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T. Rowe Price Group, Inc. Common Stock TROW

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Market dataready · fetched 2026-11-07T01:22:10.554Z

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: 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 · 2026-11-06T21:00:02.661314102Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:22:10.143572+00:00

Share price$108.41
1D+0.7%
AH$107.54$108.08$108.63$109.17$109.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTROW
Sold putSold callAH

T. Rowe Price Group, Inc. Common Stock options

Live interpolated TROW call and put midpoint premiums by absolute delta.T. Rowe Price Group, Inc. Common Stock$0.56$2.19$3.82$5.45$7.08$100.19$104.60$109.00$113.41$117.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TROW spot · $108.41TROW PRICE$0.74$1.03$1.33$1.62$1.92$2.27$2.70$3.13$3.55$3.98$4.41$5.10$6.11$0.82$1.05$1.33$1.69$2.05$2.41$2.77$3.13$3.66$4.40$5.14$5.87$6.61
PutsFair0.99×
CallsCheap0.83×
SkewNeutral+0.21 pp
Implied moveBalanced±$5.47
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.1228.5%6.0%102.6932.7%6.0%
25Δ113.2329.3%5.4%104.1031.8%4.9%
30Δ112.3430.2%4.8%105.3131.2%4.1%
35Δ111.4431.0%4.3%106.1530.9%3.6%
40Δ110.5531.8%3.7%107.0030.7%3.2%
45Δ109.6732.1%3.3%107.8530.5%2.7%
50Δ108.8331.7%2.9%108.7030.3%2.3%
55Δ107.9931.2%2.5%109.5430.0%1.8%
60Δ107.1530.8%2.1%110.4629.9%1.5%
65Δ106.3130.3%1.7%111.4630.0%1.2%
70Δ105.4629.9%1.4%112.4630.1%1.0%
75Δ104.4529.5%1.1%113.4630.1%0.8%
80Δ103.2229.4%0.8%114.4630.2%0.5%

20Δ

Calls
Pseudo strike
114.12
IV
28.5%
B/E move
6.0%
Puts
Pseudo strike
102.69
IV
32.7%
B/E move
6.0%

25Δ

Calls
Pseudo strike
113.23
IV
29.3%
B/E move
5.4%
Puts
Pseudo strike
104.10
IV
31.8%
B/E move
4.9%

30Δ

Calls
Pseudo strike
112.34
IV
30.2%
B/E move
4.8%
Puts
Pseudo strike
105.31
IV
31.2%
B/E move
4.1%

35Δ

Calls
Pseudo strike
111.44
IV
31.0%
B/E move
4.3%
Puts
Pseudo strike
106.15
IV
30.9%
B/E move
3.6%

40Δ

Calls
Pseudo strike
110.55
IV
31.8%
B/E move
3.7%
Puts
Pseudo strike
107.00
IV
30.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
109.67
IV
32.1%
B/E move
3.3%
Puts
Pseudo strike
107.85
IV
30.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
108.83
IV
31.7%
B/E move
2.9%
Puts
Pseudo strike
108.70
IV
30.3%
B/E move
2.3%

55Δ

Calls
Pseudo strike
107.99
IV
31.2%
B/E move
2.5%
Puts
Pseudo strike
109.54
IV
30.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
107.15
IV
30.8%
B/E move
2.1%
Puts
Pseudo strike
110.46
IV
29.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
106.31
IV
30.3%
B/E move
1.7%
Puts
Pseudo strike
111.46
IV
30.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
105.46
IV
29.9%
B/E move
1.4%
Puts
Pseudo strike
112.46
IV
30.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
104.45
IV
29.5%
B/E move
1.1%
Puts
Pseudo strike
113.46
IV
30.1%
B/E move
0.8%

80Δ

Calls
Pseudo strike
103.22
IV
29.4%
B/E move
0.8%
Puts
Pseudo strike
114.46
IV
30.2%
B/E move
0.5%

Options history

IV · four-Friday blend29.37%
Daily close
TROW23.6%27.2%30.7%2026-08-10: 26.39%2026-08-11: 27.41%2026-08-12: 24.94%2026-08-13: 27.38%2026-08-14: 24.66%2026-08-17: 27.77%2026-08-18: 28.29%2026-08-21: 24.66%2026-08-24: 24.76%2026-08-25: 25.27%2026-08-26: 25.16%2026-08-27: 25.81%2026-08-28: 25.46%2026-08-31: 24.64%2026-09-01: 24.34%2026-09-02: 24.12%2026-09-03: 24.52%2026-09-04: 25.47%2026-09-08: 24.83%2026-09-10: 28.83%2026-09-15: 30.19%2026-09-18: 24.84%2026-09-21: 25.43%2026-09-22: 25.42%2026-09-23: 25.16%2026-09-24: 24.98%2026-09-25: 25.81%2026-09-28: 24.47%2026-09-29: 27.98%2026-09-30: 25.93%2026-10-01: 25.30%2026-10-02: 26.28%2026-10-05: 26.46%2026-10-06: 26.81%2026-10-07: 25.26%2026-10-08: 27.79%2026-10-09: 28.10%2026-10-16: 25.93%2026-10-19: 27.00%2026-10-20: 27.22%2026-10-21: 27.35%2026-10-22: 28.03%2026-10-23: 28.67%2026-10-26: 28.77%2026-10-27: 30.10%2026-10-28: 27.98%2026-10-29: 26.57%2026-10-30: 29.37%Aug 10Sep 22Oct 30
48 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
26.39%
27.41%
24.94%
27.38%
24.66%
27.77%
28.29%
24.66%
24.76%
25.27%
25.16%
25.81%
25.46%
24.64%
24.34%
24.12%
24.52%
25.47%
24.83%
28.83%
30.19%
24.84%
25.43%
25.42%
25.16%
24.98%
25.81%
24.47%
27.98%
25.93%
25.30%
26.28%
26.46%
26.81%
25.26%
27.79%
28.10%
25.93%
27.00%
27.22%
27.35%
28.03%
28.67%
28.77%
30.10%
27.98%
26.57%
29.37%