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Shell plc ADRhedged SHEH

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Market datapartial · fetched 2026-10-23T04:11:00.737Z

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 · 2026-10-23T00:00:00.042022041Z

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$0.77$2.38$3.99$5.60$7.21$68.21$72.12$76.03$79.94$83.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHEH spot · $76.70SHEH PRICE$0.95$1.10$1.26$1.49$1.76$2.07$2.40$2.77$3.22$3.73$4.24$4.83$0.94$1.08$1.25$1.47$1.77$2.11$2.50$2.94$3.46$4.05$4.77$5.64$6.75
PutsExpensive1.83×
CallsFair1.01×
SkewBearish+3.52 pp
Implied moveBearish±$4.57
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.8837.3%8.8%
25Δ81.9531.1%8.1%72.7132.2%6.6%
30Δ80.4928.1%6.4%73.9929.2%5.2%
35Δ79.3626.1%5.1%74.8828.1%4.3%
40Δ78.5325.5%4.3%75.6727.8%3.7%
45Δ77.8125.4%3.7%76.4227.8%3.1%
50Δ77.1325.4%3.2%77.1728.0%2.7%
55Δ76.4525.3%2.8%77.9328.2%2.2%
60Δ75.7625.3%2.4%78.7528.5%1.8%
65Δ75.0525.7%2.0%79.6128.9%1.5%
70Δ74.2825.8%1.7%80.5829.4%1.2%
75Δ73.5325.5%1.4%81.6830.1%0.9%
80Δ72.7125.2%1.1%82.9930.9%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.88
IV
37.3%
B/E move
8.8%

25Δ

Calls
Pseudo strike
81.95
IV
31.1%
B/E move
8.1%
Puts
Pseudo strike
72.71
IV
32.2%
B/E move
6.6%

30Δ

Calls
Pseudo strike
80.49
IV
28.1%
B/E move
6.4%
Puts
Pseudo strike
73.99
IV
29.2%
B/E move
5.2%

35Δ

Calls
Pseudo strike
79.36
IV
26.1%
B/E move
5.1%
Puts
Pseudo strike
74.88
IV
28.1%
B/E move
4.3%

40Δ

Calls
Pseudo strike
78.53
IV
25.5%
B/E move
4.3%
Puts
Pseudo strike
75.67
IV
27.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
77.81
IV
25.4%
B/E move
3.7%
Puts
Pseudo strike
76.42
IV
27.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
77.13
IV
25.4%
B/E move
3.2%
Puts
Pseudo strike
77.17
IV
28.0%
B/E move
2.7%

55Δ

Calls
Pseudo strike
76.45
IV
25.3%
B/E move
2.8%
Puts
Pseudo strike
77.93
IV
28.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
75.76
IV
25.3%
B/E move
2.4%
Puts
Pseudo strike
78.75
IV
28.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
75.05
IV
25.7%
B/E move
2.0%
Puts
Pseudo strike
79.61
IV
28.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
74.28
IV
25.8%
B/E move
1.7%
Puts
Pseudo strike
80.58
IV
29.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
73.53
IV
25.5%
B/E move
1.4%
Puts
Pseudo strike
81.68
IV
30.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
72.71
IV
25.2%
B/E move
1.1%
Puts
Pseudo strike
82.99
IV
30.9%
B/E move
0.6%

Options history

No recorded observations