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WPP PLC WPP

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Market datapartial · fetched 2026-10-23T15:47:15.251Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:47:10.434322596Z

FundamentalsAlpha Vantage · unavailable

Share price$26.65
1D+0.0%
$26.12$26.27$26.43$26.58$26.735:30 AM6:30 AM9:00 AM1:00 PMWPP
Sold putSold call

WPP PLC options

Live interpolated WPP call and put midpoint premiums by absolute delta.WPP PLC$0.22$1.67$3.12$4.57$6.02$20.81$23.44$26.07$28.71$31.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WPP spot · $26.65WPP PRICE$0.38$0.54$0.73$0.92$1.11$1.29$1.48$1.67$1.86$2.04$2.23$3.40$5.60$1.02$0.94$0.85$1.18$1.53$1.89$2.24$2.59$2.94$3.30$3.65$5.12
PutsExpensive1.76×
CallsExpensive1.24×
SkewBearish+15.55 pp
Implied moveBearish±$3.72
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.3649.3%15.3%21.19116.0%24.3%
25Δ29.5746.7%13.0%23.0486.4%17.1%
30Δ29.0946.5%11.9%24.8956.7%9.8%
35Δ28.6146.4%10.8%25.5455.3%8.6%
40Δ28.1346.2%9.7%26.1255.7%7.7%
45Δ27.6546.0%8.6%26.7056.2%6.9%
50Δ27.1745.8%7.5%27.2856.6%6.1%
55Δ26.6845.7%6.4%27.8557.0%5.2%
60Δ26.2045.5%5.3%28.4357.4%4.4%
65Δ25.7245.3%4.2%29.0157.8%3.5%
70Δ25.2445.1%3.1%29.5958.3%2.7%
75Δ23.8856.6%2.4%31.2068.7%2.2%
80Δ21.6280.1%2.1%

20Δ

Calls
Pseudo strike
30.36
IV
49.3%
B/E move
15.3%
Puts
Pseudo strike
21.19
IV
116.0%
B/E move
24.3%

25Δ

Calls
Pseudo strike
29.57
IV
46.7%
B/E move
13.0%
Puts
Pseudo strike
23.04
IV
86.4%
B/E move
17.1%

30Δ

Calls
Pseudo strike
29.09
IV
46.5%
B/E move
11.9%
Puts
Pseudo strike
24.89
IV
56.7%
B/E move
9.8%

35Δ

Calls
Pseudo strike
28.61
IV
46.4%
B/E move
10.8%
Puts
Pseudo strike
25.54
IV
55.3%
B/E move
8.6%

40Δ

Calls
Pseudo strike
28.13
IV
46.2%
B/E move
9.7%
Puts
Pseudo strike
26.12
IV
55.7%
B/E move
7.7%

45Δ

Calls
Pseudo strike
27.65
IV
46.0%
B/E move
8.6%
Puts
Pseudo strike
26.70
IV
56.2%
B/E move
6.9%

50Δ

Calls
Pseudo strike
27.17
IV
45.8%
B/E move
7.5%
Puts
Pseudo strike
27.28
IV
56.6%
B/E move
6.1%

55Δ

Calls
Pseudo strike
26.68
IV
45.7%
B/E move
6.4%
Puts
Pseudo strike
27.85
IV
57.0%
B/E move
5.2%

60Δ

Calls
Pseudo strike
26.20
IV
45.5%
B/E move
5.3%
Puts
Pseudo strike
28.43
IV
57.4%
B/E move
4.4%

65Δ

Calls
Pseudo strike
25.72
IV
45.3%
B/E move
4.2%
Puts
Pseudo strike
29.01
IV
57.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
25.24
IV
45.1%
B/E move
3.1%
Puts
Pseudo strike
29.59
IV
58.3%
B/E move
2.7%

75Δ

Calls
Pseudo strike
23.88
IV
56.6%
B/E move
2.4%
Puts
Pseudo strike
31.20
IV
68.7%
B/E move
2.2%

80Δ

Calls
Pseudo strike
21.62
IV
80.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations