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Campbell’s Co CPB

CONSUMER DEFENSIVE · PACKAGED FOODS
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Market dataready · fetched 2026-10-15T20:03:10.062Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:40.197178436Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:03:09.655600+00:00

Share price$19.85
1D+2.2%
AH$19.28$19.60$19.92$20.24$20.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPB
Sold putSold callAH

Campbell’s Co options

Live interpolated CPB call and put midpoint premiums by absolute delta.Campbell’s Co$0.08$0.68$1.29$1.89$2.50$17.73$18.79$19.85$20.92$21.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $19.85OPTION PRICELive CPB spot · $19.85CPB PRICE$0.67$0.67$0.46$0.26$0.14$0.19$0.23$0.28$0.33$0.37$0.42$0.55$0.84$0.65$0.48$0.32$0.20$0.22$0.23$0.24$0.26$0.27$0.65$1.21$1.77$2.32
PutsExpensive4.29×
CallsExpensive1.79×
SkewBullish-0.69 pp
Implied moveBearish±$0.48
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.52676.4%47.0%15.52601.9%25.1%
25Δ24.45492.5%26.6%17.00410.5%16.8%
30Δ22.77324.0%17.1%18.47219.1%8.6%
35Δ21.09155.5%7.6%19.5382.8%2.7%
40Δ19.9846.2%1.3%19.6275.9%2.3%
45Δ19.9047.8%1.2%19.7069.0%1.9%
50Δ19.8349.3%1.1%19.7962.1%1.5%
55Δ19.7650.9%1.0%19.8855.3%1.1%
60Δ19.6952.5%0.8%19.9748.4%0.8%
65Δ19.6254.1%0.7%20.3772.4%0.7%
70Δ19.5555.7%0.6%20.92111.0%0.7%
75Δ19.4064.5%0.5%21.46149.6%0.8%
80Δ19.1185.8%0.5%22.01188.2%0.8%

20Δ

Calls
Pseudo strike
28.52
IV
676.4%
B/E move
47.0%
Puts
Pseudo strike
15.52
IV
601.9%
B/E move
25.1%

25Δ

Calls
Pseudo strike
24.45
IV
492.5%
B/E move
26.6%
Puts
Pseudo strike
17.00
IV
410.5%
B/E move
16.8%

30Δ

Calls
Pseudo strike
22.77
IV
324.0%
B/E move
17.1%
Puts
Pseudo strike
18.47
IV
219.1%
B/E move
8.6%

35Δ

Calls
Pseudo strike
21.09
IV
155.5%
B/E move
7.6%
Puts
Pseudo strike
19.53
IV
82.8%
B/E move
2.7%

40Δ

Calls
Pseudo strike
19.98
IV
46.2%
B/E move
1.3%
Puts
Pseudo strike
19.62
IV
75.9%
B/E move
2.3%

45Δ

Calls
Pseudo strike
19.90
IV
47.8%
B/E move
1.2%
Puts
Pseudo strike
19.70
IV
69.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
19.83
IV
49.3%
B/E move
1.1%
Puts
Pseudo strike
19.79
IV
62.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
19.76
IV
50.9%
B/E move
1.0%
Puts
Pseudo strike
19.88
IV
55.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
19.69
IV
52.5%
B/E move
0.8%
Puts
Pseudo strike
19.97
IV
48.4%
B/E move
0.8%

65Δ

Calls
Pseudo strike
19.62
IV
54.1%
B/E move
0.7%
Puts
Pseudo strike
20.37
IV
72.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
19.55
IV
55.7%
B/E move
0.6%
Puts
Pseudo strike
20.92
IV
111.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
19.40
IV
64.5%
B/E move
0.5%
Puts
Pseudo strike
21.46
IV
149.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
19.11
IV
85.8%
B/E move
0.5%
Puts
Pseudo strike
22.01
IV
188.2%
B/E move
0.8%