$2.74$3.16$3.59$4.14$4.87$0.61$0.80$1.02$1.27$1.53$1.79$2.11$2.44$2.78$3.11$3.47$3.83$4.18
PutsCheap0.76×
CallsCheap0.77×
SkewBullish-0.53 pp
Implied moveBearish±$4.13
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ169.8823.7%3.0%161.0724.9%3.0%
25Δ169.1123.8%2.7%162.0424.6%2.5%
30Δ168.3423.9%2.4%162.8624.4%2.2%
35Δ167.5724.1%2.0%163.5524.4%1.9%
40Δ166.9124.0%1.8%164.2424.3%1.6%
45Δ166.2524.0%1.6%164.9424.3%1.4%
50Δ165.6023.9%1.3%165.5724.0%1.2%
55Δ164.9423.8%1.1%166.2123.7%1.0%
60Δ164.2723.8%1.0%166.8423.4%0.8%
65Δ163.5923.8%0.8%167.4823.1%0.6%
70Δ162.9123.8%0.7%168.0422.0%0.5%
75Δ162.1423.9%0.5%168.6020.8%0.4%
80Δ161.2224.0%0.4%169.1619.7%0.3%

20Δ

Calls
Pseudo strike
169.88
IV
23.7%
B/E move
3.0%
Puts
Pseudo strike
161.07
IV
24.9%
B/E move
3.0%

25Δ

Calls
Pseudo strike
169.11
IV
23.8%
B/E move
2.7%
Puts
Pseudo strike
162.04
IV
24.6%
B/E move
2.5%

30Δ

Calls
Pseudo strike
168.34
IV
23.9%
B/E move
2.4%
Puts
Pseudo strike
162.86
IV
24.4%
B/E move
2.2%

35Δ

Calls
Pseudo strike
167.57
IV
24.1%
B/E move
2.0%
Puts
Pseudo strike
163.55
IV
24.4%
B/E move
1.9%

40Δ

Calls
Pseudo strike
166.91
IV
24.0%
B/E move
1.8%
Puts
Pseudo strike
164.24
IV
24.3%
B/E move
1.6%

45Δ

Calls
Pseudo strike
166.25
IV
24.0%
B/E move
1.6%
Puts
Pseudo strike
164.94
IV
24.3%
B/E move
1.4%

50Δ

Calls
Pseudo strike
165.60
IV
23.9%
B/E move
1.3%
Puts
Pseudo strike
165.57
IV
24.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
164.94
IV
23.8%
B/E move
1.1%
Puts
Pseudo strike
166.21
IV
23.7%
B/E move
1.0%

60Δ

Calls
Pseudo strike
164.27
IV
23.8%
B/E move
1.0%
Puts
Pseudo strike
166.84
IV
23.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
163.59
IV
23.8%
B/E move
0.8%
Puts
Pseudo strike
167.48
IV
23.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
162.91
IV
23.8%
B/E move
0.7%
Puts
Pseudo strike
168.04
IV
22.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
162.14
IV
23.9%
B/E move
0.5%
Puts
Pseudo strike
168.60
IV
20.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
161.22
IV
24.0%
B/E move
0.4%
Puts
Pseudo strike
169.16
IV
19.7%
B/E move
0.3%

Options history

IV · four-Friday blend19.74%
Daily close
PG15.4%24.7%34.0%2026-08-10: 20.76%2026-08-11: 20.05%2026-08-12: 19.88%2026-08-13: 19.20%2026-08-14: 17.59%2026-08-17: 19.66%2026-08-18: 19.00%2026-08-19: 19.58%2026-08-20: 19.56%2026-08-21: 17.95%2026-08-24: 19.26%2026-08-25: 18.97%2026-08-26: 18.66%2026-08-27: 18.09%2026-08-28: 16.72%2026-08-31: 19.50%2026-09-01: 19.82%2026-09-02: 18.23%2026-09-03: 18.85%2026-09-04: 17.26%2026-09-08: 19.88%2026-09-09: 20.18%2026-09-10: 19.23%2026-09-11: 18.92%2026-09-14: 19.87%2026-09-15: 20.48%2026-09-16: 20.05%2026-09-17: 19.60%2026-09-18: 18.00%2026-09-21: 18.73%2026-09-22: 18.38%2026-09-23: 18.60%2026-09-24: 18.81%2026-09-25: 19.03%2026-09-28: 21.32%2026-09-29: 20.93%2026-09-30: 20.85%2026-10-01: 21.52%2026-10-02: 21.32%2026-10-05: 22.96%2026-10-06: 22.01%2026-10-07: 22.97%2026-10-08: 24.92%2026-10-09: 22.32%2026-10-12: 23.87%2026-10-13: 24.63%2026-10-14: 27.43%2026-10-15: 26.20%2026-10-16: 27.53%2026-10-19: 28.69%2026-10-20: 30.53%2026-10-21: 32.72%2026-10-23: 18.78%2026-10-26: 19.89%2026-10-27: 18.52%2026-10-28: 19.42%2026-10-29: 23.17%2026-10-30: 19.74%Aug 10Sep 18Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
20.76%
20.05%
19.88%
19.20%
17.59%
19.66%
19.00%
19.58%
19.56%
17.95%
19.26%
18.97%
18.66%
18.09%
16.72%
19.50%
19.82%
18.23%
18.85%
17.26%
19.88%
20.18%
19.23%
18.92%
19.87%
20.48%
20.05%
19.60%
18.00%
18.73%
18.38%
18.60%
18.81%
19.03%
21.32%
20.93%
20.85%
21.52%
21.32%
22.96%
22.01%
22.97%
24.92%
22.32%
23.87%
24.63%
27.43%
26.20%
27.53%
28.69%
30.53%
32.72%
18.78%
19.89%
18.52%
19.42%
23.17%
19.74%