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PPG Industries Inc PPG

BASIC MATERIALS · SPECIALTY CHEMICALS
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Market dataready · fetched 2026-10-16T00:19:50.532Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001695851Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:49.988134+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$0.76$4.42$8.08$11.73$15.39$93.77$100.33$106.90$113.46$120.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PPG spot · $107.81PPG PRICE$1.15$1.30$1.72$2.13$2.54$2.99$3.64$4.30$4.95$5.61$6.89$8.16$9.43$1.41$1.86$2.34$2.81$3.40$4.03$4.67$5.37$6.59$7.82$9.19$11.60$14.34
PutsExpensive1.35×
CallsExpensive1.06×
SkewBearish+5.42 pp
Implied moveBearish±$8.32
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.8333.8%12.2%99.1135.1%9.4%
25Δ114.9926.9%7.9%101.0534.6%8.0%
30Δ113.6827.0%7.0%102.7733.8%6.8%
35Δ112.3827.0%6.2%104.4833.1%5.7%
40Δ111.0727.1%5.4%105.9732.6%4.9%
45Δ109.7927.2%4.6%107.3632.3%4.2%
50Δ108.5927.5%4.1%108.7532.0%3.5%
55Δ107.3927.8%3.6%110.1631.8%2.8%
60Δ106.1928.1%3.1%111.8432.7%2.4%
65Δ104.9928.4%2.6%113.5233.6%2.0%
70Δ103.3329.5%2.2%115.3334.7%1.5%
75Δ101.6830.6%1.9%118.1037.1%1.2%
80Δ100.0231.7%1.5%121.2139.5%0.9%

20Δ

Calls
Pseudo strike
119.83
IV
33.8%
B/E move
12.2%
Puts
Pseudo strike
99.11
IV
35.1%
B/E move
9.4%

25Δ

Calls
Pseudo strike
114.99
IV
26.9%
B/E move
7.9%
Puts
Pseudo strike
101.05
IV
34.6%
B/E move
8.0%

30Δ

Calls
Pseudo strike
113.68
IV
27.0%
B/E move
7.0%
Puts
Pseudo strike
102.77
IV
33.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
112.38
IV
27.0%
B/E move
6.2%
Puts
Pseudo strike
104.48
IV
33.1%
B/E move
5.7%

40Δ

Calls
Pseudo strike
111.07
IV
27.1%
B/E move
5.4%
Puts
Pseudo strike
105.97
IV
32.6%
B/E move
4.9%

45Δ

Calls
Pseudo strike
109.79
IV
27.2%
B/E move
4.6%
Puts
Pseudo strike
107.36
IV
32.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
108.59
IV
27.5%
B/E move
4.1%
Puts
Pseudo strike
108.75
IV
32.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
107.39
IV
27.8%
B/E move
3.6%
Puts
Pseudo strike
110.16
IV
31.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
106.19
IV
28.1%
B/E move
3.1%
Puts
Pseudo strike
111.84
IV
32.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
104.99
IV
28.4%
B/E move
2.6%
Puts
Pseudo strike
113.52
IV
33.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
103.33
IV
29.5%
B/E move
2.2%
Puts
Pseudo strike
115.33
IV
34.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
101.68
IV
30.6%
B/E move
1.9%
Puts
Pseudo strike
118.10
IV
37.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
100.02
IV
31.7%
B/E move
1.5%
Puts
Pseudo strike
121.21
IV
39.5%
B/E move
0.9%