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Costco Wholesale Corp COST

CONSUMER DEFENSIVE · DISCOUNT STORES
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Market dataready · fetched 2026-10-16T01:00:51.410Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:23:05.853477348Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-16T01:00:50.896642+00:00

Share price$978.06
1D-1.6%
AH$975$984$992$1,001$1,0095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOST
Sold putSold callAH

Costco Wholesale Corp options

Live interpolated COST call and put midpoint premiums by absolute delta.Costco Wholesale Corp$0.92$5.36$9.80$14.24$18.67$953.53$967.34$981.14$994.95$1008.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COST spot · $978.06COST PRICE$1.40$1.86$2.33$2.92$3.50$4.16$5.23$6.30$7.35$8.30$9.25$10.76$17.39$1.45$1.90$2.42$2.96$3.52$4.28$5.04$5.80$6.85$7.95$9.05
PutsCheap0.58×
CallsCheap0.82×
SkewBullish-1.42 pp
Implied moveBalanced±$10.27
TiltBullish22.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ988.9724.4%1.3%967.4324.7%1.2%
25Δ986.8124.2%1.1%969.7524.6%1.0%
30Δ984.7324.0%0.9%971.5924.4%0.9%
35Δ983.0723.9%0.8%973.3824.1%0.8%
40Δ981.4123.9%0.7%975.1523.9%0.7%
45Δ979.7523.9%0.6%976.7024.0%0.6%
50Δ978.1025.0%0.5%978.2524.0%0.5%
55Δ976.4426.1%0.5%979.8024.1%0.4%
60Δ974.7926.9%0.4%981.4724.2%0.4%
65Δ973.1426.1%0.3%983.1524.3%0.3%
70Δ971.4925.3%0.3%984.8424.4%0.2%
75Δ969.3325.5%0.2%
80Δ962.6534.7%0.2%

20Δ

Calls
Pseudo strike
988.97
IV
24.4%
B/E move
1.3%
Puts
Pseudo strike
967.43
IV
24.7%
B/E move
1.2%

25Δ

Calls
Pseudo strike
986.81
IV
24.2%
B/E move
1.1%
Puts
Pseudo strike
969.75
IV
24.6%
B/E move
1.0%

30Δ

Calls
Pseudo strike
984.73
IV
24.0%
B/E move
0.9%
Puts
Pseudo strike
971.59
IV
24.4%
B/E move
0.9%

35Δ

Calls
Pseudo strike
983.07
IV
23.9%
B/E move
0.8%
Puts
Pseudo strike
973.38
IV
24.1%
B/E move
0.8%

40Δ

Calls
Pseudo strike
981.41
IV
23.9%
B/E move
0.7%
Puts
Pseudo strike
975.15
IV
23.9%
B/E move
0.7%

45Δ

Calls
Pseudo strike
979.75
IV
23.9%
B/E move
0.6%
Puts
Pseudo strike
976.70
IV
24.0%
B/E move
0.6%

50Δ

Calls
Pseudo strike
978.10
IV
25.0%
B/E move
0.5%
Puts
Pseudo strike
978.25
IV
24.0%
B/E move
0.5%

55Δ

Calls
Pseudo strike
976.44
IV
26.1%
B/E move
0.5%
Puts
Pseudo strike
979.80
IV
24.1%
B/E move
0.4%

60Δ

Calls
Pseudo strike
974.79
IV
26.9%
B/E move
0.4%
Puts
Pseudo strike
981.47
IV
24.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
973.14
IV
26.1%
B/E move
0.3%
Puts
Pseudo strike
983.15
IV
24.3%
B/E move
0.3%

70Δ

Calls
Pseudo strike
971.49
IV
25.3%
B/E move
0.3%
Puts
Pseudo strike
984.84
IV
24.4%
B/E move
0.2%

75Δ

Calls
Pseudo strike
969.33
IV
25.5%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
962.65
IV
34.7%
B/E move
0.2%
Puts
Pseudo strike
IV
B/E move