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S&P Global Inc SPGI

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
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Market dataready · fetched 2026-10-15T21:02:24.468Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:40:59.239463947Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:23.475180+00:00

Share price$424.81
1D+3.2%
AH$410$414$418$423$4275:30 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$52.54$105.09$157.63$210.18$375.19$391.74$408.28$424.82$441.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $424.81OPTION PRICELive SPGI spot · $424.81SPGI PRICE$2.43$1.11$1.59$2.08$2.57$3.08$3.59$4.05$4.52$5.07$5.65$6.31$7.16$2.44$2.06$2.21$2.54$2.82$3.57$4.32$5.01$10.85$64.11$117.38$170.65$194.69
PutsExpensive9.29×
CallsCheap0.91×
SkewBearish+156.13 pp
Implied moveBearish±$7.91
TiltBearish84.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ444.80103.0%5.3%407.7098.4%4.6%
25Δ429.9933.6%1.5%415.3963.5%2.7%
30Δ429.1036.2%1.4%418.9751.6%1.9%
35Δ428.2238.9%1.3%420.8248.0%1.5%
40Δ427.2741.0%1.2%422.5044.0%1.2%
45Δ426.1141.0%1.0%423.7445.9%1.1%
50Δ424.9641.0%0.9%424.9947.9%1.0%
55Δ423.8839.6%0.7%426.3147.4%0.8%
60Δ422.8138.2%0.6%432.2766.5%0.8%
65Δ421.7837.0%0.5%480.92266.8%1.9%
70Δ420.7735.8%0.4%529.57467.1%3.0%
75Δ419.7234.7%0.3%578.22667.5%4.1%
80Δ418.5633.9%0.2%604.96668.8%3.4%

20Δ

Calls
Pseudo strike
444.80
IV
103.0%
B/E move
5.3%
Puts
Pseudo strike
407.70
IV
98.4%
B/E move
4.6%

25Δ

Calls
Pseudo strike
429.99
IV
33.6%
B/E move
1.5%
Puts
Pseudo strike
415.39
IV
63.5%
B/E move
2.7%

30Δ

Calls
Pseudo strike
429.10
IV
36.2%
B/E move
1.4%
Puts
Pseudo strike
418.97
IV
51.6%
B/E move
1.9%

35Δ

Calls
Pseudo strike
428.22
IV
38.9%
B/E move
1.3%
Puts
Pseudo strike
420.82
IV
48.0%
B/E move
1.5%

40Δ

Calls
Pseudo strike
427.27
IV
41.0%
B/E move
1.2%
Puts
Pseudo strike
422.50
IV
44.0%
B/E move
1.2%

45Δ

Calls
Pseudo strike
426.11
IV
41.0%
B/E move
1.0%
Puts
Pseudo strike
423.74
IV
45.9%
B/E move
1.1%

50Δ

Calls
Pseudo strike
424.96
IV
41.0%
B/E move
0.9%
Puts
Pseudo strike
424.99
IV
47.9%
B/E move
1.0%

55Δ

Calls
Pseudo strike
423.88
IV
39.6%
B/E move
0.7%
Puts
Pseudo strike
426.31
IV
47.4%
B/E move
0.8%

60Δ

Calls
Pseudo strike
422.81
IV
38.2%
B/E move
0.6%
Puts
Pseudo strike
432.27
IV
66.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
421.78
IV
37.0%
B/E move
0.5%
Puts
Pseudo strike
480.92
IV
266.8%
B/E move
1.9%

70Δ

Calls
Pseudo strike
420.77
IV
35.8%
B/E move
0.4%
Puts
Pseudo strike
529.57
IV
467.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
419.72
IV
34.7%
B/E move
0.3%
Puts
Pseudo strike
578.22
IV
667.5%
B/E move
4.1%

80Δ

Calls
Pseudo strike
418.56
IV
33.9%
B/E move
0.2%
Puts
Pseudo strike
604.96
IV
668.8%
B/E move
3.4%