IntraAlpha
Create free account Start free

Shell PLC ADR SHEL

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-10-15T20:04:11.009Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:11.793185074Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:56.030511+00:00

Share price$103.15
1D-0.9%
AH$103.02$103.48$103.95$104.41$104.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHEL
Sold putSold callAH

Shell PLC ADR options

Live interpolated SHEL call and put midpoint premiums by absolute delta.Shell PLC ADR$0.00$0.97$1.93$2.90$3.86$101.41$102.78$104.14$105.51$106.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $103.15OPTION PRICELive SHEL spot · $103.15SHEL PRICE$1.05$0.72$0.39$0.42$0.53$0.65$0.76$0.92$1.18$1.44$1.79$2.43$3.58$0.51$0.47$0.42$0.37$0.33$0.28$0.23$0.19$0.14$0.10$0.05$0.01$0.01
PutsCheap-0.18×
CallsExpensive2.94×
SkewBullish-63.30 pp
Implied moveBullish±$1.00
TiltBullish67.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.67186.3%10.2%99.1988.3%4.3%
25Δ108.71115.1%6.1%100.0172.9%3.5%
30Δ104.7443.8%1.9%100.8457.5%2.6%
35Δ103.8231.5%1.1%101.6742.1%1.8%
40Δ103.6032.6%1.0%102.5026.7%0.9%
45Δ103.3833.7%0.9%103.3311.3%0.1%
50Δ103.1634.8%0.8%104.16-4.1%0.7%
55Δ102.9236.4%0.7%104.98-19.5%1.6%
60Δ102.5939.4%0.6%105.81-34.9%2.4%
65Δ102.2642.4%0.5%106.64-50.3%3.3%
70Δ101.8646.7%0.5%107.47-65.7%4.1%
75Δ101.1855.4%0.4%108.30-81.1%5.0%
80Δ100.0271.6%0.4%109.13-96.5%5.8%

20Δ

Calls
Pseudo strike
112.67
IV
186.3%
B/E move
10.2%
Puts
Pseudo strike
99.19
IV
88.3%
B/E move
4.3%

25Δ

Calls
Pseudo strike
108.71
IV
115.1%
B/E move
6.1%
Puts
Pseudo strike
100.01
IV
72.9%
B/E move
3.5%

30Δ

Calls
Pseudo strike
104.74
IV
43.8%
B/E move
1.9%
Puts
Pseudo strike
100.84
IV
57.5%
B/E move
2.6%

35Δ

Calls
Pseudo strike
103.82
IV
31.5%
B/E move
1.1%
Puts
Pseudo strike
101.67
IV
42.1%
B/E move
1.8%

40Δ

Calls
Pseudo strike
103.60
IV
32.6%
B/E move
1.0%
Puts
Pseudo strike
102.50
IV
26.7%
B/E move
0.9%

45Δ

Calls
Pseudo strike
103.38
IV
33.7%
B/E move
0.9%
Puts
Pseudo strike
103.33
IV
11.3%
B/E move
0.1%

50Δ

Calls
Pseudo strike
103.16
IV
34.8%
B/E move
0.8%
Puts
Pseudo strike
104.16
IV
-4.1%
B/E move
0.7%

55Δ

Calls
Pseudo strike
102.92
IV
36.4%
B/E move
0.7%
Puts
Pseudo strike
104.98
IV
-19.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
102.59
IV
39.4%
B/E move
0.6%
Puts
Pseudo strike
105.81
IV
-34.9%
B/E move
2.4%

65Δ

Calls
Pseudo strike
102.26
IV
42.4%
B/E move
0.5%
Puts
Pseudo strike
106.64
IV
-50.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
101.86
IV
46.7%
B/E move
0.5%
Puts
Pseudo strike
107.47
IV
-65.7%
B/E move
4.1%

75Δ

Calls
Pseudo strike
101.18
IV
55.4%
B/E move
0.4%
Puts
Pseudo strike
108.30
IV
-81.1%
B/E move
5.0%

80Δ

Calls
Pseudo strike
100.02
IV
71.6%
B/E move
0.4%
Puts
Pseudo strike
109.13
IV
-96.5%
B/E move
5.8%