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Pearson plc PSO

i

Market datapartial · fetched 2026-10-23T00:01:26.161Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001496823Z

FundamentalsAlpha Vantage · unavailable

Share price$18.39
1D+2.8%
AH$17.82$17.98$18.13$18.29$18.445:30 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$0.65$1.74$2.84$3.94$5.03$13.49$15.95$18.41$20.87$23.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSO spot · $18.39PSO PRICE$0.97$0.97$0.97$0.98$1.05$1.11$1.18$1.24$1.31$1.37$0.77$0.85$0.95$1.05$1.23$1.43$1.63$1.83$2.03$2.22$2.99$3.76$4.72
PutsExpensive3.54×
CallsExpensive2.71×
SkewBullish-0.83 pp
Implied moveBearish±$2.74
TiltBearish39.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.83113.9%23.5%
25Δ27.66156.7%55.7%15.7498.8%19.0%
30Δ23.26117.3%31.8%16.5488.0%15.2%
35Δ21.3494.0%21.4%17.3477.2%11.5%
40Δ19.9575.3%13.8%17.8473.0%9.7%
45Δ19.5469.5%12.0%18.2770.6%8.4%
50Δ19.1363.7%10.1%18.7068.1%7.1%
55Δ18.7357.9%8.2%19.1465.7%5.9%
60Δ18.3252.0%6.4%19.5763.3%4.6%
65Δ17.9146.2%4.5%20.0060.8%3.3%
70Δ17.5040.4%2.6%20.8665.9%2.8%
75Δ21.7271.1%2.3%
80Δ22.7777.8%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.83
IV
113.9%
B/E move
23.5%

25Δ

Calls
Pseudo strike
27.66
IV
156.7%
B/E move
55.7%
Puts
Pseudo strike
15.74
IV
98.8%
B/E move
19.0%

30Δ

Calls
Pseudo strike
23.26
IV
117.3%
B/E move
31.8%
Puts
Pseudo strike
16.54
IV
88.0%
B/E move
15.2%

35Δ

Calls
Pseudo strike
21.34
IV
94.0%
B/E move
21.4%
Puts
Pseudo strike
17.34
IV
77.2%
B/E move
11.5%

40Δ

Calls
Pseudo strike
19.95
IV
75.3%
B/E move
13.8%
Puts
Pseudo strike
17.84
IV
73.0%
B/E move
9.7%

45Δ

Calls
Pseudo strike
19.54
IV
69.5%
B/E move
12.0%
Puts
Pseudo strike
18.27
IV
70.6%
B/E move
8.4%

50Δ

Calls
Pseudo strike
19.13
IV
63.7%
B/E move
10.1%
Puts
Pseudo strike
18.70
IV
68.1%
B/E move
7.1%

55Δ

Calls
Pseudo strike
18.73
IV
57.9%
B/E move
8.2%
Puts
Pseudo strike
19.14
IV
65.7%
B/E move
5.9%

60Δ

Calls
Pseudo strike
18.32
IV
52.0%
B/E move
6.4%
Puts
Pseudo strike
19.57
IV
63.3%
B/E move
4.6%

65Δ

Calls
Pseudo strike
17.91
IV
46.2%
B/E move
4.5%
Puts
Pseudo strike
20.00
IV
60.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
17.50
IV
40.4%
B/E move
2.6%
Puts
Pseudo strike
20.86
IV
65.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.72
IV
71.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.77
IV
77.8%
B/E move
1.8%

Options history

No recorded observations