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The Sherwin-Williams Company SHW

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Market datapartial · fetched 2026-10-22T22:58:08.648Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.001285448Z

FundamentalsAlpha Vantage · unavailable

Share price$345.63
1D+3.0%
AH$335$338$341$344$3475:30 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$2.27$11.17$20.07$28.97$37.87$295.53$319.50$343.47$367.45$391.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHW spot · $345.63SHW PRICE$3.23$4.32$5.60$6.89$8.32$9.76$11.45$13.36$15.28$18.04$20.92$24.39$28.36$4.04$5.37$6.77$8.42$10.07$12.04$14.03$16.40$19.07$22.01$25.69$29.87$35.30
PutsCheap0.93×
CallsCheap0.83×
SkewBearish+2.96 pp
Implied moveBearish±$25.47
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ374.4830.5%9.3%320.3735.3%8.5%
25Δ369.0830.8%8.0%325.7934.9%7.3%
30Δ364.6431.1%7.1%330.9934.5%6.2%
35Δ360.2031.5%6.2%335.4534.4%5.4%
40Δ356.0731.2%5.4%339.9134.2%4.6%
45Δ351.9630.9%4.7%344.0934.0%3.9%
50Δ348.0230.8%4.0%348.2633.8%3.3%
55Δ344.2330.8%3.5%352.5333.7%2.8%
60Δ340.4430.8%2.9%356.8633.7%2.3%
65Δ336.2331.3%2.5%361.3833.7%1.8%
70Δ331.9731.8%2.1%366.4233.9%1.4%
75Δ327.2132.3%1.7%371.9134.2%1.0%
80Δ322.0132.7%1.4%378.4934.8%0.7%

20Δ

Calls
Pseudo strike
374.48
IV
30.5%
B/E move
9.3%
Puts
Pseudo strike
320.37
IV
35.3%
B/E move
8.5%

25Δ

Calls
Pseudo strike
369.08
IV
30.8%
B/E move
8.0%
Puts
Pseudo strike
325.79
IV
34.9%
B/E move
7.3%

30Δ

Calls
Pseudo strike
364.64
IV
31.1%
B/E move
7.1%
Puts
Pseudo strike
330.99
IV
34.5%
B/E move
6.2%

35Δ

Calls
Pseudo strike
360.20
IV
31.5%
B/E move
6.2%
Puts
Pseudo strike
335.45
IV
34.4%
B/E move
5.4%

40Δ

Calls
Pseudo strike
356.07
IV
31.2%
B/E move
5.4%
Puts
Pseudo strike
339.91
IV
34.2%
B/E move
4.6%

45Δ

Calls
Pseudo strike
351.96
IV
30.9%
B/E move
4.7%
Puts
Pseudo strike
344.09
IV
34.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
348.02
IV
30.8%
B/E move
4.0%
Puts
Pseudo strike
348.26
IV
33.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
344.23
IV
30.8%
B/E move
3.5%
Puts
Pseudo strike
352.53
IV
33.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
340.44
IV
30.8%
B/E move
2.9%
Puts
Pseudo strike
356.86
IV
33.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
336.23
IV
31.3%
B/E move
2.5%
Puts
Pseudo strike
361.38
IV
33.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
331.97
IV
31.8%
B/E move
2.1%
Puts
Pseudo strike
366.42
IV
33.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
327.21
IV
32.3%
B/E move
1.7%
Puts
Pseudo strike
371.91
IV
34.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
322.01
IV
32.7%
B/E move
1.4%
Puts
Pseudo strike
378.49
IV
34.8%
B/E move
0.7%

Options history

No recorded observations