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Diageo plc DEO

CONSUMER DEFENSIVE · BEVERAGES - WINERIES & DISTILLERIES
i

Market dataready · fetched 2026-11-04T04:22:19.953Z

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: 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 · 2026-11-04T00:00:00.002182993Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:22:19.246077+00:00

Share price$94.05
1D-1.5%
AH$93.78$94.24$94.71$95.17$95.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDEO
Sold putSold callAH

Diageo plc options

Live interpolated DEO call and put midpoint premiums by absolute delta.Diageo plc$0.56$2.48$4.41$6.33$8.25$87.11$91.07$95.02$98.97$102.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DEO spot · $94.05DEO PRICE$0.77$1.05$1.39$1.72$2.06$2.39$2.87$3.46$4.05$4.64$5.23$6.22$7.69$0.93$1.20$1.55$1.95$2.34$2.74$3.14$3.66$4.33$4.99$5.65$6.31
Puts——
CallsExpensive1.34×
Skew——
Implied moveBearish±$6.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.8334.7%8.0%87.9237.8%7.5%
25Δ99.4734.8%6.9%89.3637.6%6.3%
30Δ98.4735.0%6.2%90.5537.4%5.4%
35Δ97.4735.3%5.5%91.5337.1%4.7%
40Δ96.4735.6%4.8%92.5136.9%4.1%
45Δ95.4635.8%4.0%93.5036.6%3.5%
50Δ94.4736.1%3.5%94.4836.4%2.9%
55Δ93.4936.5%3.1%95.4736.1%2.4%
60Δ92.5036.8%2.7%96.4835.8%2.0%
65Δ91.5237.2%2.2%97.4835.5%1.7%
70Δ90.5337.5%1.8%98.4835.2%1.3%
75Δ89.2138.7%1.5%99.4934.9%0.9%
80Δ87.4840.8%1.2%

20Δ

Calls
Pseudo strike
100.83
IV
34.7%
B/E move
8.0%
Puts
Pseudo strike
87.92
IV
37.8%
B/E move
7.5%

25Δ

Calls
Pseudo strike
99.47
IV
34.8%
B/E move
6.9%
Puts
Pseudo strike
89.36
IV
37.6%
B/E move
6.3%

30Δ

Calls
Pseudo strike
98.47
IV
35.0%
B/E move
6.2%
Puts
Pseudo strike
90.55
IV
37.4%
B/E move
5.4%

35Δ

Calls
Pseudo strike
97.47
IV
35.3%
B/E move
5.5%
Puts
Pseudo strike
91.53
IV
37.1%
B/E move
4.7%

40Δ

Calls
Pseudo strike
96.47
IV
35.6%
B/E move
4.8%
Puts
Pseudo strike
92.51
IV
36.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
95.46
IV
35.8%
B/E move
4.0%
Puts
Pseudo strike
93.50
IV
36.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
94.47
IV
36.1%
B/E move
3.5%
Puts
Pseudo strike
94.48
IV
36.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
93.49
IV
36.5%
B/E move
3.1%
Puts
Pseudo strike
95.47
IV
36.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
92.50
IV
36.8%
B/E move
2.7%
Puts
Pseudo strike
96.48
IV
35.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
91.52
IV
37.2%
B/E move
2.2%
Puts
Pseudo strike
97.48
IV
35.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
90.53
IV
37.5%
B/E move
1.8%
Puts
Pseudo strike
98.48
IV
35.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
89.21
IV
38.7%
B/E move
1.5%
Puts
Pseudo strike
99.49
IV
34.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
87.48
IV
40.8%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.66%
Daily EOD
DEO26.8%28.3%29.9%2026-10-19: 27.31%2026-10-20: 27.04%2026-10-21: 27.13%2026-10-22: 28.51%2026-10-23: 28.31%2026-10-26: 28.54%2026-10-27: 29.53%2026-10-28: 29.51%2026-10-29: 29.07%2026-10-30: 29.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.31%
27.04%
27.13%
28.51%
28.31%
28.54%
29.53%
29.51%
29.07%
29.66%