IntraAlpha
Create free account Start free

T. Rowe Price Group Inc TROW

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-10-16T22:54:39.760Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:36:56.856720425Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:54:39.155650+00:00

Share price$101.00
1D-1.1%
AH$99.85$100.56$101.27$101.98$102.695:30 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$0.66$2.91$5.16$7.40$9.65$89.93$95.24$100.55$105.86$111.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TROW spot · $101.00TROW PRICE$0.90$1.22$1.54$1.86$2.33$2.80$3.28$3.75$4.29$4.95$5.61$6.28$6.94$1.02$1.34$1.68$2.02$2.35$2.97$3.69$4.42$5.15$5.94$6.96$7.98$9.01
PutsCheap0.94×
CallsExpensive1.14×
SkewBearish+1.04 pp
Implied moveBearish±$6.97
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.8825.4%8.7%94.5028.0%7.4%
25Δ107.5725.8%7.7%95.9627.1%6.3%
30Δ106.2726.1%6.7%97.1926.4%5.4%
35Δ104.9726.4%5.8%98.4225.8%4.6%
40Δ103.9026.5%5.2%99.6525.1%3.7%
45Δ102.8326.5%4.6%100.8025.5%3.1%
50Δ101.7626.6%4.0%101.9126.3%2.8%
55Δ100.6926.7%3.4%103.0327.1%2.4%
60Δ99.6226.6%2.9%104.1527.9%2.0%
65Δ98.5526.1%2.5%105.3328.4%1.6%
70Δ97.4825.5%2.1%106.7128.2%1.2%
75Δ96.4125.0%1.7%108.0927.9%0.9%
80Δ95.3424.5%1.3%109.4727.7%0.5%

20Δ

Calls
Pseudo strike
108.88
IV
25.4%
B/E move
8.7%
Puts
Pseudo strike
94.50
IV
28.0%
B/E move
7.4%

25Δ

Calls
Pseudo strike
107.57
IV
25.8%
B/E move
7.7%
Puts
Pseudo strike
95.96
IV
27.1%
B/E move
6.3%

30Δ

Calls
Pseudo strike
106.27
IV
26.1%
B/E move
6.7%
Puts
Pseudo strike
97.19
IV
26.4%
B/E move
5.4%

35Δ

Calls
Pseudo strike
104.97
IV
26.4%
B/E move
5.8%
Puts
Pseudo strike
98.42
IV
25.8%
B/E move
4.6%

40Δ

Calls
Pseudo strike
103.90
IV
26.5%
B/E move
5.2%
Puts
Pseudo strike
99.65
IV
25.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
102.83
IV
26.5%
B/E move
4.6%
Puts
Pseudo strike
100.80
IV
25.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
101.76
IV
26.6%
B/E move
4.0%
Puts
Pseudo strike
101.91
IV
26.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
100.69
IV
26.7%
B/E move
3.4%
Puts
Pseudo strike
103.03
IV
27.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
99.62
IV
26.6%
B/E move
2.9%
Puts
Pseudo strike
104.15
IV
27.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
98.55
IV
26.1%
B/E move
2.5%
Puts
Pseudo strike
105.33
IV
28.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
97.48
IV
25.5%
B/E move
2.1%
Puts
Pseudo strike
106.71
IV
28.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
96.41
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
108.09
IV
27.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
95.34
IV
24.5%
B/E move
1.3%
Puts
Pseudo strike
109.47
IV
27.7%
B/E move
0.5%