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Procter & Gamble Company PG

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-16T01:01:32.999Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:26:20.110412784Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:32.636405+00:00

Share price$157.02
1D-1.2%
AH$156.63$157.35$158.07$158.79$159.505:30 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$0.19$0.73$1.26$1.80$2.33$151.61$154.24$156.87$159.50$162.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PG spot · $157.02PG PRICE$1.03$0.92$0.80$0.69$0.57$0.73$0.94$1.15$1.35$1.56$1.77$1.97$2.18$0.25$0.34$0.44$0.53$0.62$0.72$0.81$0.90
PutsCheap0.40×
CallsCheap0.86×
SkewBullish-24.10 pp
Implied moveBullish±$1.75
TiltBullish54.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.82140.4%6.9%155.2324.9%1.3%
25Δ164.57112.1%5.4%155.5224.6%1.2%
30Δ162.3183.7%3.9%155.8024.3%1.1%
35Δ160.0655.4%2.4%156.0924.0%0.9%
40Δ157.8127.1%0.9%156.3723.7%0.8%
45Δ157.2423.7%0.6%156.6623.3%0.7%
50Δ156.9424.2%0.5%156.9523.0%0.6%
55Δ156.6324.8%0.5%157.2322.7%0.4%
60Δ156.3325.3%0.4%
65Δ156.0325.8%0.4%
70Δ155.7226.3%0.3%
75Δ155.4226.8%0.2%
80Δ155.1227.3%0.2%

20Δ

Calls
Pseudo strike
166.82
IV
140.4%
B/E move
6.9%
Puts
Pseudo strike
155.23
IV
24.9%
B/E move
1.3%

25Δ

Calls
Pseudo strike
164.57
IV
112.1%
B/E move
5.4%
Puts
Pseudo strike
155.52
IV
24.6%
B/E move
1.2%

30Δ

Calls
Pseudo strike
162.31
IV
83.7%
B/E move
3.9%
Puts
Pseudo strike
155.80
IV
24.3%
B/E move
1.1%

35Δ

Calls
Pseudo strike
160.06
IV
55.4%
B/E move
2.4%
Puts
Pseudo strike
156.09
IV
24.0%
B/E move
0.9%

40Δ

Calls
Pseudo strike
157.81
IV
27.1%
B/E move
0.9%
Puts
Pseudo strike
156.37
IV
23.7%
B/E move
0.8%

45Δ

Calls
Pseudo strike
157.24
IV
23.7%
B/E move
0.6%
Puts
Pseudo strike
156.66
IV
23.3%
B/E move
0.7%

50Δ

Calls
Pseudo strike
156.94
IV
24.2%
B/E move
0.5%
Puts
Pseudo strike
156.95
IV
23.0%
B/E move
0.6%

55Δ

Calls
Pseudo strike
156.63
IV
24.8%
B/E move
0.5%
Puts
Pseudo strike
157.23
IV
22.7%
B/E move
0.4%

60Δ

Calls
Pseudo strike
156.33
IV
25.3%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
156.03
IV
25.8%
B/E move
0.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
155.72
IV
26.3%
B/E move
0.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
155.42
IV
26.8%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
155.12
IV
27.3%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move