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Shell plc American Depositary Shares (Each represents two Ordinary shares) SHEL

i

Market datapartial · fetched 2026-11-07T02:58:12.285Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.002834122Z

FundamentalsAlpha Vantage · unavailable

Share price$99.09
1D-0.9%
AH$98.06$98.56$99.06$99.55$100.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHEL
Sold putSold callAH

Shell plc American Depositary Shares (Each represents two Ordinary shares) options

Live interpolated SHEL call and put midpoint premiums by absolute delta.Shell plc American Depositary Shares (Each represents two Ordinary shares)$0.43$2.38$4.32$6.27$8.22$92.50$96.87$101.23$105.60$109.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SHEL spot · $99.09SHEL PRICE$0.64$0.70$0.82$0.97$1.21$1.49$1.74$1.96$2.22$2.56$2.92$3.31$0.89$1.24$1.60$1.86$2.23$2.73$3.32$3.60$3.89$5.02$7.66
Puts——
Calls——
Skew——
Implied moveBearish±$3.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ102.2731.8%3.9%95.4842.6%4.5%
30Δ101.2627.5%2.9%
35Δ100.6125.6%2.4%97.4136.5%2.9%
40Δ100.1125.2%2.0%97.9539.4%2.8%
45Δ99.6626.1%1.8%98.6338.6%2.3%
50Δ99.2227.5%1.6%99.3339.0%2.0%
55Δ98.7727.8%1.4%100.0441.2%1.8%
60Δ98.3027.0%1.2%100.8643.1%1.6%
65Δ97.8326.6%1.0%101.4740.6%1.2%
70Δ97.3226.6%0.8%102.0938.1%0.9%
75Δ96.8026.4%0.6%103.3442.3%0.8%
80Δ96.2625.9%0.5%106.0154.8%0.7%

20Δ

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

25Δ

Calls
Pseudo strike
102.27
IV
31.8%
B/E move
3.9%
Puts
Pseudo strike
95.48
IV
42.6%
B/E move
4.5%

30Δ

Calls
Pseudo strike
101.26
IV
27.5%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
100.61
IV
25.6%
B/E move
2.4%
Puts
Pseudo strike
97.41
IV
36.5%
B/E move
2.9%

40Δ

Calls
Pseudo strike
100.11
IV
25.2%
B/E move
2.0%
Puts
Pseudo strike
97.95
IV
39.4%
B/E move
2.8%

45Δ

Calls
Pseudo strike
99.66
IV
26.1%
B/E move
1.8%
Puts
Pseudo strike
98.63
IV
38.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
99.22
IV
27.5%
B/E move
1.6%
Puts
Pseudo strike
99.33
IV
39.0%
B/E move
2.0%

55Δ

Calls
Pseudo strike
98.77
IV
27.8%
B/E move
1.4%
Puts
Pseudo strike
100.04
IV
41.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
98.30
IV
27.0%
B/E move
1.2%
Puts
Pseudo strike
100.86
IV
43.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
97.83
IV
26.6%
B/E move
1.0%
Puts
Pseudo strike
101.47
IV
40.6%
B/E move
1.2%

70Δ

Calls
Pseudo strike
97.32
IV
26.6%
B/E move
0.8%
Puts
Pseudo strike
102.09
IV
38.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
96.80
IV
26.4%
B/E move
0.6%
Puts
Pseudo strike
103.34
IV
42.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
96.26
IV
25.9%
B/E move
0.5%
Puts
Pseudo strike
106.01
IV
54.8%
B/E move
0.7%

Options history

IV · four-Friday blend27.07%
Daily close
SHEL19.4%27.6%35.8%2026-08-10: 26.42%2026-08-11: 32.69%2026-08-12: 25.52%2026-08-13: 32.64%2026-08-14: 22.19%2026-08-17: 23.18%2026-08-18: 23.61%2026-08-19: 22.13%2026-08-20: 23.53%2026-08-21: 20.61%2026-08-24: 21.82%2026-08-25: 23.25%2026-08-26: 25.16%2026-08-27: 22.45%2026-08-28: 20.53%2026-08-31: 22.33%2026-09-01: 24.20%2026-09-02: 23.28%2026-09-03: 26.26%2026-09-04: 20.61%2026-09-08: 24.93%2026-09-09: 24.43%2026-09-10: 24.47%2026-09-11: 21.63%2026-09-14: 24.94%2026-09-15: 24.83%2026-09-16: 28.05%2026-09-17: 25.74%2026-09-18: 22.48%2026-09-21: 24.59%2026-09-22: 24.84%2026-09-23: 27.97%2026-09-24: 28.29%2026-09-25: 23.65%2026-09-28: 26.31%2026-09-29: 24.37%2026-09-30: 27.09%2026-10-01: 30.37%2026-10-02: 24.19%2026-10-05: 26.37%2026-10-06: 26.47%2026-10-07: 25.92%2026-10-08: 26.64%2026-10-09: 24.55%2026-10-12: 25.31%2026-10-13: 24.94%2026-10-14: 25.96%2026-10-15: 25.69%2026-10-16: 25.17%2026-10-19: 27.55%2026-10-20: 28.04%2026-10-21: 28.54%2026-10-22: 29.89%2026-10-23: 29.68%2026-10-26: 32.22%2026-10-27: 34.69%2026-10-28: 32.18%2026-10-29: 30.18%2026-10-30: 27.07%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
26.42%
32.69%
25.52%
32.64%
22.19%
23.18%
23.61%
22.13%
23.53%
20.61%
21.82%
23.25%
25.16%
22.45%
20.53%
22.33%
24.20%
23.28%
26.26%
20.61%
24.93%
24.43%
24.47%
21.63%
24.94%
24.83%
28.05%
25.74%
22.48%
24.59%
24.84%
27.97%
28.29%
23.65%
26.31%
24.37%
27.09%
30.37%
24.19%
26.37%
26.47%
25.92%
26.64%
24.55%
25.31%
24.94%
25.96%
25.69%
25.17%
27.55%
28.04%
28.54%
29.89%
29.68%
32.22%
34.69%
32.18%
30.18%
27.07%