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Campbell’s Co CPB

CONSUMER DEFENSIVE · PACKAGED FOODS
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Market dataready · fetched 2026-10-15T20:34:52.593Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:09:31.975637824Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:34:51.949830+00:00

Share price$19.86
1D+2.3%
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$0.07$0.69$1.32$1.95$2.57$17.74$18.80$19.87$20.94$22.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $19.86OPTION PRICELive CPB spot · $19.86CPB PRICE$0.69$0.67$0.47$0.28$0.14$0.18$0.23$0.27$0.32$0.36$0.41$0.48$0.77$0.64$0.48$0.31$0.20$0.22$0.23$0.25$0.26$0.27$0.77$1.31$1.85$2.39
PutsExpensive4.28×
CallsExpensive1.80×
SkewBullish-1.71 pp
Implied moveBearish±$0.47
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.91709.1%49.1%15.59594.3%24.8%
25Δ24.46498.1%26.5%17.06402.7%16.5%
30Δ22.84333.9%17.4%18.54211.0%8.2%
35Δ21.23169.8%8.3%19.5384.2%2.7%
40Δ19.9845.0%1.3%19.6277.0%2.3%
45Δ19.9146.4%1.2%19.7269.8%1.9%
50Δ19.8447.7%1.1%19.8162.7%1.5%
55Δ19.7749.1%0.9%19.9055.5%1.1%
60Δ19.7050.5%0.8%19.9948.3%0.7%
65Δ19.6351.9%0.7%20.4882.8%0.7%
70Δ19.5653.2%0.6%21.01121.2%0.8%
75Δ19.4756.6%0.5%21.55159.7%0.8%
80Δ19.1878.2%0.5%22.08198.1%0.9%

20Δ

Calls
Pseudo strike
28.91
IV
709.1%
B/E move
49.1%
Puts
Pseudo strike
15.59
IV
594.3%
B/E move
24.8%

25Δ

Calls
Pseudo strike
24.46
IV
498.1%
B/E move
26.5%
Puts
Pseudo strike
17.06
IV
402.7%
B/E move
16.5%

30Δ

Calls
Pseudo strike
22.84
IV
333.9%
B/E move
17.4%
Puts
Pseudo strike
18.54
IV
211.0%
B/E move
8.2%

35Δ

Calls
Pseudo strike
21.23
IV
169.8%
B/E move
8.3%
Puts
Pseudo strike
19.53
IV
84.2%
B/E move
2.7%

40Δ

Calls
Pseudo strike
19.98
IV
45.0%
B/E move
1.3%
Puts
Pseudo strike
19.62
IV
77.0%
B/E move
2.3%

45Δ

Calls
Pseudo strike
19.91
IV
46.4%
B/E move
1.2%
Puts
Pseudo strike
19.72
IV
69.8%
B/E move
1.9%

50Δ

Calls
Pseudo strike
19.84
IV
47.7%
B/E move
1.1%
Puts
Pseudo strike
19.81
IV
62.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
19.77
IV
49.1%
B/E move
0.9%
Puts
Pseudo strike
19.90
IV
55.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
19.70
IV
50.5%
B/E move
0.8%
Puts
Pseudo strike
19.99
IV
48.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
19.63
IV
51.9%
B/E move
0.7%
Puts
Pseudo strike
20.48
IV
82.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
19.56
IV
53.2%
B/E move
0.6%
Puts
Pseudo strike
21.01
IV
121.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
19.47
IV
56.6%
B/E move
0.5%
Puts
Pseudo strike
21.55
IV
159.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
19.18
IV
78.2%
B/E move
0.5%
Puts
Pseudo strike
22.08
IV
198.1%
B/E move
0.9%