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Shell plc ADRhedged SHEH

i

Market dataready · fetched 2026-11-12T02:37:22.778Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T01:00:00.145624232Z

FundamentalsADRhedged · ready · as of 2026-11-10 · fetched 2026-11-12T02:37:22.064375+00:00

Share price$71.68
1D-0.3%
AH$71.46$71.55$71.63$71.72$71.815:30 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$1.15$2.64$4.12$5.61$7.09$64.71$68.76$72.81$76.86$80.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SHEH spot · $71.68SHEH PRICE$1.71$2.04$2.37$2.70$3.09$3.56$4.11$4.76$1.31$1.48$1.83$2.19$2.57$3.00$3.41$3.95$4.69$5.69$6.67
Puts——
Calls——
Skew——
Implied moveBearish±$4.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ68.9128.9%5.7%
35Δ69.9126.4%4.5%
40Δ70.6926.6%3.9%
45Δ72.8223.0%4.0%71.4526.8%3.4%
50Δ72.1623.5%3.5%72.2226.7%2.8%
55Δ71.4923.3%3.0%73.0026.7%2.3%
60Δ70.8223.0%2.6%73.7526.2%1.9%
65Δ70.1522.9%2.2%74.5826.2%1.5%
70Δ69.4322.9%1.8%75.5526.8%1.1%
75Δ68.6623.0%1.5%76.7628.1%0.9%
80Δ67.7923.2%1.2%77.9628.3%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
68.91
IV
28.9%
B/E move
5.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.91
IV
26.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.69
IV
26.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
72.82
IV
23.0%
B/E move
4.0%
Puts
Pseudo strike
71.45
IV
26.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
72.16
IV
23.5%
B/E move
3.5%
Puts
Pseudo strike
72.22
IV
26.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
71.49
IV
23.3%
B/E move
3.0%
Puts
Pseudo strike
73.00
IV
26.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
70.82
IV
23.0%
B/E move
2.6%
Puts
Pseudo strike
73.75
IV
26.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
70.15
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
74.58
IV
26.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
69.43
IV
22.9%
B/E move
1.8%
Puts
Pseudo strike
75.55
IV
26.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
68.66
IV
23.0%
B/E move
1.5%
Puts
Pseudo strike
76.76
IV
28.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
67.79
IV
23.2%
B/E move
1.2%
Puts
Pseudo strike
77.96
IV
28.3%
B/E move
0.5%

Options history

IV · four-Friday blend25.87%
Daily EOD
SHEH25.3%25.9%26.6%2026-10-27: 25.97%2026-10-28: 26.47%2026-10-29: 25.36%2026-10-30: 25.87%Oct 27Oct 28Oct 30
4 observations2026-10-27 — 2026-10-30
Table
DateIV (%)
25.97%
26.47%
25.36%
25.87%