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Costco Wholesale Corporation Common Stock COST

i

Market dataready · fetched 2026-11-09T20:54:38.914Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-09T20:54:35.726808776Z

FundamentalsSEC EDGAR · ready · as of 2026-08-30 · fetched 2026-11-09T20:54:38.396038+00:00

Share price$1,064.77
1D+1.1%
$1,045$1,051$1,056$1,061$1,0675:30 AM6:30 AM9:00 AM1:00 PMCOST
Sold putSold call

Costco Wholesale Corporation Common Stock options

Live interpolated COST call and put midpoint premiums by absolute delta.Costco Wholesale Corporation Common Stock$2.37$9.49$16.60$23.72$30.83$1028.90$1046.95$1065.00$1083.05$1101.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COST spot · $1064.77COST PRICE$3.14$4.21$5.37$6.69$8.10$9.63$11.36$13.28$15.67$18.06$21.43$24.73$28.78$3.44$4.53$5.70$6.95$8.38$9.96$11.59$13.56$15.66$17.90$20.36$23.72$28.18
PutsExpensive1.31×
CallsExpensive1.34×
SkewBullish-0.42 pp
Implied moveBalanced±$22.96
TiltBalanced0.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1089.8125.6%2.6%1040.3127.2%2.6%
25Δ1085.0525.7%2.3%1045.5626.8%2.2%
30Δ1080.6725.6%2.0%1050.1826.5%1.9%
35Δ1076.7125.8%1.7%1054.3926.1%1.6%
40Δ1072.8925.8%1.5%1058.2425.9%1.4%
45Δ1069.1725.8%1.3%1061.9225.9%1.2%
50Δ1065.5426.0%1.1%1065.5425.6%1.0%
55Δ1061.8926.1%1.0%1069.1525.7%0.9%
60Δ1058.0726.6%0.8%1072.7925.5%0.7%
65Δ1054.1826.6%0.7%1076.4825.3%0.6%
70Δ1049.6327.5%0.6%1080.2825.0%0.5%
75Δ1045.0627.6%0.5%1084.7325.3%0.4%
80Δ1039.8627.7%0.4%1090.1525.9%0.3%

20Δ

Calls
Pseudo strike
1089.81
IV
25.6%
B/E move
2.6%
Puts
Pseudo strike
1040.31
IV
27.2%
B/E move
2.6%

25Δ

Calls
Pseudo strike
1085.05
IV
25.7%
B/E move
2.3%
Puts
Pseudo strike
1045.56
IV
26.8%
B/E move
2.2%

30Δ

Calls
Pseudo strike
1080.67
IV
25.6%
B/E move
2.0%
Puts
Pseudo strike
1050.18
IV
26.5%
B/E move
1.9%

35Δ

Calls
Pseudo strike
1076.71
IV
25.8%
B/E move
1.7%
Puts
Pseudo strike
1054.39
IV
26.1%
B/E move
1.6%

40Δ

Calls
Pseudo strike
1072.89
IV
25.8%
B/E move
1.5%
Puts
Pseudo strike
1058.24
IV
25.9%
B/E move
1.4%

45Δ

Calls
Pseudo strike
1069.17
IV
25.8%
B/E move
1.3%
Puts
Pseudo strike
1061.92
IV
25.9%
B/E move
1.2%

50Δ

Calls
Pseudo strike
1065.54
IV
26.0%
B/E move
1.1%
Puts
Pseudo strike
1065.54
IV
25.6%
B/E move
1.0%

55Δ

Calls
Pseudo strike
1061.89
IV
26.1%
B/E move
1.0%
Puts
Pseudo strike
1069.15
IV
25.7%
B/E move
0.9%

60Δ

Calls
Pseudo strike
1058.07
IV
26.6%
B/E move
0.8%
Puts
Pseudo strike
1072.79
IV
25.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
1054.18
IV
26.6%
B/E move
0.7%
Puts
Pseudo strike
1076.48
IV
25.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
1049.63
IV
27.5%
B/E move
0.6%
Puts
Pseudo strike
1080.28
IV
25.0%
B/E move
0.5%

75Δ

Calls
Pseudo strike
1045.06
IV
27.6%
B/E move
0.5%
Puts
Pseudo strike
1084.73
IV
25.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
1039.86
IV
27.7%
B/E move
0.4%
Puts
Pseudo strike
1090.15
IV
25.9%
B/E move
0.3%

Options history

IV · four-Friday blend21.81%
Daily close
COST15.4%28.4%41.4%2026-08-11: 21.24%2026-08-12: 20.44%2026-08-13: 21.28%2026-08-14: 19.48%2026-08-17: 20.94%2026-08-18: 22.43%2026-08-19: 22.97%2026-08-20: 22.67%2026-08-21: 19.58%2026-08-24: 21.21%2026-08-25: 20.19%2026-08-26: 19.87%2026-08-27: 20.77%2026-08-28: 20.01%2026-08-31: 21.53%2026-09-01: 23.45%2026-09-02: 23.60%2026-09-03: 20.80%2026-09-04: 21.22%2026-09-08: 24.16%2026-09-09: 23.67%2026-09-10: 24.09%2026-09-11: 23.10%2026-09-14: 25.31%2026-09-15: 26.34%2026-09-16: 26.37%2026-09-17: 24.52%2026-09-18: 27.04%2026-09-21: 29.42%2026-09-22: 30.90%2026-09-23: 35.82%2026-09-24: 39.57%2026-09-25: 19.73%2026-09-28: 20.04%2026-09-29: 19.70%2026-09-30: 20.25%2026-10-01: 21.24%2026-10-02: 18.64%2026-10-05: 19.49%2026-10-06: 19.31%2026-10-07: 20.47%2026-10-08: 18.09%2026-10-09: 17.22%2026-10-12: 18.55%2026-10-13: 19.03%2026-10-14: 21.06%2026-10-15: 21.35%2026-10-16: 19.43%2026-10-19: 19.92%2026-10-20: 20.02%2026-10-21: 19.41%2026-10-22: 21.94%2026-10-23: 19.67%2026-10-26: 20.84%2026-10-27: 20.31%2026-10-28: 19.96%2026-10-29: 20.61%2026-10-30: 21.81%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
21.24%
20.44%
21.28%
19.48%
20.94%
22.43%
22.97%
22.67%
19.58%
21.21%
20.19%
19.87%
20.77%
20.01%
21.53%
23.45%
23.60%
20.80%
21.22%
24.16%
23.67%
24.09%
23.10%
25.31%
26.34%
26.37%
24.52%
27.04%
29.42%
30.90%
35.82%
39.57%
19.73%
20.04%
19.70%
20.25%
21.24%
18.64%
19.49%
19.31%
20.47%
18.09%
17.22%
18.55%
19.03%
21.06%
21.35%
19.43%
19.92%
20.02%
19.41%
21.94%
19.67%
20.84%
20.31%
19.96%
20.61%
21.81%