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S&P Global Inc. SPGI

i

Market datapartial · fetched 2026-11-07T13:15:46.481Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · unavailable

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.$0.00$0.27$0.54$0.81$1.08$-0.47$0.02$0.50$0.98$1.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESPGI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%