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Deere & Company DE

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
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Market dataready · fetched 2026-10-20T20:56:20.829Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T20:10:00.002541006Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T20:56:20.320767+00:00

Share price$632.20
1D+0.8%
AH$626$630$633$637$6405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDE
Sold putSold callAH

Deere & Company options

Live interpolated DE call and put midpoint premiums by absolute delta.Deere & Company$1.74$8.48$15.23$21.97$28.71$603.91$618.99$634.08$649.17$664.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DE spot · $632.20DE PRICE$3.15$4.21$4.87$5.82$6.77$7.88$9.74$11.51$13.81$16.00$18.51$21.64$26.77$2.47$3.35$4.45$5.63$6.86$7.45$9.20$10.94$12.52$14.51$17.19$19.11$21.73
PutsExpensive1.52×
CallsExpensive2.38×
SkewBullish-6.60 pp
Implied moveBullish±$18.94
TiltBullish5.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ657.7850.2%4.5%614.6938.0%3.2%
25Δ652.8050.2%3.9%618.0538.5%2.8%
30Δ646.8445.6%3.1%621.0039.7%2.5%
35Δ642.7244.0%2.6%623.8540.8%2.2%
40Δ638.9842.2%2.1%626.9141.0%1.9%
45Δ635.9041.5%1.8%630.0837.5%1.5%
50Δ632.8743.6%1.6%632.8139.3%1.4%
55Δ629.7244.3%1.4%635.7040.1%1.2%
60Δ626.2745.9%1.2%638.6039.5%1.0%
65Δ622.8146.3%1.0%641.6539.7%0.8%
70Δ619.1046.6%0.9%645.2340.8%0.7%
75Δ614.9047.4%0.7%648.2139.3%0.5%
80Δ608.9650.9%0.6%651.7138.6%0.4%

20Δ

Calls
Pseudo strike
657.78
IV
50.2%
B/E move
4.5%
Puts
Pseudo strike
614.69
IV
38.0%
B/E move
3.2%

25Δ

Calls
Pseudo strike
652.80
IV
50.2%
B/E move
3.9%
Puts
Pseudo strike
618.05
IV
38.5%
B/E move
2.8%

30Δ

Calls
Pseudo strike
646.84
IV
45.6%
B/E move
3.1%
Puts
Pseudo strike
621.00
IV
39.7%
B/E move
2.5%

35Δ

Calls
Pseudo strike
642.72
IV
44.0%
B/E move
2.6%
Puts
Pseudo strike
623.85
IV
40.8%
B/E move
2.2%

40Δ

Calls
Pseudo strike
638.98
IV
42.2%
B/E move
2.1%
Puts
Pseudo strike
626.91
IV
41.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
635.90
IV
41.5%
B/E move
1.8%
Puts
Pseudo strike
630.08
IV
37.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
632.87
IV
43.6%
B/E move
1.6%
Puts
Pseudo strike
632.81
IV
39.3%
B/E move
1.4%

55Δ

Calls
Pseudo strike
629.72
IV
44.3%
B/E move
1.4%
Puts
Pseudo strike
635.70
IV
40.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
626.27
IV
45.9%
B/E move
1.2%
Puts
Pseudo strike
638.60
IV
39.5%
B/E move
1.0%

65Δ

Calls
Pseudo strike
622.81
IV
46.3%
B/E move
1.0%
Puts
Pseudo strike
641.65
IV
39.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
619.10
IV
46.6%
B/E move
0.9%
Puts
Pseudo strike
645.23
IV
40.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
614.90
IV
47.4%
B/E move
0.7%
Puts
Pseudo strike
648.21
IV
39.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
608.96
IV
50.9%
B/E move
0.6%
Puts
Pseudo strike
651.71
IV
38.6%
B/E move
0.4%

Options history

No recorded observations