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KONINKLIJKE PHILIPS N.V. PHG

i

Market datapartial · fetched 2026-11-12T03:01:14.326Z

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: 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 · 2026-11-12T00:00:00.001507499Z

FundamentalsAlpha Vantage · unavailable

Share price$30.20
1D+1.4%
AH$29.73$29.88$30.03$30.18$30.345:30 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.$0.21$0.47$0.74$1.00$1.27$28.05$29.11$30.17$31.23$32.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PHG spot · $30.20PHG PRICE$0.24$0.31$0.38$0.44$0.51$0.58$0.68$0.81$0.93$1.06$1.19$0.24$0.29$0.34$0.42$0.51$0.60$0.70$0.79$0.88$1.01
Puts——
Calls——
Skew——
Implied moveBalanced±$1.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ30.9125.8%3.1%29.5725.1%2.9%
35Δ30.7525.9%2.8%29.7624.7%2.4%
40Δ30.5926.1%2.5%29.9524.3%1.9%
45Δ30.4226.2%2.2%30.1124.2%1.7%
50Δ30.2626.4%1.9%30.2724.2%1.5%
55Δ30.1026.5%1.6%30.4224.3%1.3%
60Δ29.9326.6%1.3%30.5824.3%1.1%
65Δ29.7426.5%1.2%30.7324.4%0.9%
70Δ29.5626.3%1.0%30.8824.4%0.7%
75Δ29.3726.2%0.8%31.0724.6%0.5%
80Δ29.1926.1%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
30.91
IV
25.8%
B/E move
3.1%
Puts
Pseudo strike
29.57
IV
25.1%
B/E move
2.9%

35Δ

Calls
Pseudo strike
30.75
IV
25.9%
B/E move
2.8%
Puts
Pseudo strike
29.76
IV
24.7%
B/E move
2.4%

40Δ

Calls
Pseudo strike
30.59
IV
26.1%
B/E move
2.5%
Puts
Pseudo strike
29.95
IV
24.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
30.42
IV
26.2%
B/E move
2.2%
Puts
Pseudo strike
30.11
IV
24.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
30.26
IV
26.4%
B/E move
1.9%
Puts
Pseudo strike
30.27
IV
24.2%
B/E move
1.5%

55Δ

Calls
Pseudo strike
30.10
IV
26.5%
B/E move
1.6%
Puts
Pseudo strike
30.42
IV
24.3%
B/E move
1.3%

60Δ

Calls
Pseudo strike
29.93
IV
26.6%
B/E move
1.3%
Puts
Pseudo strike
30.58
IV
24.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
29.74
IV
26.5%
B/E move
1.2%
Puts
Pseudo strike
30.73
IV
24.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
29.56
IV
26.3%
B/E move
1.0%
Puts
Pseudo strike
30.88
IV
24.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
29.37
IV
26.2%
B/E move
0.8%
Puts
Pseudo strike
31.07
IV
24.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
29.19
IV
26.1%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.64%
Daily EOD
PHG29.7%31.6%33.5%2026-10-19: 33.20%2026-10-20: 29.96%2026-10-21: 31.95%2026-10-22: 31.20%2026-10-23: 30.18%2026-10-26: 31.85%2026-10-27: 31.84%2026-10-28: 30.44%2026-10-29: 32.09%2026-10-30: 32.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.20%
29.96%
31.95%
31.20%
30.18%
31.85%
31.84%
30.44%
32.09%
32.64%