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Procter & Gamble Company PG

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
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Market dataready · fetched 2026-10-16T00:21:45.080Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:21:44.393220+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$0.63$4.41$8.18$11.95$15.72$139.01$146.92$154.82$162.73$170.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PG spot · $157.02PG PRICE$1.04$1.38$1.77$2.16$2.55$3.07$3.62$4.18$4.73$5.45$6.36$7.27$8.17$1.40$1.83$2.38$2.92$3.50$4.40$5.31$6.21$7.38$8.59$9.85$11.88$14.63
PutsExpensive1.26×
CallsCheap0.86×
SkewBearish+6.65 pp
Implied moveBearish±$8.93
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.3319.1%6.6%148.0824.2%6.6%
25Δ164.5019.1%5.6%150.2723.8%5.5%
30Δ163.1018.9%5.0%151.8923.8%4.8%
35Δ161.7018.8%4.4%153.5123.7%4.1%
40Δ160.3018.7%3.7%155.1223.7%3.4%
45Δ159.0918.6%3.3%156.6724.3%3.0%
50Δ157.9318.5%2.9%158.2224.9%2.6%
55Δ156.7718.4%2.5%159.7625.6%2.2%
60Δ155.6118.3%2.1%161.5225.8%1.8%
65Δ154.3818.2%1.8%163.3126.0%1.5%
70Δ153.0818.1%1.5%165.1526.2%1.1%
75Δ151.7818.1%1.3%167.6426.8%0.8%
80Δ150.4718.0%1.0%170.8328.4%0.5%

20Δ

Calls
Pseudo strike
166.33
IV
19.1%
B/E move
6.6%
Puts
Pseudo strike
148.08
IV
24.2%
B/E move
6.6%

25Δ

Calls
Pseudo strike
164.50
IV
19.1%
B/E move
5.6%
Puts
Pseudo strike
150.27
IV
23.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
163.10
IV
18.9%
B/E move
5.0%
Puts
Pseudo strike
151.89
IV
23.8%
B/E move
4.8%

35Δ

Calls
Pseudo strike
161.70
IV
18.8%
B/E move
4.4%
Puts
Pseudo strike
153.51
IV
23.7%
B/E move
4.1%

40Δ

Calls
Pseudo strike
160.30
IV
18.7%
B/E move
3.7%
Puts
Pseudo strike
155.12
IV
23.7%
B/E move
3.4%

45Δ

Calls
Pseudo strike
159.09
IV
18.6%
B/E move
3.3%
Puts
Pseudo strike
156.67
IV
24.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
157.93
IV
18.5%
B/E move
2.9%
Puts
Pseudo strike
158.22
IV
24.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
156.77
IV
18.4%
B/E move
2.5%
Puts
Pseudo strike
159.76
IV
25.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
155.61
IV
18.3%
B/E move
2.1%
Puts
Pseudo strike
161.52
IV
25.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
154.38
IV
18.2%
B/E move
1.8%
Puts
Pseudo strike
163.31
IV
26.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
153.08
IV
18.1%
B/E move
1.5%
Puts
Pseudo strike
165.15
IV
26.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
151.78
IV
18.1%
B/E move
1.3%
Puts
Pseudo strike
167.64
IV
26.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
150.47
IV
18.0%
B/E move
1.0%
Puts
Pseudo strike
170.83
IV
28.4%
B/E move
0.5%