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Best Buy Co. Inc BBY

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-15T21:54:29.613Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:31:09.849206046Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T21:54:27.580089+00:00

Share price$93.97
1D+4.8%
AH$90$91$92$94$955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBY
Sold putSold callAH

Best Buy Co. Inc options

Live interpolated BBY call and put midpoint premiums by absolute delta.Best Buy Co. Inc$0.35$1.08$1.82$2.55$3.29$88.54$90.94$93.34$95.74$98.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBY spot · $93.97BBY PRICE$0.46$0.43$0.52$0.53$0.68$0.84$0.99$1.13$1.27$1.41$1.94$2.15$2.52$0.84$0.65$0.58$0.89$1.17$1.08$1.02$1.37$1.72$2.09$2.47$2.79$3.08
PutsExpensive3.22×
CallsCheap0.80×
SkewBearish+23.11 pp
Implied moveBalanced±$2.01
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.0492.5%4.8%85.74196.0%9.7%
25Δ96.0058.9%2.6%90.12107.1%4.8%
30Δ95.6960.5%2.4%92.5858.6%2.1%
35Δ94.8544.9%1.5%92.8071.3%2.2%
40Δ94.5747.0%1.4%93.0481.7%2.2%
45Δ94.2949.1%1.2%93.5365.7%1.6%
50Δ94.0251.3%1.1%94.0250.9%1.0%
55Δ93.7249.9%0.9%94.4456.8%1.0%
60Δ93.4348.3%0.8%94.8562.7%0.9%
65Δ93.1446.8%0.6%95.3266.0%0.8%
70Δ92.5756.4%0.6%95.8368.0%0.7%
75Δ92.2554.3%0.5%96.2866.5%0.5%
80Δ91.7654.1%0.3%96.7063.2%0.4%

20Δ

Calls
Pseudo strike
98.04
IV
92.5%
B/E move
4.8%
Puts
Pseudo strike
85.74
IV
196.0%
B/E move
9.7%

25Δ

Calls
Pseudo strike
96.00
IV
58.9%
B/E move
2.6%
Puts
Pseudo strike
90.12
IV
107.1%
B/E move
4.8%

30Δ

Calls
Pseudo strike
95.69
IV
60.5%
B/E move
2.4%
Puts
Pseudo strike
92.58
IV
58.6%
B/E move
2.1%

35Δ

Calls
Pseudo strike
94.85
IV
44.9%
B/E move
1.5%
Puts
Pseudo strike
92.80
IV
71.3%
B/E move
2.2%

40Δ

Calls
Pseudo strike
94.57
IV
47.0%
B/E move
1.4%
Puts
Pseudo strike
93.04
IV
81.7%
B/E move
2.2%

45Δ

Calls
Pseudo strike
94.29
IV
49.1%
B/E move
1.2%
Puts
Pseudo strike
93.53
IV
65.7%
B/E move
1.6%

50Δ

Calls
Pseudo strike
94.02
IV
51.3%
B/E move
1.1%
Puts
Pseudo strike
94.02
IV
50.9%
B/E move
1.0%

55Δ

Calls
Pseudo strike
93.72
IV
49.9%
B/E move
0.9%
Puts
Pseudo strike
94.44
IV
56.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
93.43
IV
48.3%
B/E move
0.8%
Puts
Pseudo strike
94.85
IV
62.7%
B/E move
0.9%

65Δ

Calls
Pseudo strike
93.14
IV
46.8%
B/E move
0.6%
Puts
Pseudo strike
95.32
IV
66.0%
B/E move
0.8%

70Δ

Calls
Pseudo strike
92.57
IV
56.4%
B/E move
0.6%
Puts
Pseudo strike
95.83
IV
68.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
92.25
IV
54.3%
B/E move
0.5%
Puts
Pseudo strike
96.28
IV
66.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
91.76
IV
54.1%
B/E move
0.3%
Puts
Pseudo strike
96.70
IV
63.2%
B/E move
0.4%