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Shell PLC ADR SHEL

ENERGY · OIL & GAS INTEGRATED
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Market dataready · fetched 2026-10-16T00:18:26.632Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:47:22.59180884Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:25.952350+00:00

Share price$102.63
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$0.66$3.05$5.44$7.83$10.23$89.70$96.14$102.58$109.02$115.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHEL spot · $102.63SHEL PRICE$0.92$1.24$1.62$1.99$2.37$2.88$3.54$4.21$4.87$5.58$6.62$7.86$9.54$0.98$1.28$1.62$2.00$2.49$2.97$3.45$3.94$4.55$5.38$6.21$7.04$7.94
PutsCheap0.76×
CallsCheap0.88×
SkewBullish-3.72 pp
Implied moveBalanced±$7.00
TiltBullish3.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.0426.3%9.1%96.4525.9%7.0%
25Δ109.3826.2%7.8%97.8925.5%5.9%
30Δ108.1426.3%6.9%99.1025.2%5.0%
35Δ106.9126.5%6.1%100.2724.9%4.3%
40Δ105.6726.6%5.3%101.2824.8%3.7%
45Δ104.4727.0%4.6%102.3024.7%3.2%
50Δ103.3227.7%4.1%103.3224.6%2.7%
55Δ102.1628.3%3.6%104.3424.5%2.2%
60Δ101.0129.0%3.2%105.4224.4%1.7%
65Δ99.8229.7%2.7%106.5924.3%1.4%
70Δ98.3830.6%2.3%107.7624.3%1.1%
75Δ96.7531.8%1.9%108.9324.2%0.7%
80Δ94.7433.8%1.6%110.1724.1%0.4%

20Δ

Calls
Pseudo strike
111.04
IV
26.3%
B/E move
9.1%
Puts
Pseudo strike
96.45
IV
25.9%
B/E move
7.0%

25Δ

Calls
Pseudo strike
109.38
IV
26.2%
B/E move
7.8%
Puts
Pseudo strike
97.89
IV
25.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
108.14
IV
26.3%
B/E move
6.9%
Puts
Pseudo strike
99.10
IV
25.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
106.91
IV
26.5%
B/E move
6.1%
Puts
Pseudo strike
100.27
IV
24.9%
B/E move
4.3%

40Δ

Calls
Pseudo strike
105.67
IV
26.6%
B/E move
5.3%
Puts
Pseudo strike
101.28
IV
24.8%
B/E move
3.7%

45Δ

Calls
Pseudo strike
104.47
IV
27.0%
B/E move
4.6%
Puts
Pseudo strike
102.30
IV
24.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
103.32
IV
27.7%
B/E move
4.1%
Puts
Pseudo strike
103.32
IV
24.6%
B/E move
2.7%

55Δ

Calls
Pseudo strike
102.16
IV
28.3%
B/E move
3.6%
Puts
Pseudo strike
104.34
IV
24.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
101.01
IV
29.0%
B/E move
3.2%
Puts
Pseudo strike
105.42
IV
24.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
99.82
IV
29.7%
B/E move
2.7%
Puts
Pseudo strike
106.59
IV
24.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
98.38
IV
30.6%
B/E move
2.3%
Puts
Pseudo strike
107.76
IV
24.3%
B/E move
1.1%

75Δ

Calls
Pseudo strike
96.75
IV
31.8%
B/E move
1.9%
Puts
Pseudo strike
108.93
IV
24.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
94.74
IV
33.8%
B/E move
1.6%
Puts
Pseudo strike
110.17
IV
24.1%
B/E move
0.4%