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Costco Wholesale Corp COST

CONSUMER DEFENSIVE · DISCOUNT STORES
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Market dataready · fetched 2026-10-16T00:18:02.748Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-16T00:18:01.939259+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$4.71$20.91$37.12$53.32$69.52$867.23$916.88$966.52$1016.17$1065.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COST spot · $978.06COST PRICE$6.46$8.60$10.96$13.56$16.13$19.38$23.16$26.60$30.15$36.06$43.42$50.60$56.43$7.02$9.44$12.00$14.60$18.07$21.95$25.71$29.48$34.20$38.54$44.52$53.36$64.85
PutsExpensive1.10×
CallsCheap0.88×
SkewBearish+0.26 pp
Implied moveBearish±$48.88
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1035.3119.2%6.5%933.3919.9%5.3%
25Δ1024.8819.2%5.7%943.0519.9%4.5%
30Δ1015.4519.3%4.9%952.1219.8%3.9%
35Δ1007.0119.4%4.3%960.7819.5%3.3%
40Δ998.6619.1%3.8%968.3419.9%2.8%
45Δ991.1719.3%3.3%976.0220.2%2.5%
50Δ983.7619.6%3.0%983.8220.1%2.0%
55Δ976.1919.4%2.5%991.5119.8%1.6%
60Δ968.8519.0%2.1%999.3819.8%1.3%
65Δ960.5019.8%1.9%1006.9619.3%1.0%
70Δ950.8820.7%1.7%1015.5419.3%0.7%
75Δ941.0721.0%1.4%1026.5919.8%0.5%
80Δ932.4620.3%1.1%1039.9720.9%0.3%

20Δ

Calls
Pseudo strike
1035.31
IV
19.2%
B/E move
6.5%
Puts
Pseudo strike
933.39
IV
19.9%
B/E move
5.3%

25Δ

Calls
Pseudo strike
1024.88
IV
19.2%
B/E move
5.7%
Puts
Pseudo strike
943.05
IV
19.9%
B/E move
4.5%

30Δ

Calls
Pseudo strike
1015.45
IV
19.3%
B/E move
4.9%
Puts
Pseudo strike
952.12
IV
19.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
1007.01
IV
19.4%
B/E move
4.3%
Puts
Pseudo strike
960.78
IV
19.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
998.66
IV
19.1%
B/E move
3.8%
Puts
Pseudo strike
968.34
IV
19.9%
B/E move
2.8%

45Δ

Calls
Pseudo strike
991.17
IV
19.3%
B/E move
3.3%
Puts
Pseudo strike
976.02
IV
20.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
983.76
IV
19.6%
B/E move
3.0%
Puts
Pseudo strike
983.82
IV
20.1%
B/E move
2.0%

55Δ

Calls
Pseudo strike
976.19
IV
19.4%
B/E move
2.5%
Puts
Pseudo strike
991.51
IV
19.8%
B/E move
1.6%

60Δ

Calls
Pseudo strike
968.85
IV
19.0%
B/E move
2.1%
Puts
Pseudo strike
999.38
IV
19.8%
B/E move
1.3%

65Δ

Calls
Pseudo strike
960.50
IV
19.8%
B/E move
1.9%
Puts
Pseudo strike
1006.96
IV
19.3%
B/E move
1.0%

70Δ

Calls
Pseudo strike
950.88
IV
20.7%
B/E move
1.7%
Puts
Pseudo strike
1015.54
IV
19.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
941.07
IV
21.0%
B/E move
1.4%
Puts
Pseudo strike
1026.59
IV
19.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
932.46
IV
20.3%
B/E move
1.1%
Puts
Pseudo strike
1039.97
IV
20.9%
B/E move
0.3%