IntraAlpha
Create free account Start free

T. Rowe Price Group Inc TROW

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-15T21:07:55.058Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:24:56.405394408Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:07:53.259657+00:00

Share price$101.37
1D+1.6%
AH$99.59$100.21$100.84$101.46$102.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTROW
Sold putSold callAH

T. Rowe Price Group Inc options

Live interpolated TROW call and put midpoint premiums by absolute delta.T. Rowe Price Group Inc$0.00$5.50$11.01$16.51$22.01$91.77$96.84$101.91$106.98$112.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $101.37OPTION PRICELive TROW spot · $101.37TROW PRICE$1.17$1.23$1.30$1.37$1.43$1.50$1.57$1.63$1.70$1.77$1.84$5.00$9.02$0.54$0.48$2.29$4.10$5.92$7.73$9.54$11.35$13.17$14.98$16.79$18.61$20.42
PutsExpensive9.27×
CallsExpensive6.74×
SkewBullish-21.02 pp
Implied moveBearish±$11.11
TiltBearish61.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.03304.8%21.5%93.72150.5%8.1%
25Δ119.87279.7%19.5%100.1940.4%1.6%
30Δ117.72254.6%17.4%102.0859.8%1.6%
35Δ115.56229.5%15.3%103.9779.2%1.5%
40Δ113.41204.3%13.3%105.8698.6%1.4%
45Δ111.25179.2%11.2%107.75118.1%1.3%
50Δ109.09154.1%9.2%109.65137.5%1.2%
55Δ106.94129.0%7.1%111.54156.9%1.2%
60Δ104.78103.9%5.0%113.43176.3%1.1%
65Δ102.6378.8%3.0%115.32195.7%1.0%
70Δ100.4753.7%0.9%117.22215.1%0.9%
75Δ96.8285.3%0.4%119.11234.5%0.9%
80Δ92.76132.8%0.4%121.00253.9%0.8%

20Δ

Calls
Pseudo strike
122.03
IV
304.8%
B/E move
21.5%
Puts
Pseudo strike
93.72
IV
150.5%
B/E move
8.1%

25Δ

Calls
Pseudo strike
119.87
IV
279.7%
B/E move
19.5%
Puts
Pseudo strike
100.19
IV
40.4%
B/E move
1.6%

30Δ

Calls
Pseudo strike
117.72
IV
254.6%
B/E move
17.4%
Puts
Pseudo strike
102.08
IV
59.8%
B/E move
1.6%

35Δ

Calls
Pseudo strike
115.56
IV
229.5%
B/E move
15.3%
Puts
Pseudo strike
103.97
IV
79.2%
B/E move
1.5%

40Δ

Calls
Pseudo strike
113.41
IV
204.3%
B/E move
13.3%
Puts
Pseudo strike
105.86
IV
98.6%
B/E move
1.4%

45Δ

Calls
Pseudo strike
111.25
IV
179.2%
B/E move
11.2%
Puts
Pseudo strike
107.75
IV
118.1%
B/E move
1.3%

50Δ

Calls
Pseudo strike
109.09
IV
154.1%
B/E move
9.2%
Puts
Pseudo strike
109.65
IV
137.5%
B/E move
1.2%

55Δ

Calls
Pseudo strike
106.94
IV
129.0%
B/E move
7.1%
Puts
Pseudo strike
111.54
IV
156.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
104.78
IV
103.9%
B/E move
5.0%
Puts
Pseudo strike
113.43
IV
176.3%
B/E move
1.1%

65Δ

Calls
Pseudo strike
102.63
IV
78.8%
B/E move
3.0%
Puts
Pseudo strike
115.32
IV
195.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
100.47
IV
53.7%
B/E move
0.9%
Puts
Pseudo strike
117.22
IV
215.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
96.82
IV
85.3%
B/E move
0.4%
Puts
Pseudo strike
119.11
IV
234.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
92.76
IV
132.8%
B/E move
0.4%
Puts
Pseudo strike
121.00
IV
253.9%
B/E move
0.8%