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The Sherwin-Williams Company SHW

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-03T16:13:19.660Z

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 · 2026-11-03T16:13:11.800722455Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T16:13:17.884949+00:00

Share price$343.51
1D-2.1%
$343$345$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$1.58$7.45$13.33$19.20$25.08$294.64$317.48$340.32$363.15$385.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHW spot · $343.50SHW PRICE$2.21$2.97$3.89$4.81$5.72$6.97$8.22$9.48$10.85$12.69$14.54$16.39$20.18$2.70$3.54$4.53$5.54$6.55$7.92$9.42$10.92$12.55$14.78$17.00$19.33$23.39
PutsCheap0.56×
CallsCheap0.62×
SkewBearish+2.18 pp
Implied moveBearish±$17.65
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ362.5827.2%6.2%325.6730.8%6.0%
25Δ358.7427.1%5.3%329.7030.9%5.0%
30Δ355.8627.4%4.7%332.9130.5%4.4%
35Δ352.9727.7%4.2%336.0630.1%3.8%
40Δ350.0928.0%3.6%339.2129.7%3.2%
45Δ347.4428.1%3.2%342.1029.7%2.7%
50Δ344.7928.1%2.8%344.9029.8%2.3%
55Δ342.1528.1%2.4%347.7029.8%2.0%
60Δ339.4728.1%2.0%350.5829.9%1.6%
65Δ336.6328.1%1.7%353.7829.9%1.3%
70Δ333.7828.0%1.4%356.9829.9%1.0%
75Δ330.9427.9%1.1%360.2830.0%0.7%
80Δ326.4129.4%0.9%365.0730.6%0.5%

20Δ

Calls
Pseudo strike
362.58
IV
27.2%
B/E move
6.2%
Puts
Pseudo strike
325.67
IV
30.8%
B/E move
6.0%

25Δ

Calls
Pseudo strike
358.74
IV
27.1%
B/E move
5.3%
Puts
Pseudo strike
329.70
IV
30.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
355.86
IV
27.4%
B/E move
4.7%
Puts
Pseudo strike
332.91
IV
30.5%
B/E move
4.4%

35Δ

Calls
Pseudo strike
352.97
IV
27.7%
B/E move
4.2%
Puts
Pseudo strike
336.06
IV
30.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
350.09
IV
28.0%
B/E move
3.6%
Puts
Pseudo strike
339.21
IV
29.7%
B/E move
3.2%

45Δ

Calls
Pseudo strike
347.44
IV
28.1%
B/E move
3.2%
Puts
Pseudo strike
342.10
IV
29.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
344.79
IV
28.1%
B/E move
2.8%
Puts
Pseudo strike
344.90
IV
29.8%
B/E move
2.3%

55Δ

Calls
Pseudo strike
342.15
IV
28.1%
B/E move
2.4%
Puts
Pseudo strike
347.70
IV
29.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
339.47
IV
28.1%
B/E move
2.0%
Puts
Pseudo strike
350.58
IV
29.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
336.63
IV
28.1%
B/E move
1.7%
Puts
Pseudo strike
353.78
IV
29.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
333.78
IV
28.0%
B/E move
1.4%
Puts
Pseudo strike
356.98
IV
29.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
330.94
IV
27.9%
B/E move
1.1%
Puts
Pseudo strike
360.28
IV
30.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
326.41
IV
29.4%
B/E move
0.9%
Puts
Pseudo strike
365.07
IV
30.6%
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%