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Rentokil Initial plc American Depositary Shares (each representing five (5) Ordinary Shares) RTO

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
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Market dataready · fetched 2026-11-12T00:56:24.432Z

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 · 2026-11-12T00:00:00.002156226Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:56:06.781614+00:00

Share price$23.59
1D+0.6%
AH$23.30$23.38$23.46$23.54$23.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRTO
Sold putSold callAH

Rentokil Initial plc American Depositary Shares (each representing five (5) Ordinary Shares) options

Live interpolated RTO call and put midpoint premiums by absolute delta.Rentokil Initial plc American Depositary Shares (each representing five (5) Ordinary Shares)$0.22$1.69$3.16$4.63$6.10$20.45$21.65$22.86$24.06$25.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive RTO spot · $23.59RTO PRICE$0.89$0.57$0.64$0.72$0.80$0.88$0.96$1.04$1.12$1.20$1.32$0.38$0.48$0.58$0.70$0.84$0.98$1.11$1.25$1.38$1.52$1.66$3.03$5.68
PutsExpensive2.09×
Calls——
Skew——
Implied moveBearish±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.47249.8%54.2%21.0586.1%12.4%
25Δ21.6581.8%10.3%
30Δ22.2577.5%8.2%
35Δ24.8669.8%7.8%22.6874.4%6.8%
40Δ24.6066.3%7.0%22.9972.0%6.1%
45Δ24.3462.7%6.2%23.3069.6%5.4%
50Δ24.0759.2%5.5%23.6167.2%4.6%
55Δ23.8155.7%4.7%23.9264.9%3.9%
60Δ23.5552.1%3.9%24.2362.5%3.2%
65Δ23.2848.6%3.1%24.5360.1%2.4%
70Δ23.0245.1%2.3%24.8457.8%1.7%
75Δ22.7641.5%1.5%26.3371.6%1.3%
80Δ22.4638.8%0.8%29.00102.0%1.1%

20Δ

Calls
Pseudo strike
35.47
IV
249.8%
B/E move
54.2%
Puts
Pseudo strike
21.05
IV
86.1%
B/E move
12.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.65
IV
81.8%
B/E move
10.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.25
IV
77.5%
B/E move
8.2%

35Δ

Calls
Pseudo strike
24.86
IV
69.8%
B/E move
7.8%
Puts
Pseudo strike
22.68
IV
74.4%
B/E move
6.8%

40Δ

Calls
Pseudo strike
24.60
IV
66.3%
B/E move
7.0%
Puts
Pseudo strike
22.99
IV
72.0%
B/E move
6.1%

45Δ

Calls
Pseudo strike
24.34
IV
62.7%
B/E move
6.2%
Puts
Pseudo strike
23.30
IV
69.6%
B/E move
5.4%

50Δ

Calls
Pseudo strike
24.07
IV
59.2%
B/E move
5.5%
Puts
Pseudo strike
23.61
IV
67.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
23.81
IV
55.7%
B/E move
4.7%
Puts
Pseudo strike
23.92
IV
64.9%
B/E move
3.9%

60Δ

Calls
Pseudo strike
23.55
IV
52.1%
B/E move
3.9%
Puts
Pseudo strike
24.23
IV
62.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
23.28
IV
48.6%
B/E move
3.1%
Puts
Pseudo strike
24.53
IV
60.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
23.02
IV
45.1%
B/E move
2.3%
Puts
Pseudo strike
24.84
IV
57.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
22.76
IV
41.5%
B/E move
1.5%
Puts
Pseudo strike
26.33
IV
71.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
22.46
IV
38.8%
B/E move
0.8%
Puts
Pseudo strike
29.00
IV
102.0%
B/E move
1.1%

Options history

IV · four-Friday blend36.21%
Daily EOD
RTO30.8%38.2%45.5%2026-10-19: 44.50%2026-10-20: 41.58%2026-10-21: 40.88%2026-10-22: 34.48%2026-10-23: 31.83%2026-10-26: 33.39%2026-10-27: 33.72%2026-10-28: 39.13%2026-10-29: 33.47%2026-10-30: 36.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.50%
41.58%
40.88%
34.48%
31.83%
33.39%
33.72%
39.13%
33.47%
36.21%