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KONINKLIJKE PHILIPS N.V. PHG

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Market datapartial · fetched 2026-10-22T23:21:43.826Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001816597Z

FundamentalsAlpha Vantage · unavailable

Share price$26.92
1D+1.6%
AH$26.32$26.48$26.64$26.80$26.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPHG
Sold putSold callAH

KONINKLIJKE PHILIPS N.V. options

Live interpolated PHG call and put midpoint premiums by absolute delta.KONINKLIJKE PHILIPS N.V.$0.15$1.41$2.66$3.92$5.17$22.91$24.76$26.61$28.46$30.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PHG spot · $26.92PHG PRICE$0.29$0.38$0.47$0.57$0.70$0.86$1.01$1.19$1.39$1.60$1.86$2.14$2.46$0.37$0.49$0.61$0.74$0.90$1.06$1.25$1.48$1.71$1.99$2.29$2.77$4.81
PutsExpensive1.66×
CallsExpensive1.30×
SkewBearish+5.20 pp
Implied moveBearish±$2.26
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.5735.6%10.9%24.6241.3%9.9%
25Δ28.9934.9%9.1%25.1540.6%8.4%
30Δ28.5734.1%7.9%25.6039.8%7.2%
35Δ28.1433.4%6.6%26.0438.9%6.0%
40Δ27.7833.6%5.8%26.4138.6%5.2%
45Δ27.4634.4%5.2%26.7938.3%4.4%
50Δ27.1335.1%4.5%27.1738.2%3.7%
55Δ26.7935.6%4.0%27.5538.3%3.2%
60Δ26.4435.9%3.4%27.9338.5%2.6%
65Δ26.0936.2%2.9%28.3438.5%2.1%
70Δ25.7136.4%2.4%28.7738.4%1.6%
75Δ25.3036.5%1.9%29.3539.9%1.2%
80Δ24.8636.8%1.5%31.3956.6%1.3%

20Δ

Calls
Pseudo strike
29.57
IV
35.6%
B/E move
10.9%
Puts
Pseudo strike
24.62
IV
41.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
28.99
IV
34.9%
B/E move
9.1%
Puts
Pseudo strike
25.15
IV
40.6%
B/E move
8.4%

30Δ

Calls
Pseudo strike
28.57
IV
34.1%
B/E move
7.9%
Puts
Pseudo strike
25.60
IV
39.8%
B/E move
7.2%

35Δ

Calls
Pseudo strike
28.14
IV
33.4%
B/E move
6.6%
Puts
Pseudo strike
26.04
IV
38.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
27.78
IV
33.6%
B/E move
5.8%
Puts
Pseudo strike
26.41
IV
38.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
27.46
IV
34.4%
B/E move
5.2%
Puts
Pseudo strike
26.79
IV
38.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
27.13
IV
35.1%
B/E move
4.5%
Puts
Pseudo strike
27.17
IV
38.2%
B/E move
3.7%

55Δ

Calls
Pseudo strike
26.79
IV
35.6%
B/E move
4.0%
Puts
Pseudo strike
27.55
IV
38.3%
B/E move
3.2%

60Δ

Calls
Pseudo strike
26.44
IV
35.9%
B/E move
3.4%
Puts
Pseudo strike
27.93
IV
38.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
26.09
IV
36.2%
B/E move
2.9%
Puts
Pseudo strike
28.34
IV
38.5%
B/E move
2.1%

70Δ

Calls
Pseudo strike
25.71
IV
36.4%
B/E move
2.4%
Puts
Pseudo strike
28.77
IV
38.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
25.30
IV
36.5%
B/E move
1.9%
Puts
Pseudo strike
29.35
IV
39.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
24.86
IV
36.8%
B/E move
1.5%
Puts
Pseudo strike
31.39
IV
56.6%
B/E move
1.3%

Options history

No recorded observations