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The Sherwin-Williams Company SHW

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-03T14:44:56.715Z

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 · 2026-11-03T14:44:33.706628429Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T14:44:54.214765+00:00

Share price$344.68
1D-1.9%
$344$346$348$350$3535:30 AM6:30 AM9:00 AM1:00 PMSHW
Sold putSold call

The Sherwin-Williams Company options

Live interpolated SHW call and put midpoint premiums by absolute delta.The Sherwin-Williams Company$1.77$7.76$13.75$19.75$25.74$295.69$318.54$341.39$364.24$387.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHW spot · $344.68SHW PRICE$2.41$3.18$4.07$5.02$5.96$7.11$8.47$9.83$11.19$13.06$15.05$17.04$19.82$2.58$3.37$4.27$5.18$6.20$7.58$8.97$10.35$12.22$14.58$16.95$20.02$24.01
PutsCheap0.54×
CallsCheap0.65×
SkewNeutral+0.11 pp
Implied moveBearish±$17.44
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ365.2529.1%6.7%327.2430.1%5.8%
25Δ361.2529.3%5.7%331.4429.1%4.8%
30Δ357.8629.3%5.0%334.5628.6%4.2%
35Δ354.7329.1%4.4%337.6728.2%3.5%
40Δ351.6128.9%3.7%340.6828.0%3.0%
45Δ348.6828.8%3.2%343.3328.1%2.6%
50Δ345.9628.9%2.8%345.9928.2%2.2%
55Δ343.2429.0%2.4%348.6528.4%1.9%
60Δ340.5129.0%2.0%351.6128.7%1.5%
65Δ337.5729.0%1.7%354.8829.3%1.3%
70Δ334.5828.9%1.4%358.1429.9%1.0%
75Δ331.6028.8%1.1%362.0530.5%0.8%
80Δ327.9428.9%0.9%366.8031.4%0.5%

20Δ

Calls
Pseudo strike
365.25
IV
29.1%
B/E move
6.7%
Puts
Pseudo strike
327.24
IV
30.1%
B/E move
5.8%

25Δ

Calls
Pseudo strike
361.25
IV
29.3%
B/E move
5.7%
Puts
Pseudo strike
331.44
IV
29.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
357.86
IV
29.3%
B/E move
5.0%
Puts
Pseudo strike
334.56
IV
28.6%
B/E move
4.2%

35Δ

Calls
Pseudo strike
354.73
IV
29.1%
B/E move
4.4%
Puts
Pseudo strike
337.67
IV
28.2%
B/E move
3.5%

40Δ

Calls
Pseudo strike
351.61
IV
28.9%
B/E move
3.7%
Puts
Pseudo strike
340.68
IV
28.0%
B/E move
3.0%

45Δ

Calls
Pseudo strike
348.68
IV
28.8%
B/E move
3.2%
Puts
Pseudo strike
343.33
IV
28.1%
B/E move
2.6%

50Δ

Calls
Pseudo strike
345.96
IV
28.9%
B/E move
2.8%
Puts
Pseudo strike
345.99
IV
28.2%
B/E move
2.2%

55Δ

Calls
Pseudo strike
343.24
IV
29.0%
B/E move
2.4%
Puts
Pseudo strike
348.65
IV
28.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
340.51
IV
29.0%
B/E move
2.0%
Puts
Pseudo strike
351.61
IV
28.7%
B/E move
1.5%

65Δ

Calls
Pseudo strike
337.57
IV
29.0%
B/E move
1.7%
Puts
Pseudo strike
354.88
IV
29.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
334.58
IV
28.9%
B/E move
1.4%
Puts
Pseudo strike
358.14
IV
29.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
331.60
IV
28.8%
B/E move
1.1%
Puts
Pseudo strike
362.05
IV
30.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
327.94
IV
28.9%
B/E move
0.9%
Puts
Pseudo strike
366.80
IV
31.4%
B/E move
0.5%

Options history

IV · four-Friday blend26.89%
Daily close
SHW24.6%27.6%30.7%2026-08-05: 26.84%2026-08-06: 27.18%2026-08-07: 26.46%2026-08-10: 27.04%2026-08-11: 26.33%2026-08-12: 26.38%2026-08-13: 26.44%2026-08-14: 24.98%2026-08-17: 27.09%2026-08-18: 27.67%2026-08-19: 28.11%2026-08-21: 26.65%2026-08-24: 26.87%2026-08-25: 27.07%2026-08-26: 27.16%2026-08-27: 26.45%2026-08-28: 25.99%2026-08-31: 26.04%2026-09-01: 26.51%2026-09-02: 26.02%2026-09-03: 25.81%2026-09-04: 26.12%2026-09-08: 27.05%2026-09-09: 27.18%2026-09-10: 27.34%2026-09-11: 27.53%2026-09-14: 28.22%2026-09-15: 28.12%2026-09-16: 28.85%2026-09-18: 26.26%2026-09-21: 26.74%2026-09-22: 27.17%2026-09-23: 27.19%2026-09-24: 27.25%2026-09-25: 26.78%2026-09-28: 27.70%2026-09-29: 26.81%2026-09-30: 27.12%2026-10-01: 28.03%2026-10-02: 27.01%2026-10-05: 27.76%2026-10-06: 27.60%2026-10-07: 27.98%2026-10-08: 28.90%2026-10-09: 28.25%2026-10-12: 28.84%2026-10-13: 29.82%2026-10-14: 30.25%2026-10-16: 28.89%2026-10-19: 28.95%2026-10-20: 28.74%2026-10-21: 28.85%2026-10-22: 29.34%2026-10-23: 29.82%2026-10-26: 29.65%2026-10-27: 25.52%2026-10-28: 25.67%2026-10-29: 25.71%2026-10-30: 26.89%Aug 5Sep 18Oct 30
59 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
26.84%
27.18%
26.46%
27.04%
26.33%
26.38%
26.44%
24.98%
27.09%
27.67%
28.11%
26.65%
26.87%
27.07%
27.16%
26.45%
25.99%
26.04%
26.51%
26.02%
25.81%
26.12%
27.05%
27.18%
27.34%
27.53%
28.22%
28.12%
28.85%
26.26%
26.74%
27.17%
27.19%
27.25%
26.78%
27.70%
26.81%
27.12%
28.03%
27.01%
27.76%
27.60%
27.98%
28.90%
28.25%
28.84%
29.82%
30.25%
28.89%
28.95%
28.74%
28.85%
29.34%
29.82%
29.65%
25.52%
25.67%
25.71%
26.89%