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Colgate-Palmolive Company CL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-04T07:39:34.730Z

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

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T07:39:33.459119+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$0.27$0.96$1.65$2.35$3.04$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$0.73$0.87$1.01$1.14$1.27$1.52$1.81$2.10$2.44$0.38$0.58$0.78$0.99$1.17$1.35$1.61$1.86$2.13$2.42$2.84
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
20Δ93.1244.2%3.0%
25Δ97.3131.9%2.1%93.4549.2%2.9%
30Δ96.8331.5%1.7%93.7754.2%2.8%
35Δ96.5533.3%1.6%
40Δ96.2835.1%1.5%
45Δ96.0036.9%1.3%95.3339.8%1.3%
50Δ95.6935.9%1.1%95.6840.0%1.2%
55Δ95.3834.9%0.9%96.0440.2%1.0%
60Δ95.0733.8%0.8%96.4340.6%0.8%
65Δ94.7034.5%0.6%96.8241.0%0.7%
70Δ94.3235.7%0.5%97.2240.8%0.6%
75Δ93.9336.7%0.4%97.6340.0%0.4%
80Δ93.5036.2%0.3%98.1740.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
93.12
IV
44.2%
B/E move
3.0%

25Δ

Calls
Pseudo strike
97.31
IV
31.9%
B/E move
2.1%
Puts
Pseudo strike
93.45
IV
49.2%
B/E move
2.9%

30Δ

Calls
Pseudo strike
96.83
IV
31.5%
B/E move
1.7%
Puts
Pseudo strike
93.77
IV
54.2%
B/E move
2.8%

35Δ

Calls
Pseudo strike
96.55
IV
33.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
96.28
IV
35.1%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
96.00
IV
36.9%
B/E move
1.3%
Puts
Pseudo strike
95.33
IV
39.8%
B/E move
1.3%

50Δ

Calls
Pseudo strike
95.69
IV
35.9%
B/E move
1.1%
Puts
Pseudo strike
95.68
IV
40.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
95.38
IV
34.9%
B/E move
0.9%
Puts
Pseudo strike
96.04
IV
40.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
95.07
IV
33.8%
B/E move
0.8%
Puts
Pseudo strike
96.43
IV
40.6%
B/E move
0.8%

65Δ

Calls
Pseudo strike
94.70
IV
34.5%
B/E move
0.6%
Puts
Pseudo strike
96.82
IV
41.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
94.32
IV
35.7%
B/E move
0.5%
Puts
Pseudo strike
97.22
IV
40.8%
B/E move
0.6%

75Δ

Calls
Pseudo strike
93.93
IV
36.7%
B/E move
0.4%
Puts
Pseudo strike
97.63
IV
40.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
93.50
IV
36.2%
B/E move
0.3%
Puts
Pseudo strike
98.17
IV
40.7%
B/E move
0.3%

Options history

IV · four-Friday blend24.35%
Daily close
CL17.8%28.3%38.9%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 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
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%