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Deere & Company DE

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
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Market dataready · fetched 2026-10-16T00:19:59.335Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:22:58.368835527Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:19:58.778044+00:00

Share price$650.79
1D+1.1%
AH$646$650$654$658$6625:30 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$1.29$5.59$9.89$14.20$18.50$625.70$637.84$649.98$662.11$674.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DE spot · $650.79DE PRICE$1.75$2.50$2.63$3.61$4.90$5.70$5.90$6.41$7.66$9.49$11.16$13.34$17.26$1.95$2.03$2.33$3.23$4.24$5.24$5.95$6.38$6.58$6.94$8.55$9.25$9.79
PutsCheap0.58×
CallsCheap0.76×
SkewBullish-8.16 pp
Implied moveBalanced±$11.85
TiltBullish12.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ664.1345.3%2.3%637.7248.3%2.3%
25Δ662.6049.7%2.2%641.8939.7%1.7%
30Δ658.4040.9%1.6%644.6235.6%1.3%
35Δ656.7244.4%1.5%646.0738.7%1.2%
40Δ655.3750.6%1.5%647.3642.9%1.2%
45Δ653.2750.1%1.3%649.1544.5%1.1%
50Δ651.1644.3%1.0%650.9643.3%0.9%
55Δ649.2340.8%0.7%652.6739.8%0.7%
60Δ647.3642.4%0.7%653.9135.7%0.5%
65Δ645.0845.6%0.6%655.2332.3%0.4%
70Δ642.7646.6%0.5%657.1934.5%0.3%
75Δ640.0248.5%0.4%658.4132.5%0.3%
80Δ635.6954.4%0.3%659.4829.7%0.2%

20Δ

Calls
Pseudo strike
664.13
IV
45.3%
B/E move
2.3%
Puts
Pseudo strike
637.72
IV
48.3%
B/E move
2.3%

25Δ

Calls
Pseudo strike
662.60
IV
49.7%
B/E move
2.2%
Puts
Pseudo strike
641.89
IV
39.7%
B/E move
1.7%

30Δ

Calls
Pseudo strike
658.40
IV
40.9%
B/E move
1.6%
Puts
Pseudo strike
644.62
IV
35.6%
B/E move
1.3%

35Δ

Calls
Pseudo strike
656.72
IV
44.4%
B/E move
1.5%
Puts
Pseudo strike
646.07
IV
38.7%
B/E move
1.2%

40Δ

Calls
Pseudo strike
655.37
IV
50.6%
B/E move
1.5%
Puts
Pseudo strike
647.36
IV
42.9%
B/E move
1.2%

45Δ

Calls
Pseudo strike
653.27
IV
50.1%
B/E move
1.3%
Puts
Pseudo strike
649.15
IV
44.5%
B/E move
1.1%

50Δ

Calls
Pseudo strike
651.16
IV
44.3%
B/E move
1.0%
Puts
Pseudo strike
650.96
IV
43.3%
B/E move
0.9%

55Δ

Calls
Pseudo strike
649.23
IV
40.8%
B/E move
0.7%
Puts
Pseudo strike
652.67
IV
39.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
647.36
IV
42.4%
B/E move
0.7%
Puts
Pseudo strike
653.91
IV
35.7%
B/E move
0.5%

65Δ

Calls
Pseudo strike
645.08
IV
45.6%
B/E move
0.6%
Puts
Pseudo strike
655.23
IV
32.3%
B/E move
0.4%

70Δ

Calls
Pseudo strike
642.76
IV
46.6%
B/E move
0.5%
Puts
Pseudo strike
657.19
IV
34.5%
B/E move
0.3%

75Δ

Calls
Pseudo strike
640.02
IV
48.5%
B/E move
0.4%
Puts
Pseudo strike
658.41
IV
32.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
635.69
IV
54.4%
B/E move
0.3%
Puts
Pseudo strike
659.48
IV
29.7%
B/E move
0.2%