IntraAlpha
Create free account Start free

Del Monte Corporation DMC

CONSUMER DEFENSIVE · FARM PRODUCTS
i

Market dataready · fetched 2026-10-22T21:11:23.238Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.003026499Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:04:22.830760+00:00

Share price$29.93
1D+5.6%
AH$28.21$28.68$29.15$29.61$30.085:30 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$0.04$3.20$6.36$9.52$12.68$23.58$26.13$28.69$31.24$33.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DMC spot · $29.93DMC PRICE$0.38$0.49$0.60$0.72$0.83$0.94$1.05$0.64$0.84$1.04$1.25$1.45$1.65$2.20$2.97$3.74$4.50$5.27$6.93$11.77
PutsExpensive1.99×
CallsFair0.99×
SkewBearish+29.69 pp
Implied moveBearish±$3.25
TiltBearish79.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.6035.4%13.5%26.1956.8%14.6%
25Δ33.0434.9%12.0%26.9055.8%12.9%
30Δ32.4834.4%10.5%27.6154.9%11.2%
35Δ31.9234.0%9.0%28.3253.9%9.6%
40Δ31.3633.5%7.6%29.0253.0%7.9%
45Δ30.8033.0%6.1%29.7352.0%6.2%
50Δ30.2432.6%4.6%30.5854.2%5.2%
55Δ31.5158.2%4.6%
60Δ32.4462.3%4.1%
65Δ33.3766.3%3.6%
70Δ34.2970.4%3.0%
75Δ36.0880.4%2.6%
80Δ40.94109.4%2.5%

20Δ

Calls
Pseudo strike
33.60
IV
35.4%
B/E move
13.5%
Puts
Pseudo strike
26.19
IV
56.8%
B/E move
14.6%

25Δ

Calls
Pseudo strike
33.04
IV
34.9%
B/E move
12.0%
Puts
Pseudo strike
26.90
IV
55.8%
B/E move
12.9%

30Δ

Calls
Pseudo strike
32.48
IV
34.4%
B/E move
10.5%
Puts
Pseudo strike
27.61
IV
54.9%
B/E move
11.2%

35Δ

Calls
Pseudo strike
31.92
IV
34.0%
B/E move
9.0%
Puts
Pseudo strike
28.32
IV
53.9%
B/E move
9.6%

40Δ

Calls
Pseudo strike
31.36
IV
33.5%
B/E move
7.6%
Puts
Pseudo strike
29.02
IV
53.0%
B/E move
7.9%

45Δ

Calls
Pseudo strike
30.80
IV
33.0%
B/E move
6.1%
Puts
Pseudo strike
29.73
IV
52.0%
B/E move
6.2%

50Δ

Calls
Pseudo strike
30.24
IV
32.6%
B/E move
4.6%
Puts
Pseudo strike
30.58
IV
54.2%
B/E move
5.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.51
IV
58.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.44
IV
62.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.37
IV
66.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.29
IV
70.4%
B/E move
3.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.08
IV
80.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.94
IV
109.4%
B/E move
2.5%

Options history

DMC36.1736.2136.252026-10-20: 36.21%Oct 20Oct 20
Table
DateIV
36.21%