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Colgate-Palmolive Company CL

i

Market dataready · fetched 2026-11-04T03:46:29.564Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:13:34.909231759Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:46:29.260580+00:00

Share price$95.62
1D-1.8%
AH$94.81$95.51$96.22$96.92$97.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCL
Sold putSold callAH

Colgate-Palmolive Company options

Live interpolated CL call and put midpoint premiums by absolute delta.Colgate-Palmolive Company$0.26$0.99$1.72$2.44$3.17$90.42$92.78$95.14$97.49$99.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CL spot · $95.62CL PRICE$0.34$0.44$0.58$0.72$0.87$1.00$1.13$1.26$1.51$1.79$2.08$2.41$0.38$0.58$0.79$0.99$1.17$1.36$1.62$1.87$2.15$2.44$2.96
Puts——
Calls——
Skew——
Implied moveBearish±$2.17
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.1236.2%3.0%
25Δ97.3227.7%2.1%93.4540.3%2.9%
30Δ96.8325.6%1.7%93.7844.4%2.7%
35Δ96.5627.1%1.6%
40Δ96.2928.5%1.5%
45Δ96.0130.0%1.3%95.3432.7%1.3%
50Δ95.7029.2%1.1%95.6932.8%1.1%
55Δ95.3928.3%0.9%96.0633.0%1.0%
60Δ95.0827.5%0.8%96.4533.4%0.8%
65Δ94.7227.9%0.6%96.8433.7%0.7%
70Δ94.3428.9%0.5%97.2533.5%0.5%
75Δ93.9629.7%0.4%97.6632.9%0.4%
80Δ93.5329.3%0.3%98.2934.4%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.12
IV
36.2%
B/E move
3.0%

25Δ

Calls
Pseudo strike
97.32
IV
27.7%
B/E move
2.1%
Puts
Pseudo strike
93.45
IV
40.3%
B/E move
2.9%

30Δ

Calls
Pseudo strike
96.83
IV
25.6%
B/E move
1.7%
Puts
Pseudo strike
93.78
IV
44.4%
B/E move
2.7%

35Δ

Calls
Pseudo strike
96.56
IV
27.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
96.29
IV
28.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
96.01
IV
30.0%
B/E move
1.3%
Puts
Pseudo strike
95.34
IV
32.7%
B/E move
1.3%

50Δ

Calls
Pseudo strike
95.70
IV
29.2%
B/E move
1.1%
Puts
Pseudo strike
95.69
IV
32.8%
B/E move
1.1%

55Δ

Calls
Pseudo strike
95.39
IV
28.3%
B/E move
0.9%
Puts
Pseudo strike
96.06
IV
33.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
95.08
IV
27.5%
B/E move
0.8%
Puts
Pseudo strike
96.45
IV
33.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
94.72
IV
27.9%
B/E move
0.6%
Puts
Pseudo strike
96.84
IV
33.7%
B/E move
0.7%

70Δ

Calls
Pseudo strike
94.34
IV
28.9%
B/E move
0.5%
Puts
Pseudo strike
97.25
IV
33.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
93.96
IV
29.7%
B/E move
0.4%
Puts
Pseudo strike
97.66
IV
32.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
93.53
IV
29.3%
B/E move
0.3%
Puts
Pseudo strike
98.29
IV
34.4%
B/E move
0.3%

Options history

IV · four-Friday blend24.35%
Daily close
CL17.8%28.3%38.9%2026-08-05: 25.16%2026-08-07: 22.42%2026-08-10: 24.60%2026-08-11: 21.49%2026-08-12: 24.45%2026-08-13: 21.27%2026-08-14: 21.84%2026-08-17: 22.31%2026-08-18: 22.68%2026-08-19: 27.71%2026-08-20: 26.45%2026-08-21: 22.40%2026-08-24: 24.55%2026-08-25: 22.16%2026-08-26: 21.31%2026-08-27: 19.38%2026-08-28: 19.24%2026-08-31: 21.96%2026-09-01: 21.33%2026-09-02: 21.18%2026-09-03: 20.97%2026-09-04: 19.56%2026-09-08: 23.51%2026-09-09: 21.45%2026-09-10: 23.62%2026-09-11: 22.43%2026-09-14: 23.43%2026-09-15: 26.18%2026-09-16: 24.49%2026-09-17: 21.65%2026-09-18: 19.70%2026-09-21: 21.60%2026-09-22: 21.57%2026-09-23: 22.42%2026-09-24: 29.06%2026-09-25: 21.92%2026-09-28: 22.39%2026-09-29: 21.59%2026-09-30: 24.55%2026-10-01: 27.02%2026-10-02: 21.44%2026-10-05: 22.28%2026-10-06: 21.47%2026-10-07: 24.58%2026-10-08: 24.64%2026-10-09: 21.20%2026-10-12: 23.14%2026-10-13: 23.64%2026-10-14: 26.23%2026-10-15: 24.43%2026-10-16: 25.42%2026-10-19: 25.52%2026-10-20: 25.37%2026-10-21: 25.52%2026-10-22: 28.46%2026-10-23: 26.50%2026-10-26: 30.85%2026-10-27: 30.81%2026-10-28: 34.42%2026-10-29: 37.44%2026-10-30: 24.35%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
25.16%
22.42%
24.60%
21.49%
24.45%
21.27%
21.84%
22.31%
22.68%
27.71%
26.45%
22.40%
24.55%
22.16%
21.31%
19.38%
19.24%
21.96%
21.33%
21.18%
20.97%
19.56%
23.51%
21.45%
23.62%
22.43%
23.43%
26.18%
24.49%
21.65%
19.70%
21.60%
21.57%
22.42%
29.06%
21.92%
22.39%
21.59%
24.55%
27.02%
21.44%
22.28%
21.47%
24.58%
24.64%
21.20%
23.14%
23.64%
26.23%
24.43%
25.42%
25.52%
25.37%
25.52%
28.46%
26.50%
30.85%
30.81%
34.42%
37.44%
24.35%