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WPP PLC ADR WPP

COMMUNICATION SERVICES · ADVERTISING AGENCIES
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Market dataready · fetched 2026-10-23T00:46:52.566Z

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 · 2026-10-22T23:00:00.002741327Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:46:52.039691+00:00

Share price$26.71
1D+2.1%
AH$26.14$26.37$26.60$26.83$27.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWPP
Sold putSold callAH

WPP PLC ADR options

Live interpolated WPP call and put midpoint premiums by absolute delta.WPP PLC ADR$0.29$2.61$4.93$7.24$9.56$20.79$23.37$25.94$28.52$31.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WPP spot · $26.71WPP PRICE$0.54$0.72$0.90$1.09$1.27$1.45$1.63$1.82$2.00$2.18$2.45$3.01$0.82$0.77$0.83$1.22$1.61$2.00$2.39$2.78$3.17$3.56$3.95$6.27$8.89
PutsExpensive1.75×
CallsExpensive1.15×
SkewBearish+20.42 pp
Implied moveBearish±$3.84
TiltBearish33.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7397.7%21.7%
25Δ29.7748.5%13.5%23.6270.1%14.4%
30Δ29.2847.9%12.3%25.1650.3%8.9%
35Δ28.7947.3%11.2%25.7551.9%8.1%
40Δ28.3046.7%10.0%26.3553.5%7.4%
45Δ27.8246.0%8.9%26.9455.1%6.6%
50Δ27.3345.4%7.7%27.5456.7%5.8%
55Δ26.8444.8%6.6%28.1358.3%5.1%
60Δ26.3544.1%5.5%28.7359.9%4.3%
65Δ25.8743.5%4.3%29.3261.5%3.5%
70Δ25.3842.9%3.2%29.9263.1%2.8%
75Δ24.8542.6%2.2%32.3178.8%2.5%
80Δ24.1843.3%1.8%34.9996.8%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.73
IV
97.7%
B/E move
21.7%

25Δ

Calls
Pseudo strike
29.77
IV
48.5%
B/E move
13.5%
Puts
Pseudo strike
23.62
IV
70.1%
B/E move
14.4%

30Δ

Calls
Pseudo strike
29.28
IV
47.9%
B/E move
12.3%
Puts
Pseudo strike
25.16
IV
50.3%
B/E move
8.9%

35Δ

Calls
Pseudo strike
28.79
IV
47.3%
B/E move
11.2%
Puts
Pseudo strike
25.75
IV
51.9%
B/E move
8.1%

40Δ

Calls
Pseudo strike
28.30
IV
46.7%
B/E move
10.0%
Puts
Pseudo strike
26.35
IV
53.5%
B/E move
7.4%

45Δ

Calls
Pseudo strike
27.82
IV
46.0%
B/E move
8.9%
Puts
Pseudo strike
26.94
IV
55.1%
B/E move
6.6%

50Δ

Calls
Pseudo strike
27.33
IV
45.4%
B/E move
7.7%
Puts
Pseudo strike
27.54
IV
56.7%
B/E move
5.8%

55Δ

Calls
Pseudo strike
26.84
IV
44.8%
B/E move
6.6%
Puts
Pseudo strike
28.13
IV
58.3%
B/E move
5.1%

60Δ

Calls
Pseudo strike
26.35
IV
44.1%
B/E move
5.5%
Puts
Pseudo strike
28.73
IV
59.9%
B/E move
4.3%

65Δ

Calls
Pseudo strike
25.87
IV
43.5%
B/E move
4.3%
Puts
Pseudo strike
29.32
IV
61.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
25.38
IV
42.9%
B/E move
3.2%
Puts
Pseudo strike
29.92
IV
63.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
24.85
IV
42.6%
B/E move
2.2%
Puts
Pseudo strike
32.31
IV
78.8%
B/E move
2.5%

80Δ

Calls
Pseudo strike
24.18
IV
43.3%
B/E move
1.8%
Puts
Pseudo strike
34.99
IV
96.8%
B/E move
2.3%

Options history

No recorded observations