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The Sherwin-Williams Company SHW

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-12T02:40:19.753Z

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: 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 · 2026-11-12T00:18:23.465084445Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:31:43.805062+00:00

Share price$357.61
1D+1.0%
AH$350$351$353$355$3565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHW
Sold putSold callAH

The Sherwin-Williams Company options

Live interpolated SHW call and put midpoint premiums by absolute delta.The Sherwin-Williams Company$0.49$9.51$18.54$27.56$36.59$329.96$343.66$357.36$371.06$384.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SHW spot · $357.61SHW PRICE$1.46$2.00$2.53$3.06$3.60$4.17$4.93$5.69$6.45$7.21$7.97$8.73$2.46$3.10$3.75$4.73$6.03$7.33$8.63$10.51$13.11$15.70$19.85$25.54$33.98
PutsFair1.02×
Calls——
Skew——
Implied moveBearish±$13.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ369.5823.4%3.8%340.7838.2%5.4%
25Δ367.6123.2%3.4%344.5136.2%4.5%
30Δ365.6322.9%2.9%348.2334.1%3.7%
35Δ363.6522.7%2.5%351.2933.7%3.1%
40Δ361.6722.5%2.1%353.7434.6%2.8%
45Δ359.7722.2%1.8%356.1935.5%2.4%
50Δ358.3121.6%1.6%358.6536.4%2.1%
55Δ356.8521.1%1.4%361.5237.9%1.8%
60Δ355.3920.6%1.2%364.9140.0%1.6%
65Δ353.9320.0%1.0%368.3042.1%1.4%
70Δ352.4619.5%0.8%373.1346.0%1.2%
75Δ351.0018.9%0.6%379.3951.5%1.1%
80Δ388.4858.4%0.9%

20Δ

Calls
Pseudo strike
369.58
IV
23.4%
B/E move
3.8%
Puts
Pseudo strike
340.78
IV
38.2%
B/E move
5.4%

25Δ

Calls
Pseudo strike
367.61
IV
23.2%
B/E move
3.4%
Puts
Pseudo strike
344.51
IV
36.2%
B/E move
4.5%

30Δ

Calls
Pseudo strike
365.63
IV
22.9%
B/E move
2.9%
Puts
Pseudo strike
348.23
IV
34.1%
B/E move
3.7%

35Δ

Calls
Pseudo strike
363.65
IV
22.7%
B/E move
2.5%
Puts
Pseudo strike
351.29
IV
33.7%
B/E move
3.1%

40Δ

Calls
Pseudo strike
361.67
IV
22.5%
B/E move
2.1%
Puts
Pseudo strike
353.74
IV
34.6%
B/E move
2.8%

45Δ

Calls
Pseudo strike
359.77
IV
22.2%
B/E move
1.8%
Puts
Pseudo strike
356.19
IV
35.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
358.31
IV
21.6%
B/E move
1.6%
Puts
Pseudo strike
358.65
IV
36.4%
B/E move
2.1%

55Δ

Calls
Pseudo strike
356.85
IV
21.1%
B/E move
1.4%
Puts
Pseudo strike
361.52
IV
37.9%
B/E move
1.8%

60Δ

Calls
Pseudo strike
355.39
IV
20.6%
B/E move
1.2%
Puts
Pseudo strike
364.91
IV
40.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
353.93
IV
20.0%
B/E move
1.0%
Puts
Pseudo strike
368.30
IV
42.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
352.46
IV
19.5%
B/E move
0.8%
Puts
Pseudo strike
373.13
IV
46.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
351.00
IV
18.9%
B/E move
0.6%
Puts
Pseudo strike
379.39
IV
51.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
388.48
IV
58.4%
B/E move
0.9%

Options history

IV · four-Friday blend26.89%
Daily close
SHW24.6%27.6%30.7%2026-08-13: 26.44%2026-08-14: 24.98%2026-08-17: 27.09%2026-08-18: 27.67%2026-08-19: 28.11%2026-08-21: 26.65%2026-08-24: 26.87%2026-08-25: 27.07%2026-08-26: 27.16%2026-08-27: 26.45%2026-08-28: 25.99%2026-08-31: 26.04%2026-09-01: 26.51%2026-09-02: 26.02%2026-09-03: 25.81%2026-09-04: 26.12%2026-09-08: 27.05%2026-09-09: 27.18%2026-09-10: 27.34%2026-09-11: 27.53%2026-09-14: 28.22%2026-09-15: 28.12%2026-09-16: 28.85%2026-09-18: 26.26%2026-09-21: 26.74%2026-09-22: 27.17%2026-09-23: 27.19%2026-09-24: 27.25%2026-09-25: 26.78%2026-09-28: 27.70%2026-09-29: 26.81%2026-09-30: 27.12%2026-10-01: 28.03%2026-10-02: 27.01%2026-10-05: 27.76%2026-10-06: 27.60%2026-10-07: 27.98%2026-10-08: 28.90%2026-10-09: 28.25%2026-10-12: 28.84%2026-10-13: 29.82%2026-10-14: 30.25%2026-10-16: 28.89%2026-10-19: 28.95%2026-10-20: 28.74%2026-10-21: 28.85%2026-10-22: 29.34%2026-10-23: 29.82%2026-10-26: 29.65%2026-10-27: 25.52%2026-10-28: 25.67%2026-10-29: 25.71%2026-10-30: 26.89%Aug 13Sep 23Oct 30
53 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
26.44%
24.98%
27.09%
27.67%
28.11%
26.65%
26.87%
27.07%
27.16%
26.45%
25.99%
26.04%
26.51%
26.02%
25.81%
26.12%
27.05%
27.18%
27.34%
27.53%
28.22%
28.12%
28.85%
26.26%
26.74%
27.17%
27.19%
27.25%
26.78%
27.70%
26.81%
27.12%
28.03%
27.01%
27.76%
27.60%
27.98%
28.90%
28.25%
28.84%
29.82%
30.25%
28.89%
28.95%
28.74%
28.85%
29.34%
29.82%
29.65%
25.52%
25.67%
25.71%
26.89%