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S&P Global Inc SPGI

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
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Market dataready · fetched 2026-10-16T00:15:38.611Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002050902Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:37.881908+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$2.93$14.13$25.34$36.54$47.75$372.56$398.39$424.21$450.03$475.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SPGI spot · $424.81SPGI PRICE$4.14$5.63$7.22$8.94$10.94$13.66$16.32$18.73$21.24$23.89$27.29$31.63$39.17$5.11$6.64$8.36$10.53$13.16$15.30$17.10$19.53$22.27$26.32$31.19$38.32$44.52
PutsFair1.02×
CallsExpensive1.06×
SkewNeutral+0.16 pp
Implied moveBearish±$33.41
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ462.4128.9%9.8%393.1232.6%8.7%
25Δ455.8129.3%8.6%400.7031.7%7.2%
30Δ449.9229.8%7.6%406.9331.1%6.2%
35Δ444.1929.8%6.7%412.6431.3%5.3%
40Δ438.6730.1%5.8%417.8432.3%4.7%
45Δ433.7631.6%5.3%423.0431.8%4.0%
50Δ428.7332.6%4.8%428.2630.2%3.2%
55Δ423.3032.1%4.1%433.2929.4%2.6%
60Δ417.9831.5%3.4%438.2429.0%2.1%
65Δ412.8430.7%2.8%444.0429.4%1.7%
70Δ407.2830.5%2.3%450.4030.4%1.3%
75Δ401.2130.9%1.9%458.8432.0%1.0%
80Δ392.3833.4%1.6%466.5631.9%0.7%

20Δ

Calls
Pseudo strike
462.41
IV
28.9%
B/E move
9.8%
Puts
Pseudo strike
393.12
IV
32.6%
B/E move
8.7%

25Δ

Calls
Pseudo strike
455.81
IV
29.3%
B/E move
8.6%
Puts
Pseudo strike
400.70
IV
31.7%
B/E move
7.2%

30Δ

Calls
Pseudo strike
449.92
IV
29.8%
B/E move
7.6%
Puts
Pseudo strike
406.93
IV
31.1%
B/E move
6.2%

35Δ

Calls
Pseudo strike
444.19
IV
29.8%
B/E move
6.7%
Puts
Pseudo strike
412.64
IV
31.3%
B/E move
5.3%

40Δ

Calls
Pseudo strike
438.67
IV
30.1%
B/E move
5.8%
Puts
Pseudo strike
417.84
IV
32.3%
B/E move
4.7%

45Δ

Calls
Pseudo strike
433.76
IV
31.6%
B/E move
5.3%
Puts
Pseudo strike
423.04
IV
31.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
428.73
IV
32.6%
B/E move
4.8%
Puts
Pseudo strike
428.26
IV
30.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
423.30
IV
32.1%
B/E move
4.1%
Puts
Pseudo strike
433.29
IV
29.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
417.98
IV
31.5%
B/E move
3.4%
Puts
Pseudo strike
438.24
IV
29.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
412.84
IV
30.7%
B/E move
2.8%
Puts
Pseudo strike
444.04
IV
29.4%
B/E move
1.7%

70Δ

Calls
Pseudo strike
407.28
IV
30.5%
B/E move
2.3%
Puts
Pseudo strike
450.40
IV
30.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
401.21
IV
30.9%
B/E move
1.9%
Puts
Pseudo strike
458.84
IV
32.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
392.38
IV
33.4%
B/E move
1.6%
Puts
Pseudo strike
466.56
IV
31.9%
B/E move
0.7%