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Shell PLC ADR SHEL

ENERGY · OIL & GAS INTEGRATED
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Market dataready · fetched 2026-10-15T20:35:34.555Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:27:15.100445205Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:34.061984+00:00

Share price$103.50
1D-0.6%
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$0.27$0.60$0.94$1.27$1.60$101.29$102.50$103.71$104.92$106.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $103.50OPTION PRICELive SHEL spot · $103.50SHEL PRICE$0.91$0.41$0.37$0.33$0.40$0.49$0.58$0.67$0.77$0.87$1.08$1.29$1.50$0.50$0.43$0.36$0.31$0.38$0.45$0.52$0.59$0.66$0.74$0.89$1.06$1.23
PutsExpensive1.51×
CallsExpensive1.89×
SkewBullish-7.95 pp
Implied moveBullish±$1.10
TiltBullish8.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.40159.1%8.5%99.4688.9%4.4%
25Δ106.1060.1%2.9%100.6966.3%3.1%
30Δ105.1444.0%1.9%101.9243.8%1.9%
35Δ104.1927.9%1.0%103.0223.9%0.8%
40Δ103.8624.8%0.7%103.1823.5%0.7%
45Δ103.6825.0%0.7%103.3423.1%0.6%
50Δ103.5125.3%0.6%103.4922.7%0.5%
55Δ103.3325.5%0.5%103.6522.3%0.4%
60Δ103.1625.7%0.4%103.8121.9%0.3%
65Δ102.9726.0%0.3%103.9721.6%0.3%
70Δ102.7126.8%0.3%104.1721.6%0.2%
75Δ102.4527.6%0.2%104.3921.7%0.2%
80Δ102.1828.5%0.2%104.6021.7%0.1%

20Δ

Calls
Pseudo strike
111.40
IV
159.1%
B/E move
8.5%
Puts
Pseudo strike
99.46
IV
88.9%
B/E move
4.4%

25Δ

Calls
Pseudo strike
106.10
IV
60.1%
B/E move
2.9%
Puts
Pseudo strike
100.69
IV
66.3%
B/E move
3.1%

30Δ

Calls
Pseudo strike
105.14
IV
44.0%
B/E move
1.9%
Puts
Pseudo strike
101.92
IV
43.8%
B/E move
1.9%

35Δ

Calls
Pseudo strike
104.19
IV
27.9%
B/E move
1.0%
Puts
Pseudo strike
103.02
IV
23.9%
B/E move
0.8%

40Δ

Calls
Pseudo strike
103.86
IV
24.8%
B/E move
0.7%
Puts
Pseudo strike
103.18
IV
23.5%
B/E move
0.7%

45Δ

Calls
Pseudo strike
103.68
IV
25.0%
B/E move
0.7%
Puts
Pseudo strike
103.34
IV
23.1%
B/E move
0.6%

50Δ

Calls
Pseudo strike
103.51
IV
25.3%
B/E move
0.6%
Puts
Pseudo strike
103.49
IV
22.7%
B/E move
0.5%

55Δ

Calls
Pseudo strike
103.33
IV
25.5%
B/E move
0.5%
Puts
Pseudo strike
103.65
IV
22.3%
B/E move
0.4%

60Δ

Calls
Pseudo strike
103.16
IV
25.7%
B/E move
0.4%
Puts
Pseudo strike
103.81
IV
21.9%
B/E move
0.3%

65Δ

Calls
Pseudo strike
102.97
IV
26.0%
B/E move
0.3%
Puts
Pseudo strike
103.97
IV
21.6%
B/E move
0.3%

70Δ

Calls
Pseudo strike
102.71
IV
26.8%
B/E move
0.3%
Puts
Pseudo strike
104.17
IV
21.6%
B/E move
0.2%

75Δ

Calls
Pseudo strike
102.45
IV
27.6%
B/E move
0.2%
Puts
Pseudo strike
104.39
IV
21.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
102.18
IV
28.5%
B/E move
0.2%
Puts
Pseudo strike
104.60
IV
21.7%
B/E move
0.1%