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T. Rowe Price Group, Inc. Common Stock TROW

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-04T04:47:27.445Z

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 · 2026-11-03T21:33:00.046451516Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T04:47:26.679095+00:00

Share price$106.23
1D+1.4%
AH$104.65$105.10$105.55$106.00$106.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTROW
Sold putSold callAH

T. Rowe Price Group, Inc. Common Stock options

Live interpolated TROW call and put midpoint premiums by absolute delta.T. Rowe Price Group, Inc. Common Stock$0.41$2.63$4.86$7.08$9.31$96.86$101.47$106.07$110.68$115.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TROW spot · $106.23TROW PRICE$0.65$0.83$1.18$1.69$2.19$2.70$3.20$3.71$4.33$5.17$6.01$6.86$7.77$0.94$1.28$1.62$1.96$2.30$2.75$3.24$3.74$4.23$4.72$5.65$7.16$8.67
PutsExpensive1.27×
CallsFair1.03×
SkewBearish+1.37 pp
Implied moveBalanced±$6.45
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.0325.3%6.1%100.0735.4%6.7%
25Δ110.6724.8%5.0%101.2334.9%5.9%
30Δ109.5925.5%4.3%102.4034.5%5.1%
35Δ108.7827.4%4.0%103.5634.0%4.4%
40Δ107.9729.3%3.7%104.7333.5%3.6%
45Δ107.1631.2%3.4%105.7233.0%3.1%
50Δ106.3533.1%3.1%106.6532.5%2.7%
55Δ105.5435.0%2.8%107.5932.1%2.2%
60Δ104.6036.4%2.5%108.5331.6%1.8%
65Δ103.3836.8%2.2%109.4731.1%1.4%
70Δ102.1637.2%1.8%110.7531.8%1.1%
75Δ100.9337.7%1.5%112.4834.0%0.9%
80Δ99.6537.5%1.1%114.2236.2%0.6%

20Δ

Calls
Pseudo strike
112.03
IV
25.3%
B/E move
6.1%
Puts
Pseudo strike
100.07
IV
35.4%
B/E move
6.7%

25Δ

Calls
Pseudo strike
110.67
IV
24.8%
B/E move
5.0%
Puts
Pseudo strike
101.23
IV
34.9%
B/E move
5.9%

30Δ

Calls
Pseudo strike
109.59
IV
25.5%
B/E move
4.3%
Puts
Pseudo strike
102.40
IV
34.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
108.78
IV
27.4%
B/E move
4.0%
Puts
Pseudo strike
103.56
IV
34.0%
B/E move
4.4%

40Δ

Calls
Pseudo strike
107.97
IV
29.3%
B/E move
3.7%
Puts
Pseudo strike
104.73
IV
33.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
107.16
IV
31.2%
B/E move
3.4%
Puts
Pseudo strike
105.72
IV
33.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
106.35
IV
33.1%
B/E move
3.1%
Puts
Pseudo strike
106.65
IV
32.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
105.54
IV
35.0%
B/E move
2.8%
Puts
Pseudo strike
107.59
IV
32.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
104.60
IV
36.4%
B/E move
2.5%
Puts
Pseudo strike
108.53
IV
31.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
103.38
IV
36.8%
B/E move
2.2%
Puts
Pseudo strike
109.47
IV
31.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
102.16
IV
37.2%
B/E move
1.8%
Puts
Pseudo strike
110.75
IV
31.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
100.93
IV
37.7%
B/E move
1.5%
Puts
Pseudo strike
112.48
IV
34.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
99.65
IV
37.5%
B/E move
1.1%
Puts
Pseudo strike
114.22
IV
36.2%
B/E move
0.6%

Options history

IV · four-Friday blend29.37%
Daily close
TROW23.6%27.2%30.7%2026-08-05: 27.11%2026-08-06: 27.14%2026-08-07: 26.92%2026-08-10: 26.39%2026-08-11: 27.41%2026-08-12: 24.94%2026-08-13: 27.38%2026-08-14: 24.66%2026-08-17: 27.77%2026-08-18: 28.29%2026-08-21: 24.66%2026-08-24: 24.76%2026-08-25: 25.27%2026-08-26: 25.16%2026-08-27: 25.81%2026-08-28: 25.46%2026-08-31: 24.64%2026-09-01: 24.34%2026-09-02: 24.12%2026-09-03: 24.52%2026-09-04: 25.47%2026-09-08: 24.83%2026-09-10: 28.83%2026-09-15: 30.19%2026-09-18: 24.84%2026-09-21: 25.43%2026-09-22: 25.42%2026-09-23: 25.16%2026-09-24: 24.98%2026-09-25: 25.81%2026-09-28: 24.47%2026-09-29: 27.98%2026-09-30: 25.93%2026-10-01: 25.30%2026-10-02: 26.28%2026-10-05: 26.46%2026-10-06: 26.81%2026-10-07: 25.26%2026-10-08: 27.79%2026-10-09: 28.10%2026-10-16: 25.93%2026-10-19: 27.00%2026-10-20: 27.22%2026-10-21: 27.35%2026-10-22: 28.03%2026-10-23: 28.67%2026-10-26: 28.77%2026-10-27: 30.10%2026-10-28: 27.98%2026-10-29: 26.57%2026-10-30: 29.37%Aug 5Sep 21Oct 30
51 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
27.11%
27.14%
26.92%
26.39%
27.41%
24.94%
27.38%
24.66%
27.77%
28.29%
24.66%
24.76%
25.27%
25.16%
25.81%
25.46%
24.64%
24.34%
24.12%
24.52%
25.47%
24.83%
28.83%
30.19%
24.84%
25.43%
25.42%
25.16%
24.98%
25.81%
24.47%
27.98%
25.93%
25.30%
26.28%
26.46%
26.81%
25.26%
27.79%
28.10%
25.93%
27.00%
27.22%
27.35%
28.03%
28.67%
28.77%
30.10%
27.98%
26.57%
29.37%