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Rentokil Initial PLC RTO

INDUSTRIALS · SPECIALTY BUSINESS SERVICES
i

Market dataready · fetched 2026-10-22T23:05:29.980Z

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 · 2026-10-22T23:00:00.002533443Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:05:28.299855+00:00

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 options

Live interpolated RTO call and put midpoint premiums by absolute delta.Rentokil Initial PLC$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