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Pearson plc PSO

i

Market datapartial · fetched 2026-11-12T02:42:04.195Z

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 · 2026-11-12T00:00:00.001534351Z

FundamentalsAlpha Vantage · unavailable

Share price$17.20
1D+0.1%
AH$17.11$17.14$17.18$17.21$17.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSO
Sold putSold callAH

Pearson plc options

Live interpolated PSO call and put midpoint premiums by absolute delta.Pearson plc$0.31$0.88$1.46$2.03$2.60$14.59$16.07$17.55$19.03$20.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSO spot · $17.20PSO PRICE$0.38$0.43$0.55$0.67$0.79$0.92$1.04$1.17$1.31$1.45$1.58$1.72$1.85$0.38$0.42$0.46$0.50$0.54$0.58$0.62$0.66$0.90$1.29$1.67$2.05$2.44
PutsExpensive2.41×
CallsExpensive4.39×
SkewBullish-26.40 pp
Implied moveBullish±$1.66
TiltBullish5.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.39142.7%26.5%15.02116.7%14.9%
25Δ19.80115.2%17.6%15.35107.5%13.2%
30Δ19.33113.8%15.6%15.6998.4%11.5%
35Δ18.86112.4%13.5%16.0289.2%9.7%
40Δ18.39111.0%11.5%16.3680.0%8.0%
45Δ17.92109.6%9.5%16.6970.8%6.3%
50Δ17.47107.8%7.6%17.0361.6%4.6%
55Δ17.20102.0%6.8%17.3652.5%2.9%
60Δ16.9296.2%6.0%17.7552.1%2.0%
65Δ16.6490.4%5.2%18.1857.8%1.8%
70Δ16.3684.6%4.3%18.6063.5%1.5%
75Δ16.0978.8%3.5%19.0369.2%1.3%
80Δ15.8173.0%2.7%19.4674.8%1.0%

20Δ

Calls
Pseudo strike
21.39
IV
142.7%
B/E move
26.5%
Puts
Pseudo strike
15.02
IV
116.7%
B/E move
14.9%

25Δ

Calls
Pseudo strike
19.80
IV
115.2%
B/E move
17.6%
Puts
Pseudo strike
15.35
IV
107.5%
B/E move
13.2%

30Δ

Calls
Pseudo strike
19.33
IV
113.8%
B/E move
15.6%
Puts
Pseudo strike
15.69
IV
98.4%
B/E move
11.5%

35Δ

Calls
Pseudo strike
18.86
IV
112.4%
B/E move
13.5%
Puts
Pseudo strike
16.02
IV
89.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
18.39
IV
111.0%
B/E move
11.5%
Puts
Pseudo strike
16.36
IV
80.0%
B/E move
8.0%

45Δ

Calls
Pseudo strike
17.92
IV
109.6%
B/E move
9.5%
Puts
Pseudo strike
16.69
IV
70.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
17.47
IV
107.8%
B/E move
7.6%
Puts
Pseudo strike
17.03
IV
61.6%
B/E move
4.6%

55Δ

Calls
Pseudo strike
17.20
IV
102.0%
B/E move
6.8%
Puts
Pseudo strike
17.36
IV
52.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
16.92
IV
96.2%
B/E move
6.0%
Puts
Pseudo strike
17.75
IV
52.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
16.64
IV
90.4%
B/E move
5.2%
Puts
Pseudo strike
18.18
IV
57.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
16.36
IV
84.6%
B/E move
4.3%
Puts
Pseudo strike
18.60
IV
63.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
16.09
IV
78.8%
B/E move
3.5%
Puts
Pseudo strike
19.03
IV
69.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
15.81
IV
73.0%
B/E move
2.7%
Puts
Pseudo strike
19.46
IV
74.8%
B/E move
1.0%

Options history

IV · four-Friday blend51.00%
Daily EOD
PSO46.7%49.2%51.7%2026-10-19: 47.84%2026-10-20: 47.99%2026-10-21: 48.46%2026-10-22: 47.28%2026-10-23: 47.09%2026-10-26: 49.74%2026-10-27: 51.39%2026-10-28: 48.03%2026-10-29: 48.23%2026-10-30: 51.00%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.84%
47.99%
48.46%
47.28%
47.09%
49.74%
51.39%
48.03%
48.23%
51.00%