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Del Monte Corporation DMC

i

Market dataready · fetched 2026-11-12T01:42:42.203Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:00:00.002612978Z

FundamentalsSEC EDGAR · ready · as of 2026-09-25 · fetched 2026-11-12T01:42:41.329459+00:00

Share price$27.71
1D+1.8%
AH$26.94$27.16$27.37$27.58$27.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDMC
Sold putSold callAH

Del Monte Corporation options

Live interpolated DMC call and put midpoint premiums by absolute delta.Del Monte Corporation$0.09$2.25$4.40$6.55$8.71$23.25$25.57$27.90$30.22$32.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DMC spot · $27.71DMC PRICE$0.33$0.41$0.57$0.74$0.91$1.08$1.25$1.41$1.58$1.75$1.92$2.09$2.25$0.46$0.69$0.92$1.15$1.38$1.60$1.83$2.06$2.29$2.52$2.75$8.09
Puts——
CallsCheap0.75×
Skew——
Implied moveBearish±$3.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.3636.3%14.4%25.3236.9%10.3%
25Δ29.9932.3%9.7%25.7837.1%9.4%
30Δ29.6331.4%9.0%26.2537.4%8.6%
35Δ29.2730.6%8.3%26.7137.6%7.7%
40Δ28.9129.7%7.6%27.1737.8%6.9%
45Δ28.5628.9%6.9%27.6438.1%6.1%
50Δ28.2028.0%6.3%28.1038.3%5.2%
55Δ27.8427.2%5.6%28.5638.6%4.4%
60Δ27.4926.3%4.9%29.0238.8%3.5%
65Δ27.1325.4%4.2%29.4939.1%2.7%
70Δ26.7724.6%3.5%29.9539.3%1.8%
75Δ26.4123.7%2.8%
80Δ26.0622.9%2.2%35.2676.6%1.9%

20Δ

Calls
Pseudo strike
31.36
IV
36.3%
B/E move
14.4%
Puts
Pseudo strike
25.32
IV
36.9%
B/E move
10.3%

25Δ

Calls
Pseudo strike
29.99
IV
32.3%
B/E move
9.7%
Puts
Pseudo strike
25.78
IV
37.1%
B/E move
9.4%

30Δ

Calls
Pseudo strike
29.63
IV
31.4%
B/E move
9.0%
Puts
Pseudo strike
26.25
IV
37.4%
B/E move
8.6%

35Δ

Calls
Pseudo strike
29.27
IV
30.6%
B/E move
8.3%
Puts
Pseudo strike
26.71
IV
37.6%
B/E move
7.7%

40Δ

Calls
Pseudo strike
28.91
IV
29.7%
B/E move
7.6%
Puts
Pseudo strike
27.17
IV
37.8%
B/E move
6.9%

45Δ

Calls
Pseudo strike
28.56
IV
28.9%
B/E move
6.9%
Puts
Pseudo strike
27.64
IV
38.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
28.20
IV
28.0%
B/E move
6.3%
Puts
Pseudo strike
28.10
IV
38.3%
B/E move
5.2%

55Δ

Calls
Pseudo strike
27.84
IV
27.2%
B/E move
5.6%
Puts
Pseudo strike
28.56
IV
38.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
27.49
IV
26.3%
B/E move
4.9%
Puts
Pseudo strike
29.02
IV
38.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
27.13
IV
25.4%
B/E move
4.2%
Puts
Pseudo strike
29.49
IV
39.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
26.77
IV
24.6%
B/E move
3.5%
Puts
Pseudo strike
29.95
IV
39.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
26.41
IV
23.7%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.06
IV
22.9%
B/E move
2.2%
Puts
Pseudo strike
35.26
IV
76.6%
B/E move
1.9%

Options history

IV · four-Friday blend39.04%
Daily EOD
DMC35.4%37.3%39.3%2026-10-19: 35.65%2026-10-20: 36.21%2026-10-22: 38.66%2026-10-23: 37.06%2026-10-26: 38.59%2026-10-27: 39.04%Oct 19Oct 22Oct 27
6 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
35.65%
36.21%
38.66%
37.06%
38.59%
39.04%