IntraAlpha
Create free account Start free

PPG Industries Inc PPG

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-15T20:36:23.355Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001253802Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:17.834180+00:00

Share price$107.81
1D+0.5%
AH$106.65$107.13$107.61$108.09$108.575:30 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$0.34$1.20$2.05$2.90$3.75$103.50$105.64$107.78$109.93$112.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $107.81OPTION PRICELive PPG spot · $107.81PPG PRICE$1.07$1.10$0.88$0.65$0.60$0.56$0.73$0.95$1.18$1.40$1.65$1.90$2.53$1.07$0.70$0.44$0.51$0.73$0.95$1.17$1.51$1.92$2.19$2.36$2.52$3.51
PutsExpensive3.03×
CallsExpensive2.05×
SkewBearish+0.99 pp
Implied moveBearish±$1.90
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.15180.6%9.7%100.65166.4%7.6%
25Δ113.46137.5%6.3%104.3789.6%3.8%
30Δ111.0592.4%3.8%106.5941.3%1.5%
35Δ108.9649.6%1.7%107.1534.7%1.1%
40Δ108.5239.7%1.2%107.4039.7%1.1%
45Δ108.0729.8%0.8%107.6544.6%1.0%
50Δ107.7830.9%0.7%107.9049.5%1.0%
55Δ107.5134.2%0.6%108.3055.0%0.9%
60Δ107.2437.4%0.6%108.7960.8%0.9%
65Δ106.9740.4%0.5%109.1961.1%0.7%
70Δ106.6240.6%0.4%109.5457.1%0.6%
75Δ106.2740.8%0.3%109.8953.1%0.4%
80Δ105.5746.1%0.3%110.9760.1%0.3%

20Δ

Calls
Pseudo strike
117.15
IV
180.6%
B/E move
9.7%
Puts
Pseudo strike
100.65
IV
166.4%
B/E move
7.6%

25Δ

Calls
Pseudo strike
113.46
IV
137.5%
B/E move
6.3%
Puts
Pseudo strike
104.37
IV
89.6%
B/E move
3.8%

30Δ

Calls
Pseudo strike
111.05
IV
92.4%
B/E move
3.8%
Puts
Pseudo strike
106.59
IV
41.3%
B/E move
1.5%

35Δ

Calls
Pseudo strike
108.96
IV
49.6%
B/E move
1.7%
Puts
Pseudo strike
107.15
IV
34.7%
B/E move
1.1%

40Δ

Calls
Pseudo strike
108.52
IV
39.7%
B/E move
1.2%
Puts
Pseudo strike
107.40
IV
39.7%
B/E move
1.1%

45Δ

Calls
Pseudo strike
108.07
IV
29.8%
B/E move
0.8%
Puts
Pseudo strike
107.65
IV
44.6%
B/E move
1.0%

50Δ

Calls
Pseudo strike
107.78
IV
30.9%
B/E move
0.7%
Puts
Pseudo strike
107.90
IV
49.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
107.51
IV
34.2%
B/E move
0.6%
Puts
Pseudo strike
108.30
IV
55.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
107.24
IV
37.4%
B/E move
0.6%
Puts
Pseudo strike
108.79
IV
60.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
106.97
IV
40.4%
B/E move
0.5%
Puts
Pseudo strike
109.19
IV
61.1%
B/E move
0.7%

70Δ

Calls
Pseudo strike
106.62
IV
40.6%
B/E move
0.4%
Puts
Pseudo strike
109.54
IV
57.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
106.27
IV
40.8%
B/E move
0.3%
Puts
Pseudo strike
109.89
IV
53.1%
B/E move
0.4%

80Δ

Calls
Pseudo strike
105.57
IV
46.1%
B/E move
0.3%
Puts
Pseudo strike
110.97
IV
60.1%
B/E move
0.3%