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T. Rowe Price Group, Inc. Common Stock TROW

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Market dataready · fetched 2026-11-04T05:49:34.801Z

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

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T05:49:33.672977+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$2.62$4.84$7.05$9.26$96.60$101.34$106.09$110.83$115.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TROW spot · $106.23TROW PRICE$0.65$0.84$1.18$1.69$2.20$2.70$3.21$3.72$4.34$5.18$6.03$6.87$7.79$0.94$1.28$1.62$1.95$2.29$2.75$3.24$3.73$4.22$4.71$5.61$7.12$8.62
PutsExpensive1.30×
CallsExpensive1.06×
SkewBearish+1.25 pp
Implied moveBalanced±$6.45
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.0326.1%6.1%100.0636.5%6.7%
25Δ110.6725.6%5.0%101.2236.0%5.9%
30Δ109.5926.3%4.3%102.3935.5%5.1%
35Δ108.7828.3%4.0%103.5535.0%4.4%
40Δ107.9730.2%3.7%104.7134.5%3.6%
45Δ107.1532.2%3.4%105.7134.0%3.1%
50Δ106.3434.2%3.1%106.6433.5%2.7%
55Δ105.5336.1%2.8%107.5833.0%2.2%
60Δ104.5837.6%2.5%108.5132.5%1.8%
65Δ103.3638.0%2.2%109.4532.0%1.4%
70Δ102.1438.5%1.8%110.7132.6%1.1%
75Δ100.9138.9%1.5%112.4334.8%0.9%
80Δ99.6338.6%1.1%114.1637.1%0.6%

20Δ

Calls
Pseudo strike
112.03
IV
26.1%
B/E move
6.1%
Puts
Pseudo strike
100.06
IV
36.5%
B/E move
6.7%

25Δ

Calls
Pseudo strike
110.67
IV
25.6%
B/E move
5.0%
Puts
Pseudo strike
101.22
IV
36.0%
B/E move
5.9%

30Δ

Calls
Pseudo strike
109.59
IV
26.3%
B/E move
4.3%
Puts
Pseudo strike
102.39
IV
35.5%
B/E move
5.1%

35Δ

Calls
Pseudo strike
108.78
IV
28.3%
B/E move
4.0%
Puts
Pseudo strike
103.55
IV
35.0%
B/E move
4.4%

40Δ

Calls
Pseudo strike
107.97
IV
30.2%
B/E move
3.7%
Puts
Pseudo strike
104.71
IV
34.5%
B/E move
3.6%

45Δ

Calls
Pseudo strike
107.15
IV
32.2%
B/E move
3.4%
Puts
Pseudo strike
105.71
IV
34.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
106.34
IV
34.2%
B/E move
3.1%
Puts
Pseudo strike
106.64
IV
33.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
105.53
IV
36.1%
B/E move
2.8%
Puts
Pseudo strike
107.58
IV
33.0%
B/E move
2.2%

60Δ

Calls
Pseudo strike
104.58
IV
37.6%
B/E move
2.5%
Puts
Pseudo strike
108.51
IV
32.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
103.36
IV
38.0%
B/E move
2.2%
Puts
Pseudo strike
109.45
IV
32.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
102.14
IV
38.5%
B/E move
1.8%
Puts
Pseudo strike
110.71
IV
32.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
100.91
IV
38.9%
B/E move
1.5%
Puts
Pseudo strike
112.43
IV
34.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
99.63
IV
38.6%
B/E move
1.1%
Puts
Pseudo strike
114.16
IV
37.1%
B/E move
0.6%

Options history

IV · four-Friday blend29.37%
Daily close
TROW23.6%27.2%30.7%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 6Sep 21Oct 30
50 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
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%