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Automatic Data Processing, Inc. Common Stock ADP

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-06T20:55:25.322Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:55:24.225394207Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T20:50:55.215677+00:00

Share price$303.43
1D+1.4%
$296$298$300$303$3055:30 AM6:30 AM9:00 AM1:00 PMADP
Sold putSold call

Automatic Data Processing, Inc. Common Stock options

Live interpolated ADP call and put midpoint premiums by absolute delta.Automatic Data Processing, Inc. Common Stock$1.23$4.30$7.37$10.45$13.52$284.00$294.36$304.72$315.08$325.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ADP spot · $303.43ADP PRICE$1.74$1.95$2.40$2.98$3.62$4.04$4.83$5.75$6.70$7.80$9.06$10.46$12.46$1.56$2.08$2.59$3.10$3.68$4.36$5.11$5.94$6.91$8.21$10.00$11.64$12.63
PutsCheap0.84×
CallsCheap0.73×
SkewBullish-0.42 pp
Implied moveBearish±$9.94
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ317.7437.7%5.3%292.6532.5%4.1%
25Δ313.1731.8%3.9%294.9032.4%3.5%
30Δ310.8130.6%3.2%297.0331.6%3.0%
35Δ308.9430.6%2.8%298.9730.5%2.5%
40Δ307.2831.0%2.5%300.7329.9%2.1%
45Δ305.4829.0%2.0%302.3429.8%1.8%
50Δ303.8729.3%1.7%303.9129.6%1.5%
55Δ302.3230.2%1.5%305.4829.5%1.3%
60Δ300.6930.3%1.3%307.0929.6%1.1%
65Δ298.9630.7%1.1%308.9330.3%0.9%
70Δ297.1431.1%0.9%311.1632.0%0.7%
75Δ295.1931.2%0.7%313.2932.4%0.6%
80Δ292.7432.2%0.6%314.8930.4%0.4%

20Δ

Calls
Pseudo strike
317.74
IV
37.7%
B/E move
5.3%
Puts
Pseudo strike
292.65
IV
32.5%
B/E move
4.1%

25Δ

Calls
Pseudo strike
313.17
IV
31.8%
B/E move
3.9%
Puts
Pseudo strike
294.90
IV
32.4%
B/E move
3.5%

30Δ

Calls
Pseudo strike
310.81
IV
30.6%
B/E move
3.2%
Puts
Pseudo strike
297.03
IV
31.6%
B/E move
3.0%

35Δ

Calls
Pseudo strike
308.94
IV
30.6%
B/E move
2.8%
Puts
Pseudo strike
298.97
IV
30.5%
B/E move
2.5%

40Δ

Calls
Pseudo strike
307.28
IV
31.0%
B/E move
2.5%
Puts
Pseudo strike
300.73
IV
29.9%
B/E move
2.1%

45Δ

Calls
Pseudo strike
305.48
IV
29.0%
B/E move
2.0%
Puts
Pseudo strike
302.34
IV
29.8%
B/E move
1.8%

50Δ

Calls
Pseudo strike
303.87
IV
29.3%
B/E move
1.7%
Puts
Pseudo strike
303.91
IV
29.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
302.32
IV
30.2%
B/E move
1.5%
Puts
Pseudo strike
305.48
IV
29.5%
B/E move
1.3%

60Δ

Calls
Pseudo strike
300.69
IV
30.3%
B/E move
1.3%
Puts
Pseudo strike
307.09
IV
29.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
298.96
IV
30.7%
B/E move
1.1%
Puts
Pseudo strike
308.93
IV
30.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
297.14
IV
31.1%
B/E move
0.9%
Puts
Pseudo strike
311.16
IV
32.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
295.19
IV
31.2%
B/E move
0.7%
Puts
Pseudo strike
313.29
IV
32.4%
B/E move
0.6%

80Δ

Calls
Pseudo strike
292.74
IV
32.2%
B/E move
0.6%
Puts
Pseudo strike
314.89
IV
30.4%
B/E move
0.4%

Options history

IV · four-Friday blend26.89%
Daily close
ADP24.2%34.1%44.0%2026-08-10: 28.32%2026-08-11: 29.57%2026-08-12: 26.92%2026-08-13: 31.53%2026-08-14: 27.50%2026-08-17: 29.59%2026-08-18: 29.96%2026-08-19: 30.03%2026-08-20: 30.59%2026-08-21: 26.51%2026-08-24: 29.38%2026-08-25: 29.52%2026-08-26: 29.67%2026-08-27: 28.62%2026-08-28: 25.85%2026-08-31: 26.45%2026-09-01: 26.95%2026-09-02: 26.91%2026-09-03: 26.66%2026-09-04: 26.25%2026-09-08: 31.55%2026-09-09: 31.79%2026-09-10: 32.54%2026-09-11: 26.68%2026-09-14: 30.09%2026-09-15: 30.19%2026-09-16: 29.64%2026-09-17: 28.87%2026-09-18: 25.70%2026-09-21: 27.96%2026-09-22: 27.39%2026-09-23: 28.32%2026-09-24: 29.03%2026-09-25: 26.22%2026-09-28: 27.81%2026-09-29: 27.97%2026-09-30: 27.34%2026-10-01: 29.73%2026-10-02: 25.59%2026-10-05: 27.66%2026-10-06: 28.35%2026-10-07: 27.05%2026-10-08: 27.52%2026-10-09: 27.10%2026-10-12: 28.15%2026-10-13: 30.13%2026-10-14: 30.14%2026-10-15: 32.88%2026-10-16: 31.48%2026-10-19: 33.56%2026-10-20: 34.43%2026-10-21: 34.76%2026-10-22: 37.99%2026-10-23: 37.86%2026-10-26: 40.25%2026-10-27: 42.65%2026-10-28: 28.11%2026-10-29: 28.66%2026-10-30: 26.89%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.32%
29.57%
26.92%
31.53%
27.50%
29.59%
29.96%
30.03%
30.59%
26.51%
29.38%
29.52%
29.67%
28.62%
25.85%
26.45%
26.95%
26.91%
26.66%
26.25%
31.55%
31.79%
32.54%
26.68%
30.09%
30.19%
29.64%
28.87%
25.70%
27.96%
27.39%
28.32%
29.03%
26.22%
27.81%
27.97%
27.34%
29.73%
25.59%
27.66%
28.35%
27.05%
27.52%
27.10%
28.15%
30.13%
30.14%
32.88%
31.48%
33.56%
34.43%
34.76%
37.99%
37.86%
40.25%
42.65%
28.11%
28.66%
26.89%