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Deere & Company DE

INDUSTRIALS · FARM & HEAVY CONSTRUCTION MACHINERY
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Market dataready · fetched 2026-10-15T23:40:57.902Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T23:40:54.661232+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$5.16$22.38$39.60$56.81$74.03$564.97$608.04$651.11$694.17$737.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DE spot · $650.79DE PRICE$7.02$9.01$11.86$14.84$18.22$21.48$25.11$29.66$33.56$39.44$46.28$52.38$59.93$7.91$10.90$13.35$16.94$19.69$24.05$28.53$32.55$37.50$44.01$49.33$57.06$69.07
PutsFair0.95×
CallsFair1.05×
SkewBullish-0.56 pp
Implied moveBearish±$53.65
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ715.2032.2%11.0%602.3532.7%8.7%
25Δ701.0531.0%9.1%611.4033.9%7.7%
30Δ692.1432.0%8.2%622.6732.3%6.4%
35Δ683.1132.5%7.2%630.9833.2%5.6%
40Δ674.3533.0%6.4%640.1631.9%4.7%
45Δ665.5232.9%5.6%648.3932.5%4.1%
50Δ656.7032.7%4.8%656.7932.7%3.5%
55Δ648.3533.3%4.2%664.9032.0%2.8%
60Δ639.9132.7%3.5%673.4531.7%2.3%
65Δ630.8733.4%3.0%682.7332.2%1.9%
70Δ621.0334.2%2.5%691.2131.3%1.4%
75Δ611.6633.7%2.0%701.4931.2%1.0%
80Δ601.2433.5%1.6%715.5432.4%0.7%

20Δ

Calls
Pseudo strike
715.20
IV
32.2%
B/E move
11.0%
Puts
Pseudo strike
602.35
IV
32.7%
B/E move
8.7%

25Δ

Calls
Pseudo strike
701.05
IV
31.0%
B/E move
9.1%
Puts
Pseudo strike
611.40
IV
33.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
692.14
IV
32.0%
B/E move
8.2%
Puts
Pseudo strike
622.67
IV
32.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
683.11
IV
32.5%
B/E move
7.2%
Puts
Pseudo strike
630.98
IV
33.2%
B/E move
5.6%

40Δ

Calls
Pseudo strike
674.35
IV
33.0%
B/E move
6.4%
Puts
Pseudo strike
640.16
IV
31.9%
B/E move
4.7%

45Δ

Calls
Pseudo strike
665.52
IV
32.9%
B/E move
5.6%
Puts
Pseudo strike
648.39
IV
32.5%
B/E move
4.1%

50Δ

Calls
Pseudo strike
656.70
IV
32.7%
B/E move
4.8%
Puts
Pseudo strike
656.79
IV
32.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
648.35
IV
33.3%
B/E move
4.2%
Puts
Pseudo strike
664.90
IV
32.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
639.91
IV
32.7%
B/E move
3.5%
Puts
Pseudo strike
673.45
IV
31.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
630.87
IV
33.4%
B/E move
3.0%
Puts
Pseudo strike
682.73
IV
32.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
621.03
IV
34.2%
B/E move
2.5%
Puts
Pseudo strike
691.21
IV
31.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
611.66
IV
33.7%
B/E move
2.0%
Puts
Pseudo strike
701.49
IV
31.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
601.24
IV
33.5%
B/E move
1.6%
Puts
Pseudo strike
715.54
IV
32.4%
B/E move
0.7%