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Willis Towers Watson Public Limited Company Ordinary Shares WTW

i

Market dataready · fetched 2026-11-06T21:47:15.987Z

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 · 2026-11-06T21:00:02.872462164Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:47:15.233785+00:00

Share price$328.86
1D-0.9%
AH$326$328$330$332$3345:30 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$1.70$6.62$11.54$16.46$21.38$292.87$310.33$327.79$345.25$362.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTW spot · $328.86WTW PRICE$2.24$2.98$3.72$4.63$5.58$6.53$7.50$9.07$10.65$12.22$14.03$16.85$19.67$2.43$2.88$3.49$4.46$5.43$6.41$7.38$8.76$10.17$11.59$13.00$15.98$19.96
PutsCheap0.62×
CallsCheap0.74×
SkewBullish-3.02 pp
Implied moveBalanced±$14.88
TiltBalanced1.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ347.9231.4%6.5%312.0533.2%5.8%
25Δ344.3831.3%5.6%316.7229.7%4.6%
30Δ340.8431.2%4.8%320.6827.2%3.5%
35Δ337.9531.0%4.2%322.9727.3%3.1%
40Δ335.2830.7%3.6%325.2527.4%2.7%
45Δ332.6030.5%3.1%327.5427.6%2.3%
50Δ329.9230.2%2.6%329.8327.7%1.9%
55Δ327.3230.6%2.3%332.1527.5%1.7%
60Δ324.7230.9%2.0%334.4627.3%1.4%
65Δ322.1131.2%1.7%336.7827.1%1.1%
70Δ319.3231.6%1.4%339.1026.8%0.8%
75Δ315.7332.4%1.1%342.7528.0%0.6%
80Δ312.1433.1%0.9%347.2530.1%0.5%

20Δ

Calls
Pseudo strike
347.92
IV
31.4%
B/E move
6.5%
Puts
Pseudo strike
312.05
IV
33.2%
B/E move
5.8%

25Δ

Calls
Pseudo strike
344.38
IV
31.3%
B/E move
5.6%
Puts
Pseudo strike
316.72
IV
29.7%
B/E move
4.6%

30Δ

Calls
Pseudo strike
340.84
IV
31.2%
B/E move
4.8%
Puts
Pseudo strike
320.68
IV
27.2%
B/E move
3.5%

35Δ

Calls
Pseudo strike
337.95
IV
31.0%
B/E move
4.2%
Puts
Pseudo strike
322.97
IV
27.3%
B/E move
3.1%

40Δ

Calls
Pseudo strike
335.28
IV
30.7%
B/E move
3.6%
Puts
Pseudo strike
325.25
IV
27.4%
B/E move
2.7%

45Δ

Calls
Pseudo strike
332.60
IV
30.5%
B/E move
3.1%
Puts
Pseudo strike
327.54
IV
27.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
329.92
IV
30.2%
B/E move
2.6%
Puts
Pseudo strike
329.83
IV
27.7%
B/E move
1.9%

55Δ

Calls
Pseudo strike
327.32
IV
30.6%
B/E move
2.3%
Puts
Pseudo strike
332.15
IV
27.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
324.72
IV
30.9%
B/E move
2.0%
Puts
Pseudo strike
334.46
IV
27.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
322.11
IV
31.2%
B/E move
1.7%
Puts
Pseudo strike
336.78
IV
27.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
319.32
IV
31.6%
B/E move
1.4%
Puts
Pseudo strike
339.10
IV
26.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
315.73
IV
32.4%
B/E move
1.1%
Puts
Pseudo strike
342.75
IV
28.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
312.14
IV
33.1%
B/E move
0.9%
Puts
Pseudo strike
347.25
IV
30.1%
B/E move
0.5%

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%