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Shell plc ADRhedged SHEH

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Market datapartial · fetched 2026-10-22T23:50:26.577Z

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 · 2026-10-22T22:30:00.002007579Z

FundamentalsAlpha Vantage · unavailable

Share price$76.70
1D-0.1%
AH$75.82$76.00$76.19$76.37$76.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHEH
Sold putSold callAH

Shell plc ADRhedged options

Live interpolated SHEH call and put midpoint premiums by absolute delta.Shell plc ADRhedged$0.80$2.11$3.42$4.73$6.04$68.21$72.10$75.99$79.88$83.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHEH spot · $76.70SHEH PRICE$0.95$1.10$1.26$1.49$1.76$2.06$2.40$2.77$3.21$3.72$4.23$4.81$0.94$1.08$1.25$1.47$1.77$2.11$2.50$2.94$3.47$4.06$4.79$5.66
PutsExpensive1.81×
CallsFair1.00×
SkewBearish+3.49 pp
Implied moveBearish±$4.57
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.8837.2%8.8%
25Δ81.9531.0%8.1%72.7132.1%6.6%
30Δ80.4928.0%6.4%73.9929.1%5.2%
35Δ79.3725.8%5.1%74.8927.7%4.3%
40Δ78.5425.0%4.3%75.6727.4%3.7%
45Δ77.8224.9%3.7%76.4327.4%3.1%
50Δ77.1424.9%3.3%77.1827.6%2.6%
55Δ76.4624.8%2.8%77.9427.8%2.2%
60Δ75.7724.8%2.4%78.7628.1%1.8%
65Δ75.0625.1%2.0%79.6328.5%1.5%
70Δ74.3025.3%1.7%80.6029.0%1.2%
75Δ73.5425.0%1.4%81.7029.6%0.9%
80Δ72.7424.6%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.88
IV
37.2%
B/E move
8.8%

25Δ

Calls
Pseudo strike
81.95
IV
31.0%
B/E move
8.1%
Puts
Pseudo strike
72.71
IV
32.1%
B/E move
6.6%

30Δ

Calls
Pseudo strike
80.49
IV
28.0%
B/E move
6.4%
Puts
Pseudo strike
73.99
IV
29.1%
B/E move
5.2%

35Δ

Calls
Pseudo strike
79.37
IV
25.8%
B/E move
5.1%
Puts
Pseudo strike
74.89
IV
27.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
78.54
IV
25.0%
B/E move
4.3%
Puts
Pseudo strike
75.67
IV
27.4%
B/E move
3.7%

45Δ

Calls
Pseudo strike
77.82
IV
24.9%
B/E move
3.7%
Puts
Pseudo strike
76.43
IV
27.4%
B/E move
3.1%

50Δ

Calls
Pseudo strike
77.14
IV
24.9%
B/E move
3.3%
Puts
Pseudo strike
77.18
IV
27.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
76.46
IV
24.8%
B/E move
2.8%
Puts
Pseudo strike
77.94
IV
27.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
75.77
IV
24.8%
B/E move
2.4%
Puts
Pseudo strike
78.76
IV
28.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
75.06
IV
25.1%
B/E move
2.0%
Puts
Pseudo strike
79.63
IV
28.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
74.30
IV
25.3%
B/E move
1.7%
Puts
Pseudo strike
80.60
IV
29.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
73.54
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
81.70
IV
29.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
72.74
IV
24.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations