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Deere & Company DE

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
i

Market dataready · fetched 2026-11-10T16:52:45.715Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T16:52:05.437951337Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-10T16:52:45.094539+00:00

Share price$680.35
1D-1.5%
$674$679$683$688$6925:30 AM6:30 AM9:00 AM1:00 PMDE
Sold putSold call

Deere & Company options

Live interpolated DE call and put midpoint premiums by absolute delta.Deere & Company$3.25$10.47$17.69$24.90$32.12$-0.68$-0.09$0.50$1.09$1.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEDE PRICE$4.03$5.87$6.18$7.55$9.03$10.77$12.63$14.12$15.97$19.73$23.54$26.16$6.01$7.73$9.11$10.75$15.00$17.05$19.90$21.51$24.88$30.04
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ699.9744.6%3.5%
30Δ697.8850.8%3.4%665.3249.9%3.1%
35Δ691.5043.4%2.5%669.0651.9%2.8%
40Δ688.0143.9%2.2%673.4150.5%2.4%
45Δ684.5444.2%1.9%677.3950.0%2.0%
50Δ681.1244.8%1.7%
55Δ677.6345.2%1.5%685.2350.7%1.5%
60Δ674.3243.7%1.2%689.0949.7%1.2%
65Δ670.9542.8%1.0%693.3650.2%1.0%
70Δ666.3946.1%0.8%696.5847.3%0.8%
75Δ661.5347.9%0.7%701.1847.3%0.6%
80Δ657.6446.1%0.5%707.3049.2%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
699.97
IV
44.6%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
697.88
IV
50.8%
B/E move
3.4%
Puts
Pseudo strike
665.32
IV
49.9%
B/E move
3.1%

35Δ

Calls
Pseudo strike
691.50
IV
43.4%
B/E move
2.5%
Puts
Pseudo strike
669.06
IV
51.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
688.01
IV
43.9%
B/E move
2.2%
Puts
Pseudo strike
673.41
IV
50.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
684.54
IV
44.2%
B/E move
1.9%
Puts
Pseudo strike
677.39
IV
50.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
681.12
IV
44.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
677.63
IV
45.2%
B/E move
1.5%
Puts
Pseudo strike
685.23
IV
50.7%
B/E move
1.5%

60Δ

Calls
Pseudo strike
674.32
IV
43.7%
B/E move
1.2%
Puts
Pseudo strike
689.09
IV
49.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
670.95
IV
42.8%
B/E move
1.0%
Puts
Pseudo strike
693.36
IV
50.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
666.39
IV
46.1%
B/E move
0.8%
Puts
Pseudo strike
696.58
IV
47.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
661.53
IV
47.9%
B/E move
0.7%
Puts
Pseudo strike
701.18
IV
47.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
657.64
IV
46.1%
B/E move
0.5%
Puts
Pseudo strike
707.30
IV
49.2%
B/E move
0.5%

Options history

IV · four-Friday blend38.90%
Daily close
DE25.3%40.8%56.4%2026-08-12: 40.99%2026-08-13: 41.58%2026-08-14: 40.55%2026-08-17: 46.99%2026-08-18: 49.90%2026-08-19: 54.22%2026-08-20: 36.82%2026-08-21: 30.14%2026-08-24: 32.62%2026-08-25: 31.31%2026-08-26: 30.36%2026-08-27: 30.55%2026-08-28: 27.43%2026-08-31: 28.96%2026-09-01: 33.19%2026-09-02: 33.50%2026-09-03: 31.14%2026-09-04: 28.06%2026-09-08: 32.39%2026-09-09: 31.03%2026-09-10: 32.18%2026-09-11: 29.77%2026-09-14: 32.51%2026-09-15: 32.67%2026-09-16: 33.92%2026-09-17: 32.96%2026-09-18: 28.57%2026-09-21: 30.30%2026-09-22: 31.53%2026-09-23: 32.06%2026-09-24: 30.38%2026-09-25: 28.27%2026-09-28: 30.22%2026-09-29: 32.68%2026-09-30: 30.09%2026-10-01: 32.57%2026-10-02: 29.66%2026-10-05: 31.23%2026-10-06: 31.94%2026-10-07: 32.84%2026-10-08: 33.19%2026-10-09: 31.88%2026-10-12: 32.42%2026-10-13: 34.32%2026-10-14: 35.58%2026-10-15: 36.11%2026-10-16: 34.59%2026-10-19: 34.77%2026-10-20: 36.73%2026-10-21: 36.31%2026-10-22: 39.89%2026-10-23: 34.53%2026-10-26: 36.11%2026-10-27: 37.25%2026-10-28: 38.66%2026-10-29: 38.36%2026-10-30: 38.90%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
40.99%
41.58%
40.55%
46.99%
49.90%
54.22%
36.82%
30.14%
32.62%
31.31%
30.36%
30.55%
27.43%
28.96%
33.19%
33.50%
31.14%
28.06%
32.39%
31.03%
32.18%
29.77%
32.51%
32.67%
33.92%
32.96%
28.57%
30.30%
31.53%
32.06%
30.38%
28.27%
30.22%
32.68%
30.09%
32.57%
29.66%
31.23%
31.94%
32.84%
33.19%
31.88%
32.42%
34.32%
35.58%
36.11%
34.59%
34.77%
36.73%
36.31%
39.89%
34.53%
36.11%
37.25%
38.66%
38.36%
38.90%