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T. Rowe Price Group Inc TROW

FINANCIAL SERVICES · ASSET MANAGEMENT
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Market dataready · fetched 2026-10-20T06:08:05.636Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:08:34.131020931Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:05.205762+00:00

Share price$100.40
1D-1.1%
AH$99.94$100.28$100.62$100.95$101.295:30 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$0.70$2.79$4.88$6.97$9.07$90.14$95.37$100.59$105.82$111.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TROW spot · $100.40TROW PRICE$0.92$1.24$1.56$1.93$2.36$2.78$3.21$3.63$4.52$5.42$6.32$7.23$8.46$1.04$1.34$1.74$2.14$2.54$2.95$3.53$4.12$4.70$5.29$5.99$7.14$8.28
PutsExpensive1.08×
CallsExpensive1.35×
SkewBullish-1.31 pp
Implied moveBearish±$6.74
TiltBalanced1.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.2127.0%8.7%93.5330.8%7.9%
25Δ106.9427.7%7.7%95.4628.8%6.2%
30Δ105.6628.5%6.8%96.6128.6%5.5%
35Δ104.4728.8%6.0%97.7528.5%4.8%
40Δ103.3628.6%5.3%98.9028.3%4.0%
45Δ102.2628.5%4.6%100.0428.2%3.3%
50Δ101.1528.3%3.9%101.0727.9%2.8%
55Δ100.0428.1%3.3%102.1127.6%2.4%
60Δ98.7829.1%2.9%103.1527.3%1.9%
65Δ97.5130.2%2.5%104.1827.0%1.5%
70Δ96.2431.2%2.2%105.3126.7%1.1%
75Δ94.9732.2%1.8%106.7426.6%0.8%
80Δ93.3831.6%1.4%108.1626.6%0.5%

20Δ

Calls
Pseudo strike
108.21
IV
27.0%
B/E move
8.7%
Puts
Pseudo strike
93.53
IV
30.8%
B/E move
7.9%

25Δ

Calls
Pseudo strike
106.94
IV
27.7%
B/E move
7.7%
Puts
Pseudo strike
95.46
IV
28.8%
B/E move
6.2%

30Δ

Calls
Pseudo strike
105.66
IV
28.5%
B/E move
6.8%
Puts
Pseudo strike
96.61
IV
28.6%
B/E move
5.5%

35Δ

Calls
Pseudo strike
104.47
IV
28.8%
B/E move
6.0%
Puts
Pseudo strike
97.75
IV
28.5%
B/E move
4.8%

40Δ

Calls
Pseudo strike
103.36
IV
28.6%
B/E move
5.3%
Puts
Pseudo strike
98.90
IV
28.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
102.26
IV
28.5%
B/E move
4.6%
Puts
Pseudo strike
100.04
IV
28.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
101.15
IV
28.3%
B/E move
3.9%
Puts
Pseudo strike
101.07
IV
27.9%
B/E move
2.8%

55Δ

Calls
Pseudo strike
100.04
IV
28.1%
B/E move
3.3%
Puts
Pseudo strike
102.11
IV
27.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
98.78
IV
29.1%
B/E move
2.9%
Puts
Pseudo strike
103.15
IV
27.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
97.51
IV
30.2%
B/E move
2.5%
Puts
Pseudo strike
104.18
IV
27.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
96.24
IV
31.2%
B/E move
2.2%
Puts
Pseudo strike
105.31
IV
26.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
94.97
IV
32.2%
B/E move
1.8%
Puts
Pseudo strike
106.74
IV
26.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
93.38
IV
31.6%
B/E move
1.4%
Puts
Pseudo strike
108.16
IV
26.6%
B/E move
0.5%

Options history

TROW27.6227.6527.682026-10-19T19:58:26.704000+00:00: 27.65%Oct 19Oct 19
Table
ObservationIVSkewImplied move
27.65%1.10 pp6.72%