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Best Buy Co. Inc BBY

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-16T00:19:52.696Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002605406Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:14:59.499227+00:00

Share price$94.17
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$0.81$4.42$8.02$11.63$15.24$78.19$86.63$95.06$103.49$111.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBY spot · $94.17BBY PRICE$1.20$1.62$2.05$2.49$2.99$3.59$4.24$4.93$5.63$6.42$7.39$8.67$9.49$1.39$1.83$2.34$2.91$3.53$4.22$5.01$6.30$7.25$8.06$9.96$11.86$14.20
PutsCheap0.94×
CallsCheap0.78×
SkewBearish+2.26 pp
Implied moveBearish±$9.25
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.4238.2%13.2%85.7639.6%10.4%
25Δ103.4138.2%11.5%87.6939.0%8.8%
30Δ101.5438.1%10.0%89.3238.8%7.6%
35Δ99.7238.1%8.5%90.8638.8%6.6%
40Δ98.1437.9%7.4%92.3438.9%5.7%
45Δ96.6638.1%6.5%93.7938.8%4.9%
50Δ95.2338.6%5.6%95.2839.0%4.1%
55Δ93.8038.5%4.8%96.9841.7%3.7%
60Δ92.3738.2%4.1%98.5341.5%3.1%
65Δ90.9437.8%3.4%100.0140.0%2.4%
70Δ89.4137.9%2.8%102.3341.7%1.9%
75Δ87.6739.1%2.3%104.6443.3%1.5%
80Δ86.3536.8%1.8%107.4144.0%1.0%

20Δ

Calls
Pseudo strike
105.42
IV
38.2%
B/E move
13.2%
Puts
Pseudo strike
85.76
IV
39.6%
B/E move
10.4%

25Δ

Calls
Pseudo strike
103.41
IV
38.2%
B/E move
11.5%
Puts
Pseudo strike
87.69
IV
39.0%
B/E move
8.8%

30Δ

Calls
Pseudo strike
101.54
IV
38.1%
B/E move
10.0%
Puts
Pseudo strike
89.32
IV
38.8%
B/E move
7.6%

35Δ

Calls
Pseudo strike
99.72
IV
38.1%
B/E move
8.5%
Puts
Pseudo strike
90.86
IV
38.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
98.14
IV
37.9%
B/E move
7.4%
Puts
Pseudo strike
92.34
IV
38.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
96.66
IV
38.1%
B/E move
6.5%
Puts
Pseudo strike
93.79
IV
38.8%
B/E move
4.9%

50Δ

Calls
Pseudo strike
95.23
IV
38.6%
B/E move
5.6%
Puts
Pseudo strike
95.28
IV
39.0%
B/E move
4.1%

55Δ

Calls
Pseudo strike
93.80
IV
38.5%
B/E move
4.8%
Puts
Pseudo strike
96.98
IV
41.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
92.37
IV
38.2%
B/E move
4.1%
Puts
Pseudo strike
98.53
IV
41.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
90.94
IV
37.8%
B/E move
3.4%
Puts
Pseudo strike
100.01
IV
40.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
89.41
IV
37.9%
B/E move
2.8%
Puts
Pseudo strike
102.33
IV
41.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
87.67
IV
39.1%
B/E move
2.3%
Puts
Pseudo strike
104.64
IV
43.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
86.35
IV
36.8%
B/E move
1.8%
Puts
Pseudo strike
107.41
IV
44.0%
B/E move
1.0%