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Clorox Company CLX

i

Market datapartial · fetched 2026-11-03T21:07:49.969Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:07.497326616Z

FundamentalsAlpha Vantage · unavailable

Share price$93.80
1D+1.7%
AH$91.40$92.08$92.77$93.45$94.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLX
Sold putSold callAH

Clorox Company options

Live interpolated CLX call and put midpoint premiums by absolute delta.Clorox Company$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECLX PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.58%
Daily close
CLX29.0%34.7%40.4%2026-08-05: 33.25%2026-08-06: 32.99%2026-08-07: 31.21%2026-08-10: 32.68%2026-08-12: 30.51%2026-08-13: 30.17%2026-08-14: 30.12%2026-08-21: 30.91%2026-08-24: 30.62%2026-08-25: 31.04%2026-08-26: 30.18%2026-08-27: 30.73%2026-08-28: 29.81%2026-08-31: 30.42%2026-09-01: 31.37%2026-09-02: 30.49%2026-09-03: 30.70%2026-09-04: 30.41%2026-09-08: 32.88%2026-09-09: 32.28%2026-09-10: 32.28%2026-09-11: 33.85%2026-09-14: 33.92%2026-09-16: 35.23%2026-09-17: 34.84%2026-09-18: 33.71%2026-09-21: 34.12%2026-09-22: 33.81%2026-09-23: 33.99%2026-09-24: 35.23%2026-09-25: 35.10%2026-09-28: 35.42%2026-09-29: 36.21%2026-09-30: 36.83%2026-10-01: 37.01%2026-10-02: 36.93%2026-10-05: 37.30%2026-10-06: 35.81%2026-10-07: 35.58%2026-10-08: 35.99%2026-10-12: 36.45%2026-10-13: 37.18%2026-10-14: 37.84%2026-10-16: 36.88%2026-10-19: 36.37%2026-10-20: 36.32%2026-10-21: 36.78%2026-10-22: 38.56%2026-10-23: 38.31%2026-10-26: 38.18%2026-10-27: 38.01%2026-10-28: 37.20%2026-10-29: 37.85%2026-10-30: 39.58%Aug 5Sep 21Oct 30
54 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
33.25%
32.99%
31.21%
32.68%
30.51%
30.17%
30.12%
30.91%
30.62%
31.04%
30.18%
30.73%
29.81%
30.42%
31.37%
30.49%
30.70%
30.41%
32.88%
32.28%
32.28%
33.85%
33.92%
35.23%
34.84%
33.71%
34.12%
33.81%
33.99%
35.23%
35.10%
35.42%
36.21%
36.83%
37.01%
36.93%
37.30%
35.81%
35.58%
35.99%
36.45%
37.18%
37.84%
36.88%
36.37%
36.32%
36.78%
38.56%
38.31%
38.18%
38.01%
37.20%
37.85%
39.58%