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Willis Towers Watson Public Limited Company Ordinary Shares WTW

i

Market dataready · fetched 2026-11-04T00:55:17.268Z

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 · 2026-11-03T21:00:02.28765723Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:55:16.670894+00:00

Share price$327.66
1D+1.4%
AH$320$322$325$327$3295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTW
Sold putSold callAH

Willis Towers Watson Public Limited Company Ordinary Shares options

Live interpolated WTW call and put midpoint premiums by absolute delta.Willis Towers Watson Public Limited Company Ordinary Shares$1.66$7.05$12.45$17.85$23.25$299.70$314.09$328.47$342.85$357.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTW spot · $327.66WTW PRICE$2.24$2.89$3.65$4.67$5.70$6.72$8.01$9.65$11.28$12.92$15.56$18.51$21.69$2.51$3.35$4.18$5.09$6.13$7.17$8.21$9.48$10.95$12.43$13.91$15.93$18.60
PutsCheap0.88×
CallsCheap0.87×
SkewBullish-1.93 pp
Implied moveBalanced±$16.22
TiltBullish2.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ347.2129.1%6.7%311.0530.5%5.8%
25Δ343.0528.2%5.6%314.4330.1%5.1%
30Δ339.3127.6%4.7%317.8029.7%4.3%
35Δ336.7027.9%4.2%320.9129.3%3.6%
40Δ334.0928.3%3.7%323.5328.8%3.1%
45Δ331.4828.6%3.2%326.1428.3%2.7%
50Δ328.8229.0%2.8%328.7627.8%2.2%
55Δ326.0929.5%2.5%331.2927.3%1.8%
60Δ323.3630.1%2.1%333.7526.9%1.5%
65Δ320.6430.6%1.8%336.2226.5%1.2%
70Δ317.1031.6%1.5%338.6826.0%0.9%
75Δ313.3232.8%1.3%341.5325.7%0.6%
80Δ309.3134.0%1.0%344.8525.4%0.4%

20Δ

Calls
Pseudo strike
347.21
IV
29.1%
B/E move
6.7%
Puts
Pseudo strike
311.05
IV
30.5%
B/E move
5.8%

25Δ

Calls
Pseudo strike
343.05
IV
28.2%
B/E move
5.6%
Puts
Pseudo strike
314.43
IV
30.1%
B/E move
5.1%

30Δ

Calls
Pseudo strike
339.31
IV
27.6%
B/E move
4.7%
Puts
Pseudo strike
317.80
IV
29.7%
B/E move
4.3%

35Δ

Calls
Pseudo strike
336.70
IV
27.9%
B/E move
4.2%
Puts
Pseudo strike
320.91
IV
29.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
334.09
IV
28.3%
B/E move
3.7%
Puts
Pseudo strike
323.53
IV
28.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
331.48
IV
28.6%
B/E move
3.2%
Puts
Pseudo strike
326.14
IV
28.3%
B/E move
2.7%

50Δ

Calls
Pseudo strike
328.82
IV
29.0%
B/E move
2.8%
Puts
Pseudo strike
328.76
IV
27.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
326.09
IV
29.5%
B/E move
2.5%
Puts
Pseudo strike
331.29
IV
27.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
323.36
IV
30.1%
B/E move
2.1%
Puts
Pseudo strike
333.75
IV
26.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
320.64
IV
30.6%
B/E move
1.8%
Puts
Pseudo strike
336.22
IV
26.5%
B/E move
1.2%

70Δ

Calls
Pseudo strike
317.10
IV
31.6%
B/E move
1.5%
Puts
Pseudo strike
338.68
IV
26.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
313.32
IV
32.8%
B/E move
1.3%
Puts
Pseudo strike
341.53
IV
25.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
309.31
IV
34.0%
B/E move
1.0%
Puts
Pseudo strike
344.85
IV
25.4%
B/E move
0.4%

Options history

IV · four-Friday blend26.28%
Daily EOD
WTW25.6%28.1%30.5%2026-10-19: 28.64%2026-10-20: 28.39%2026-10-21: 28.81%2026-10-22: 28.47%2026-10-23: 29.43%2026-10-26: 29.88%2026-10-27: 30.17%2026-10-28: 29.25%2026-10-29: 25.98%2026-10-30: 26.28%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.64%
28.39%
28.81%
28.47%
29.43%
29.88%
30.17%
29.25%
25.98%
26.28%