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Campbell’s Co CPB

CONSUMER DEFENSIVE · PACKAGED FOODS
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Market dataready · fetched 2026-10-16T01:03:59.191Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:28:57.12451618Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T01:03:58.431762+00:00

Share price$19.81
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$0.04$1.71$3.39$5.07$6.74$16.65$18.19$19.73$21.27$22.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPB spot · $19.81CPB PRICE$0.22$0.29$0.37$0.48$0.60$0.72$0.84$0.99$1.14$1.29$1.62$2.21$3.80$0.26$0.35$0.43$0.54$0.67$0.80$0.93$1.10$1.26$1.43$2.41$4.39$6.26
PutsExpensive1.12×
CallsExpensive1.06×
SkewBearish+2.48 pp
Implied moveBearish±$1.77
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7331.2%10.8%18.1835.8%9.6%
25Δ21.4231.9%9.6%18.5434.9%8.2%
30Δ21.1132.7%8.4%18.9033.9%6.8%
35Δ20.8333.6%7.5%19.1933.9%5.8%
40Δ20.5634.5%6.8%19.4734.2%5.1%
45Δ20.2935.4%6.0%19.7434.6%4.4%
50Δ20.0236.3%5.3%20.0134.9%3.7%
55Δ19.7336.2%4.6%20.2934.5%3.1%
60Δ19.4535.9%3.9%20.5734.2%2.6%
65Δ19.1635.7%3.2%20.8433.9%2.0%
70Δ18.7539.2%2.8%21.8543.7%1.8%
75Δ18.1547.9%2.7%23.7866.2%2.1%
80Δ16.5874.8%2.9%25.6682.7%2.1%

20Δ

Calls
Pseudo strike
21.73
IV
31.2%
B/E move
10.8%
Puts
Pseudo strike
18.18
IV
35.8%
B/E move
9.6%

25Δ

Calls
Pseudo strike
21.42
IV
31.9%
B/E move
9.6%
Puts
Pseudo strike
18.54
IV
34.9%
B/E move
8.2%

30Δ

Calls
Pseudo strike
21.11
IV
32.7%
B/E move
8.4%
Puts
Pseudo strike
18.90
IV
33.9%
B/E move
6.8%

35Δ

Calls
Pseudo strike
20.83
IV
33.6%
B/E move
7.5%
Puts
Pseudo strike
19.19
IV
33.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
20.56
IV
34.5%
B/E move
6.8%
Puts
Pseudo strike
19.47
IV
34.2%
B/E move
5.1%

45Δ

Calls
Pseudo strike
20.29
IV
35.4%
B/E move
6.0%
Puts
Pseudo strike
19.74
IV
34.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
20.02
IV
36.3%
B/E move
5.3%
Puts
Pseudo strike
20.01
IV
34.9%
B/E move
3.7%

55Δ

Calls
Pseudo strike
19.73
IV
36.2%
B/E move
4.6%
Puts
Pseudo strike
20.29
IV
34.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
19.45
IV
35.9%
B/E move
3.9%
Puts
Pseudo strike
20.57
IV
34.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
19.16
IV
35.7%
B/E move
3.2%
Puts
Pseudo strike
20.84
IV
33.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
18.75
IV
39.2%
B/E move
2.8%
Puts
Pseudo strike
21.85
IV
43.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
18.15
IV
47.9%
B/E move
2.7%
Puts
Pseudo strike
23.78
IV
66.2%
B/E move
2.1%

80Δ

Calls
Pseudo strike
16.58
IV
74.8%
B/E move
2.9%
Puts
Pseudo strike
25.66
IV
82.7%
B/E move
2.1%