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Willis Towers Watson Public Limited Company Ordinary Shares WTW

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Market datapartial · fetched 2026-10-22T21:14:05.041Z

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 · 2026-10-22T20:11:09.531833493Z

FundamentalsAlpha Vantage · unavailable

Share price$330.01
1D+3.2%
AH$319$322$326$330$3335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTW
Sold putSold callAH

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$2.34$11.05$19.76$28.47$37.18$270.44$296.56$322.68$348.79$374.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTW spot · $330.01WTW PRICE$3.28$4.36$5.54$6.97$8.41$10.31$12.28$14.49$17.17$19.94$24.15$28.78$34.66$3.86$5.01$6.13$7.33$8.73$10.14$11.78$13.57$15.36$17.43$19.61$21.79$25.14
PutsCheap0.94×
CallsFair0.95×
SkewBullish-5.59 pp
Implied moveBullish±$24.06
TiltBullish6.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ359.5733.0%10.0%305.7135.2%8.5%
25Δ354.0432.7%8.6%311.3934.4%7.2%
30Δ348.8832.5%7.4%316.3732.9%6.0%
35Δ344.7133.0%6.6%321.0331.7%4.9%
40Δ340.5533.4%5.7%324.8231.0%4.2%
45Δ336.5534.0%5.1%328.6130.4%3.5%
50Δ332.5834.7%4.5%332.1829.8%2.9%
55Δ328.4735.4%3.9%335.6229.3%2.4%
60Δ324.1136.2%3.4%339.0528.9%1.9%
65Δ319.6837.1%2.9%342.4728.2%1.5%
70Δ314.1438.9%2.5%345.8727.4%1.1%
75Δ308.1940.8%2.1%349.2826.7%0.8%
80Δ301.0243.0%1.7%353.5626.1%0.5%

20Δ

Calls
Pseudo strike
359.57
IV
33.0%
B/E move
10.0%
Puts
Pseudo strike
305.71
IV
35.2%
B/E move
8.5%

25Δ

Calls
Pseudo strike
354.04
IV
32.7%
B/E move
8.6%
Puts
Pseudo strike
311.39
IV
34.4%
B/E move
7.2%

30Δ

Calls
Pseudo strike
348.88
IV
32.5%
B/E move
7.4%
Puts
Pseudo strike
316.37
IV
32.9%
B/E move
6.0%

35Δ

Calls
Pseudo strike
344.71
IV
33.0%
B/E move
6.6%
Puts
Pseudo strike
321.03
IV
31.7%
B/E move
4.9%

40Δ

Calls
Pseudo strike
340.55
IV
33.4%
B/E move
5.7%
Puts
Pseudo strike
324.82
IV
31.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
336.55
IV
34.0%
B/E move
5.1%
Puts
Pseudo strike
328.61
IV
30.4%
B/E move
3.5%

50Δ

Calls
Pseudo strike
332.58
IV
34.7%
B/E move
4.5%
Puts
Pseudo strike
332.18
IV
29.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
328.47
IV
35.4%
B/E move
3.9%
Puts
Pseudo strike
335.62
IV
29.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
324.11
IV
36.2%
B/E move
3.4%
Puts
Pseudo strike
339.05
IV
28.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
319.68
IV
37.1%
B/E move
2.9%
Puts
Pseudo strike
342.47
IV
28.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
314.14
IV
38.9%
B/E move
2.5%
Puts
Pseudo strike
345.87
IV
27.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
308.19
IV
40.8%
B/E move
2.1%
Puts
Pseudo strike
349.28
IV
26.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
301.02
IV
43.0%
B/E move
1.7%
Puts
Pseudo strike
353.56
IV
26.1%
B/E move
0.5%

Options history

No recorded observations