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

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Market datapartial · fetched 2026-10-22T21:39:45.146Z

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 · 2026-10-22T20:10:00.001979583Z

FundamentalsAlpha Vantage · unavailable

Share price$22.88
1D+1.7%
AH$22.30$22.48$22.66$22.84$23.025:30 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)$0.02$1.96$3.91$5.85$7.80$18.57$20.76$22.95$25.13$27.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RTO spot · $22.88RTO PRICE$0.23$0.32$0.42$0.51$0.61$0.70$0.79$0.89$0.98$1.26$1.58$1.91$2.23$0.26$0.33$0.40$0.47$0.75$1.61$2.48$3.34$4.21$5.07$5.94$6.80$7.23
PutsExpensive1.54×
CallsCheap0.56×
SkewBearish+22.68 pp
Implied moveBearish±$3.27
TiltBearish51.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.9132.0%9.9%20.9434.0%9.6%
25Δ24.6131.7%9.0%21.3632.5%8.1%
30Δ24.3231.4%8.1%21.7831.1%6.6%
35Δ24.0331.1%7.2%22.1929.7%5.1%
40Δ23.7330.8%6.4%22.7330.7%3.9%
45Δ23.4430.5%5.5%23.6539.1%3.7%
50Δ23.1530.3%4.6%24.5647.4%3.5%
55Δ22.8530.0%3.8%25.4755.8%3.3%
60Δ22.5629.7%2.9%26.3864.2%3.1%
65Δ22.1830.4%2.4%27.2972.5%2.9%
70Δ21.7831.3%2.1%28.2080.9%2.7%
75Δ21.3832.2%1.8%29.1189.2%2.5%
80Δ20.9833.2%1.4%29.6292.4%2.2%

20Δ

Calls
Pseudo strike
24.91
IV
32.0%
B/E move
9.9%
Puts
Pseudo strike
20.94
IV
34.0%
B/E move
9.6%

25Δ

Calls
Pseudo strike
24.61
IV
31.7%
B/E move
9.0%
Puts
Pseudo strike
21.36
IV
32.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
24.32
IV
31.4%
B/E move
8.1%
Puts
Pseudo strike
21.78
IV
31.1%
B/E move
6.6%

35Δ

Calls
Pseudo strike
24.03
IV
31.1%
B/E move
7.2%
Puts
Pseudo strike
22.19
IV
29.7%
B/E move
5.1%

40Δ

Calls
Pseudo strike
23.73
IV
30.8%
B/E move
6.4%
Puts
Pseudo strike
22.73
IV
30.7%
B/E move
3.9%

45Δ

Calls
Pseudo strike
23.44
IV
30.5%
B/E move
5.5%
Puts
Pseudo strike
23.65
IV
39.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
23.15
IV
30.3%
B/E move
4.6%
Puts
Pseudo strike
24.56
IV
47.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
22.85
IV
30.0%
B/E move
3.8%
Puts
Pseudo strike
25.47
IV
55.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
22.56
IV
29.7%
B/E move
2.9%
Puts
Pseudo strike
26.38
IV
64.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
22.18
IV
30.4%
B/E move
2.4%
Puts
Pseudo strike
27.29
IV
72.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
21.78
IV
31.3%
B/E move
2.1%
Puts
Pseudo strike
28.20
IV
80.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
21.38
IV
32.2%
B/E move
1.8%
Puts
Pseudo strike
29.11
IV
89.2%
B/E move
2.5%

80Δ

Calls
Pseudo strike
20.98
IV
33.2%
B/E move
1.4%
Puts
Pseudo strike
29.62
IV
92.4%
B/E move
2.2%

Options history

No recorded observations