IntraAlpha
Create free account Start free

Willis Towers Watson Public Limited Company Ordinary Shares WTW

i

Market datapartial · fetched 2026-10-22T14:54:03.256Z

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 · 2026-10-22T14:53:57.322471978Z

FundamentalsAlpha Vantage · unavailable

Share price$326.64
1D+2.1%
$319$321$324$326$3285:30 AM6:30 AM9:00 AM1:00 PMWTW
Sold putSold call

Willis Towers Watson Public Limited Company Ordinary Shares options

Live interpolated WTW call and put midpoint premiums by absolute delta.Willis Towers Watson Public Limited Company Ordinary Shares$2.05$10.39$18.72$27.05$35.39$270.88$295.86$320.83$345.80$370.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTW spot · $326.64WTW PRICE$2.95$3.97$5.14$6.32$7.76$9.20$10.77$12.61$14.45$16.89$19.88$23.09$27.57$4.15$5.42$6.71$8.01$9.47$11.25$13.04$15.31$17.73$20.49$24.16$28.11$32.99
PutsExpensive1.08×
CallsCheap0.83×
SkewBearish+3.61 pp
Implied moveBearish±$23.81
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ353.1429.7%9.0%300.8938.2%9.2%
25Δ348.0429.7%7.8%306.6937.3%7.8%
30Δ343.9930.1%6.9%312.0336.2%6.5%
35Δ339.9630.5%6.0%316.7734.9%5.5%
40Δ336.2530.6%5.3%321.2533.9%4.5%
45Δ332.5530.7%4.6%325.1733.6%3.9%
50Δ328.8930.7%4.0%329.0933.3%3.2%
55Δ325.3230.7%3.5%333.0733.2%2.7%
60Δ321.7430.7%2.9%337.0733.2%2.2%
65Δ317.8431.0%2.5%341.3133.2%1.8%
70Δ313.6131.8%2.1%346.2233.7%1.4%
75Δ309.2032.6%1.7%351.3634.1%1.0%
80Δ303.6433.5%1.4%357.3434.3%0.7%

20Δ

Calls
Pseudo strike
353.14
IV
29.7%
B/E move
9.0%
Puts
Pseudo strike
300.89
IV
38.2%
B/E move
9.2%

25Δ

Calls
Pseudo strike
348.04
IV
29.7%
B/E move
7.8%
Puts
Pseudo strike
306.69
IV
37.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
343.99
IV
30.1%
B/E move
6.9%
Puts
Pseudo strike
312.03
IV
36.2%
B/E move
6.5%

35Δ

Calls
Pseudo strike
339.96
IV
30.5%
B/E move
6.0%
Puts
Pseudo strike
316.77
IV
34.9%
B/E move
5.5%

40Δ

Calls
Pseudo strike
336.25
IV
30.6%
B/E move
5.3%
Puts
Pseudo strike
321.25
IV
33.9%
B/E move
4.5%

45Δ

Calls
Pseudo strike
332.55
IV
30.7%
B/E move
4.6%
Puts
Pseudo strike
325.17
IV
33.6%
B/E move
3.9%

50Δ

Calls
Pseudo strike
328.89
IV
30.7%
B/E move
4.0%
Puts
Pseudo strike
329.09
IV
33.3%
B/E move
3.2%

55Δ

Calls
Pseudo strike
325.32
IV
30.7%
B/E move
3.5%
Puts
Pseudo strike
333.07
IV
33.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
321.74
IV
30.7%
B/E move
2.9%
Puts
Pseudo strike
337.07
IV
33.2%
B/E move
2.2%

65Δ

Calls
Pseudo strike
317.84
IV
31.0%
B/E move
2.5%
Puts
Pseudo strike
341.31
IV
33.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
313.61
IV
31.8%
B/E move
2.1%
Puts
Pseudo strike
346.22
IV
33.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
309.20
IV
32.6%
B/E move
1.7%
Puts
Pseudo strike
351.36
IV
34.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
303.64
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
357.34
IV
34.3%
B/E move
0.7%

Options history

No recorded observations