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Costco Wholesale Corp COST

CONSUMER DEFENSIVE · DISCOUNT STORES
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Market dataready · fetched 2026-10-20T14:14:46.295Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-20T14:14:37.963726803Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-20T14:14:44.051437+00:00

Share price$997.98
1D-0.4%
$998$999$1,001$1,002$1,0045:30 AM6:30 AM9:00 AM1:00 PMCOST
Sold putSold call

Costco Wholesale Corp options

Live interpolated COST call and put midpoint premiums by absolute delta.Costco Wholesale Corp$1.62$6.86$12.10$17.33$22.57$971.59$984.85$998.12$1011.38$1024.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COST spot · $997.98COST PRICE$2.19$2.94$3.77$4.72$5.69$6.70$7.97$9.41$11.00$12.69$14.96$17.25$19.18$2.35$3.05$3.83$4.69$5.69$6.86$8.28$9.76$11.33$13.19$15.29$17.81$21.06
PutsExpensive1.43×
CallsFair0.98×
SkewNeutral+0.17 pp
Implied moveBalanced±$16.25
TiltBalanced2.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1015.2921.8%2.0%981.0323.0%1.9%
25Δ1012.0321.9%1.7%984.9222.4%1.6%
30Δ1009.0122.0%1.5%988.0421.9%1.4%
35Δ1006.3122.2%1.3%990.9421.6%1.2%
40Δ1003.6522.2%1.1%993.5021.7%1.0%
45Δ1001.0422.0%1.0%996.0421.9%0.9%
50Δ998.4622.2%0.8%998.5522.4%0.8%
55Δ995.9122.5%0.7%1001.1222.8%0.7%
60Δ993.2622.7%0.6%1003.7822.8%0.6%
65Δ990.5522.9%0.5%1006.6223.0%0.5%
70Δ987.4123.3%0.4%1009.6223.2%0.4%
75Δ984.2723.5%0.4%1012.9823.3%0.3%
80Δ981.4522.5%0.3%1016.9823.8%0.2%

20Δ

Calls
Pseudo strike
1015.29
IV
21.8%
B/E move
2.0%
Puts
Pseudo strike
981.03
IV
23.0%
B/E move
1.9%

25Δ

Calls
Pseudo strike
1012.03
IV
21.9%
B/E move
1.7%
Puts
Pseudo strike
984.92
IV
22.4%
B/E move
1.6%

30Δ

Calls
Pseudo strike
1009.01
IV
22.0%
B/E move
1.5%
Puts
Pseudo strike
988.04
IV
21.9%
B/E move
1.4%

35Δ

Calls
Pseudo strike
1006.31
IV
22.2%
B/E move
1.3%
Puts
Pseudo strike
990.94
IV
21.6%
B/E move
1.2%

40Δ

Calls
Pseudo strike
1003.65
IV
22.2%
B/E move
1.1%
Puts
Pseudo strike
993.50
IV
21.7%
B/E move
1.0%

45Δ

Calls
Pseudo strike
1001.04
IV
22.0%
B/E move
1.0%
Puts
Pseudo strike
996.04
IV
21.9%
B/E move
0.9%

50Δ

Calls
Pseudo strike
998.46
IV
22.2%
B/E move
0.8%
Puts
Pseudo strike
998.55
IV
22.4%
B/E move
0.8%

55Δ

Calls
Pseudo strike
995.91
IV
22.5%
B/E move
0.7%
Puts
Pseudo strike
1001.12
IV
22.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
993.26
IV
22.7%
B/E move
0.6%
Puts
Pseudo strike
1003.78
IV
22.8%
B/E move
0.6%

65Δ

Calls
Pseudo strike
990.55
IV
22.9%
B/E move
0.5%
Puts
Pseudo strike
1006.62
IV
23.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
987.41
IV
23.3%
B/E move
0.4%
Puts
Pseudo strike
1009.62
IV
23.2%
B/E move
0.4%

75Δ

Calls
Pseudo strike
984.27
IV
23.5%
B/E move
0.4%
Puts
Pseudo strike
1012.98
IV
23.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
981.45
IV
22.5%
B/E move
0.3%
Puts
Pseudo strike
1016.98
IV
23.8%
B/E move
0.2%

Options history

COST18.9519.3319.722026-10-19T19:49:59.418000+00:00: 19.39%2026-10-20T13:30:04.805000+00:00: 19.66%2026-10-20T13:39:26.404000+00:00: 19.31%2026-10-20T13:44:32.454000+00:00: 19.31%2026-10-20T13:58:19.125000+00:00: 19.00%2026-10-20T13:59:55.813000+00:00: 19.06%Oct 19Oct 20
Table
ObservationIVSkewImplied move
19.39%0.64 pp4.59%
19.66%2.06 pp4.61%
19.31%1.83 pp4.52%
19.31%1.47 pp4.51%
19.00%1.91 pp4.44%
19.06%2.14 pp4.45%