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Cal-Maine Foods, Inc. Common Stock CALM

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Market datapartial · fetched 2026-10-23T06:02:31.186Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:03.447913793Z

FundamentalsAlpha Vantage · unavailable

Share price$63.83
1D+4.0%
AH$61.11$62.02$62.92$63.83$64.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCALM
Sold putSold callAH

Cal-Maine Foods, Inc. Common Stock options

Live interpolated CALM call and put midpoint premiums by absolute delta.Cal-Maine Foods, Inc. Common Stock$0.48$2.03$3.58$5.13$6.68$51.53$57.27$63.00$68.74$74.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CALM spot · $63.83CALM PRICE$0.65$0.91$1.16$1.42$1.67$1.93$2.37$2.83$3.29$3.75$4.21$4.67$0.78$1.01$1.38$1.76$2.13$2.50$2.87$3.29$3.88$4.47$5.06$5.65$6.24
PutsCheap0.64×
CallsCheap0.71×
SkewBearish+2.38 pp
Implied moveBearish±$5.24
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.4832.5%9.9%58.7536.9%9.2%
25Δ68.6032.8%8.9%60.1535.9%7.4%
30Δ67.7233.0%7.9%60.9936.1%6.6%
35Δ66.8433.3%6.9%61.8336.3%5.9%
40Δ65.9633.6%6.0%62.6736.5%5.1%
45Δ65.0833.8%5.0%63.5136.7%4.4%
50Δ64.2833.9%4.4%64.3636.9%3.7%
55Δ63.4833.9%3.9%65.2136.9%3.0%
60Δ62.6933.9%3.4%66.0936.2%2.5%
65Δ61.9033.9%2.8%66.9735.6%2.1%
70Δ61.1133.9%2.3%67.8534.9%1.6%
75Δ60.3233.9%1.8%68.7334.2%1.2%
80Δ69.6133.5%0.7%

20Δ

Calls
Pseudo strike
69.48
IV
32.5%
B/E move
9.9%
Puts
Pseudo strike
58.75
IV
36.9%
B/E move
9.2%

25Δ

Calls
Pseudo strike
68.60
IV
32.8%
B/E move
8.9%
Puts
Pseudo strike
60.15
IV
35.9%
B/E move
7.4%

30Δ

Calls
Pseudo strike
67.72
IV
33.0%
B/E move
7.9%
Puts
Pseudo strike
60.99
IV
36.1%
B/E move
6.6%

35Δ

Calls
Pseudo strike
66.84
IV
33.3%
B/E move
6.9%
Puts
Pseudo strike
61.83
IV
36.3%
B/E move
5.9%

40Δ

Calls
Pseudo strike
65.96
IV
33.6%
B/E move
6.0%
Puts
Pseudo strike
62.67
IV
36.5%
B/E move
5.1%

45Δ

Calls
Pseudo strike
65.08
IV
33.8%
B/E move
5.0%
Puts
Pseudo strike
63.51
IV
36.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
64.28
IV
33.9%
B/E move
4.4%
Puts
Pseudo strike
64.36
IV
36.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
63.48
IV
33.9%
B/E move
3.9%
Puts
Pseudo strike
65.21
IV
36.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
62.69
IV
33.9%
B/E move
3.4%
Puts
Pseudo strike
66.09
IV
36.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
61.90
IV
33.9%
B/E move
2.8%
Puts
Pseudo strike
66.97
IV
35.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
61.11
IV
33.9%
B/E move
2.3%
Puts
Pseudo strike
67.85
IV
34.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
60.32
IV
33.9%
B/E move
1.8%
Puts
Pseudo strike
68.73
IV
34.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.61
IV
33.5%
B/E move
0.7%

Options history

CALM33.9435.5537.162026-10-20: 36.94%2026-10-21: 34.16%Oct 20Oct 21
Table
DateIV
36.94%
34.16%