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S&P Global Inc. SPGI

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
i

Market dataready · fetched 2026-11-07T01:14:50.731Z

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 · 2026-11-07T00:00:00.002100751Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:14:50.337947+00:00

Share price$467.80
1D+0.6%
AH$463$465$467$469$4715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSPGI
Sold putSold callAH

S&P Global Inc. options

Live interpolated SPGI call and put midpoint premiums by absolute delta.S&P Global Inc.$2.50$7.73$12.95$18.18$23.41$443.40$456.04$468.69$481.33$493.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SPGI spot · $467.80SPGI PRICE$3.15$3.54$4.12$4.71$5.63$6.30$7.29$9.44$10.58$11.79$13.72$17.71$21.90$3.06$4.25$5.17$6.82$8.08$8.70$10.54$12.60$14.64$16.01$19.07
Puts——
CallsExpensive1.10×
Skew——
Implied moveBearish±$15.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ494.0244.5%6.3%
25Δ485.5337.6%4.5%455.2830.8%3.3%
30Δ480.4634.2%3.6%457.3733.6%3.1%
35Δ476.6131.6%2.9%
40Δ473.7331.2%2.5%464.0427.3%1.9%
45Δ471.0129.5%2.0%466.2130.0%1.8%
50Δ468.5028.8%1.7%468.4830.5%1.6%
55Δ465.9232.1%1.6%470.8128.1%1.2%
60Δ463.5531.3%1.4%473.4129.3%1.1%
65Δ461.0630.1%1.1%476.2130.4%0.9%
70Δ458.2830.5%0.9%479.1130.5%0.7%
75Δ453.8434.4%0.8%481.3829.1%0.5%
80Δ449.0037.0%0.7%485.1129.8%0.4%

20Δ

Calls
Pseudo strike
494.02
IV
44.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
485.53
IV
37.6%
B/E move
4.5%
Puts
Pseudo strike
455.28
IV
30.8%
B/E move
3.3%

30Δ

Calls
Pseudo strike
480.46
IV
34.2%
B/E move
3.6%
Puts
Pseudo strike
457.37
IV
33.6%
B/E move
3.1%

35Δ

Calls
Pseudo strike
476.61
IV
31.6%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
473.73
IV
31.2%
B/E move
2.5%
Puts
Pseudo strike
464.04
IV
27.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
471.01
IV
29.5%
B/E move
2.0%
Puts
Pseudo strike
466.21
IV
30.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
468.50
IV
28.8%
B/E move
1.7%
Puts
Pseudo strike
468.48
IV
30.5%
B/E move
1.6%

55Δ

Calls
Pseudo strike
465.92
IV
32.1%
B/E move
1.6%
Puts
Pseudo strike
470.81
IV
28.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
463.55
IV
31.3%
B/E move
1.4%
Puts
Pseudo strike
473.41
IV
29.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
461.06
IV
30.1%
B/E move
1.1%
Puts
Pseudo strike
476.21
IV
30.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
458.28
IV
30.5%
B/E move
0.9%
Puts
Pseudo strike
479.11
IV
30.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
453.84
IV
34.4%
B/E move
0.8%
Puts
Pseudo strike
481.38
IV
29.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
449.00
IV
37.0%
B/E move
0.7%
Puts
Pseudo strike
485.11
IV
29.8%
B/E move
0.4%

Options history

IV · four-Friday blend28.63%
Daily close
SPGI22.1%32.5%43.0%2026-08-10: 29.35%2026-08-11: 28.30%2026-08-12: 29.41%2026-08-13: 30.31%2026-08-14: 25.87%2026-08-17: 27.56%2026-08-18: 28.70%2026-08-19: 28.97%2026-08-20: 29.73%2026-08-21: 23.52%2026-08-24: 27.01%2026-08-25: 28.51%2026-08-26: 27.90%2026-08-27: 26.77%2026-08-28: 24.38%2026-08-31: 27.94%2026-09-01: 30.48%2026-09-02: 28.64%2026-09-03: 30.71%2026-09-04: 26.43%2026-09-08: 30.79%2026-09-09: 30.71%2026-09-10: 32.36%2026-09-11: 27.09%2026-09-14: 30.21%2026-09-15: 31.76%2026-09-16: 31.54%2026-09-17: 30.05%2026-09-18: 25.13%2026-09-21: 28.14%2026-09-22: 27.94%2026-09-23: 27.65%2026-09-24: 30.79%2026-09-25: 26.70%2026-09-28: 28.71%2026-09-29: 29.91%2026-09-30: 27.04%2026-10-01: 30.50%2026-10-02: 25.91%2026-10-05: 27.19%2026-10-06: 26.92%2026-10-07: 26.98%2026-10-08: 28.39%2026-10-09: 27.22%2026-10-12: 28.65%2026-10-13: 30.10%2026-10-14: 34.77%2026-10-15: 34.13%2026-10-16: 33.76%2026-10-19: 34.92%2026-10-20: 41.58%2026-10-21: 34.21%2026-10-22: 38.69%2026-10-23: 35.98%2026-10-26: 41.31%2026-10-27: 31.11%2026-10-28: 31.56%2026-10-29: 29.40%2026-10-30: 28.63%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
29.35%
28.30%
29.41%
30.31%
25.87%
27.56%
28.70%
28.97%
29.73%
23.52%
27.01%
28.51%
27.90%
26.77%
24.38%
27.94%
30.48%
28.64%
30.71%
26.43%
30.79%
30.71%
32.36%
27.09%
30.21%
31.76%
31.54%
30.05%
25.13%
28.14%
27.94%
27.65%
30.79%
26.70%
28.71%
29.91%
27.04%
30.50%
25.91%
27.19%
26.92%
26.98%
28.39%
27.22%
28.65%
30.10%
34.77%
34.13%
33.76%
34.92%
41.58%
34.21%
38.69%
35.98%
41.31%
31.11%
31.56%
29.40%
28.63%