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WPP PLC WPP

i

Market datapartial · fetched 2026-11-13T02:09:38.111Z

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 · 2026-11-13T00:00:00.003820696Z

FundamentalsAlpha Vantage · unavailable

Share price$27.59
1D-0.4%
AH$27.57$27.66$27.74$27.83$27.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWPP
Sold putSold callAH

WPP PLC options

Live interpolated WPP call and put midpoint premiums by absolute delta.WPP PLC$0.45$1.13$1.81$2.50$3.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEWPP PRICE$0.67$0.95$1.22$1.50$1.77$1.98$2.12$2.26$2.41$2.55$2.69$2.84$2.98$0.52
Puts——
CallsExpensive4.31×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.39154.7%27.1%24.35108.7%13.6%
25Δ33.41159.4%24.5%
30Δ32.42164.2%21.9%
35Δ31.44168.9%19.4%
40Δ30.45173.6%16.8%
45Δ29.65169.3%14.6%
50Δ29.00157.3%12.8%
55Δ28.34145.3%10.9%
60Δ27.69133.3%9.1%
65Δ27.04121.3%7.3%
70Δ26.39109.2%5.4%
75Δ25.7497.2%3.6%
80Δ25.0885.2%1.7%

20Δ

Calls
Pseudo strike
34.39
IV
154.7%
B/E move
27.1%
Puts
Pseudo strike
24.35
IV
108.7%
B/E move
13.6%

25Δ

Calls
Pseudo strike
33.41
IV
159.4%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
32.42
IV
164.2%
B/E move
21.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
31.44
IV
168.9%
B/E move
19.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
30.45
IV
173.6%
B/E move
16.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
29.65
IV
169.3%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
29.00
IV
157.3%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
28.34
IV
145.3%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
27.69
IV
133.3%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
27.04
IV
121.3%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.39
IV
109.2%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.74
IV
97.2%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.08
IV
85.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.64%
Daily EOD
WPP49.3%51.5%53.6%2026-10-19: 53.28%2026-10-20: 51.67%2026-10-23: 50.91%2026-10-27: 53.16%2026-10-28: 49.64%Oct 19Oct 23Oct 28
5 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
53.28%
51.67%
50.91%
53.16%
49.64%