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Best Buy Co. Inc BBY

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-16T23:55:18.224Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:00:00.003504837Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T23:55:17.786787+00:00

Share price$92.63
1D-1.7%
AH$92$93$94$96$975:30 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$0.46$2.07$3.68$5.29$6.90$84.06$88.18$92.31$96.43$100.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBY spot · $92.63BBY PRICE$0.94$0.80$1.01$1.24$1.53$1.85$2.18$2.50$2.94$3.46$4.30$5.80$6.44$0.64$0.84$1.06$1.23$1.49$1.78$2.12$2.52$3.03$3.69$3.94$4.20$4.46
PutsFair1.05×
CallsFair0.97×
SkewBullish-7.83 pp
Implied moveBalanced±$4.30
TiltBullish6.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.8473.0%11.0%88.3043.0%5.4%
25Δ96.6742.9%5.2%89.2442.5%4.6%
30Δ95.7842.5%4.5%90.0542.1%3.9%
35Δ94.9742.2%3.9%90.8939.5%3.2%
40Δ94.2843.1%3.4%91.5639.2%2.8%
45Δ93.5843.8%3.0%92.2039.5%2.4%
50Δ92.8844.2%2.6%92.8439.8%2.1%
55Δ92.1743.5%2.2%93.5140.5%1.8%
60Δ91.4344.2%1.9%94.2541.9%1.5%
65Δ90.6645.2%1.6%95.0944.3%1.3%
70Δ89.6449.2%1.4%95.6541.2%1.0%
75Δ88.0658.4%1.3%96.1738.0%0.7%
80Δ87.0956.1%1.0%96.6534.9%0.5%

20Δ

Calls
Pseudo strike
101.84
IV
73.0%
B/E move
11.0%
Puts
Pseudo strike
88.30
IV
43.0%
B/E move
5.4%

25Δ

Calls
Pseudo strike
96.67
IV
42.9%
B/E move
5.2%
Puts
Pseudo strike
89.24
IV
42.5%
B/E move
4.6%

30Δ

Calls
Pseudo strike
95.78
IV
42.5%
B/E move
4.5%
Puts
Pseudo strike
90.05
IV
42.1%
B/E move
3.9%

35Δ

Calls
Pseudo strike
94.97
IV
42.2%
B/E move
3.9%
Puts
Pseudo strike
90.89
IV
39.5%
B/E move
3.2%

40Δ

Calls
Pseudo strike
94.28
IV
43.1%
B/E move
3.4%
Puts
Pseudo strike
91.56
IV
39.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
93.58
IV
43.8%
B/E move
3.0%
Puts
Pseudo strike
92.20
IV
39.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
92.88
IV
44.2%
B/E move
2.6%
Puts
Pseudo strike
92.84
IV
39.8%
B/E move
2.1%

55Δ

Calls
Pseudo strike
92.17
IV
43.5%
B/E move
2.2%
Puts
Pseudo strike
93.51
IV
40.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
91.43
IV
44.2%
B/E move
1.9%
Puts
Pseudo strike
94.25
IV
41.9%
B/E move
1.5%

65Δ

Calls
Pseudo strike
90.66
IV
45.2%
B/E move
1.6%
Puts
Pseudo strike
95.09
IV
44.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
89.64
IV
49.2%
B/E move
1.4%
Puts
Pseudo strike
95.65
IV
41.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
88.06
IV
58.4%
B/E move
1.3%
Puts
Pseudo strike
96.17
IV
38.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
87.09
IV
56.1%
B/E move
1.0%
Puts
Pseudo strike
96.65
IV
34.9%
B/E move
0.5%