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PPG Industries, Inc. PPG

i

Market datapartial · fetched 2026-11-08T00:51:25.200Z

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 · 2026-11-07T00:00:00.00319566Z

FundamentalsAlpha Vantage · unavailable

Share price$122.38
1D+1.6%
AH$120.22$121.10$121.98$122.86$123.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPPG
Sold putSold callAH

PPG Industries, Inc. options

Live interpolated PPG call and put midpoint premiums by absolute delta.PPG Industries, Inc.$0.49$2.65$4.81$6.98$9.14$115.41$119.12$122.83$126.54$130.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive PPG spot · $122.38PPG PRICE$0.72$0.99$1.22$1.40$1.62$1.84$2.06$2.24$2.44$3.04$3.59$4.13$0.96$1.33$1.81$1.97$2.52$2.70$3.02$3.56$3.99$4.35$6.13$8.51
Puts——
Calls——
Skew——
Implied moveBearish±$4.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ125.9031.2%3.5%118.5539.2%3.9%
30Δ125.3433.3%3.2%119.1942.8%3.7%
35Δ124.6633.8%2.9%119.8747.1%3.5%
40Δ123.8532.0%2.3%120.9542.7%2.8%
45Δ123.1831.1%2.0%121.7845.5%2.5%
50Δ122.5630.0%1.7%122.5942.0%2.0%
55Δ121.9828.9%1.4%123.4239.8%1.6%
60Δ121.4827.2%1.1%124.2540.6%1.4%
65Δ120.9825.6%0.9%125.0339.5%1.1%
70Δ120.2627.6%0.7%125.7137.3%0.8%
75Δ119.5528.4%0.6%127.5645.2%0.8%
80Δ118.8328.2%0.5%130.0753.6%0.7%

20Δ

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

25Δ

Calls
Pseudo strike
125.90
IV
31.2%
B/E move
3.5%
Puts
Pseudo strike
118.55
IV
39.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
125.34
IV
33.3%
B/E move
3.2%
Puts
Pseudo strike
119.19
IV
42.8%
B/E move
3.7%

35Δ

Calls
Pseudo strike
124.66
IV
33.8%
B/E move
2.9%
Puts
Pseudo strike
119.87
IV
47.1%
B/E move
3.5%

40Δ

Calls
Pseudo strike
123.85
IV
32.0%
B/E move
2.3%
Puts
Pseudo strike
120.95
IV
42.7%
B/E move
2.8%

45Δ

Calls
Pseudo strike
123.18
IV
31.1%
B/E move
2.0%
Puts
Pseudo strike
121.78
IV
45.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
122.56
IV
30.0%
B/E move
1.7%
Puts
Pseudo strike
122.59
IV
42.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
121.98
IV
28.9%
B/E move
1.4%
Puts
Pseudo strike
123.42
IV
39.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
121.48
IV
27.2%
B/E move
1.1%
Puts
Pseudo strike
124.25
IV
40.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
120.98
IV
25.6%
B/E move
0.9%
Puts
Pseudo strike
125.03
IV
39.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
120.26
IV
27.6%
B/E move
0.7%
Puts
Pseudo strike
125.71
IV
37.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
119.55
IV
28.4%
B/E move
0.6%
Puts
Pseudo strike
127.56
IV
45.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
118.83
IV
28.2%
B/E move
0.5%
Puts
Pseudo strike
130.07
IV
53.6%
B/E move
0.7%

Options history

IV · four-Friday blend26.51%
Daily close
PPG22.5%33.2%43.8%2026-08-10: 30.81%2026-08-11: 31.23%2026-08-12: 32.61%2026-08-13: 33.09%2026-08-14: 26.16%2026-08-17: 27.17%2026-08-18: 27.59%2026-08-19: 26.54%2026-08-20: 31.38%2026-08-21: 24.95%2026-08-24: 27.03%2026-08-25: 26.97%2026-08-26: 27.22%2026-08-27: 28.90%2026-08-28: 25.88%2026-08-31: 28.32%2026-09-01: 28.00%2026-09-02: 31.84%2026-09-03: 27.77%2026-09-04: 24.00%2026-09-08: 29.56%2026-09-09: 30.25%2026-09-10: 32.13%2026-09-11: 27.26%2026-09-14: 27.36%2026-09-15: 29.49%2026-09-16: 28.88%2026-09-17: 31.96%2026-09-18: 26.51%2026-09-21: 27.45%2026-09-22: 26.39%2026-09-23: 26.94%2026-09-24: 32.04%2026-09-25: 26.66%2026-09-28: 28.82%2026-09-29: 27.88%2026-09-30: 31.74%2026-10-01: 30.09%2026-10-02: 26.57%2026-10-05: 28.56%2026-10-06: 25.63%2026-10-07: 25.65%2026-10-08: 31.49%2026-10-09: 29.08%2026-10-12: 29.10%2026-10-13: 28.87%2026-10-14: 31.82%2026-10-15: 32.08%2026-10-16: 32.13%2026-10-19: 30.30%2026-10-20: 33.93%2026-10-21: 31.36%2026-10-22: 34.25%2026-10-23: 36.70%2026-10-26: 39.30%2026-10-27: 42.32%2026-10-28: 34.74%2026-10-29: 28.49%2026-10-30: 26.51%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
30.81%
31.23%
32.61%
33.09%
26.16%
27.17%
27.59%
26.54%
31.38%
24.95%
27.03%
26.97%
27.22%
28.90%
25.88%
28.32%
28.00%
31.84%
27.77%
24.00%
29.56%
30.25%
32.13%
27.26%
27.36%
29.49%
28.88%
31.96%
26.51%
27.45%
26.39%
26.94%
32.04%
26.66%
28.82%
27.88%
31.74%
30.09%
26.57%
28.56%
25.63%
25.65%
31.49%
29.08%
29.10%
28.87%
31.82%
32.08%
32.13%
30.30%
33.93%
31.36%
34.25%
36.70%
39.30%
42.32%
34.74%
28.49%
26.51%