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The Estee Lauder Companies Inc. Class A EL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-11-10T22:19:38.854Z

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 · 2026-11-10T21:41:33.054740397Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:14:10.365298+00:00

Share price$113.43
1D+0.8%
AH$111.26$111.84$112.43$113.02$113.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEL
Sold putSold callAH

The Estee Lauder Companies Inc. Class A options

Live interpolated EL call and put midpoint premiums by absolute delta.The Estee Lauder Companies Inc. Class A$0.38$1.42$2.46$3.49$4.53$109.61$111.86$114.12$116.38$118.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EL spot · $113.43EL PRICE$0.50$0.66$0.82$1.05$1.24$1.38$1.59$1.81$2.41$2.83$3.00$3.39$4.23$0.56$0.74$0.94$1.16$1.36$1.55$1.75$1.98$2.44$2.85$3.22$3.89
Puts——
CallsExpensive1.35×
Skew——
Implied moveBearish±$3.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.3543.0%3.9%109.4847.8%4.0%
25Δ116.6643.8%3.4%110.3746.6%3.3%
30Δ115.8842.7%2.9%111.0547.0%2.9%
35Δ115.3143.9%2.6%111.7246.6%2.5%
40Δ114.7143.3%2.2%112.3745.3%2.1%
45Δ114.0840.5%1.8%112.9943.3%1.7%
50Δ113.5539.5%1.5%113.5341.6%1.5%
55Δ113.0438.7%1.2%114.0740.3%1.2%
60Δ112.3744.1%1.2%114.6942.6%1.0%
65Δ111.7945.7%1.0%115.2943.3%0.9%
70Δ111.3342.1%0.8%115.8642.4%0.7%
75Δ110.7141.0%0.6%116.6944.2%0.6%
80Δ109.7644.4%0.5%

20Δ

Calls
Pseudo strike
117.35
IV
43.0%
B/E move
3.9%
Puts
Pseudo strike
109.48
IV
47.8%
B/E move
4.0%

25Δ

Calls
Pseudo strike
116.66
IV
43.8%
B/E move
3.4%
Puts
Pseudo strike
110.37
IV
46.6%
B/E move
3.3%

30Δ

Calls
Pseudo strike
115.88
IV
42.7%
B/E move
2.9%
Puts
Pseudo strike
111.05
IV
47.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
115.31
IV
43.9%
B/E move
2.6%
Puts
Pseudo strike
111.72
IV
46.6%
B/E move
2.5%

40Δ

Calls
Pseudo strike
114.71
IV
43.3%
B/E move
2.2%
Puts
Pseudo strike
112.37
IV
45.3%
B/E move
2.1%

45Δ

Calls
Pseudo strike
114.08
IV
40.5%
B/E move
1.8%
Puts
Pseudo strike
112.99
IV
43.3%
B/E move
1.7%

50Δ

Calls
Pseudo strike
113.55
IV
39.5%
B/E move
1.5%
Puts
Pseudo strike
113.53
IV
41.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
113.04
IV
38.7%
B/E move
1.2%
Puts
Pseudo strike
114.07
IV
40.3%
B/E move
1.2%

60Δ

Calls
Pseudo strike
112.37
IV
44.1%
B/E move
1.2%
Puts
Pseudo strike
114.69
IV
42.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
111.79
IV
45.7%
B/E move
1.0%
Puts
Pseudo strike
115.29
IV
43.3%
B/E move
0.9%

70Δ

Calls
Pseudo strike
111.33
IV
42.1%
B/E move
0.8%
Puts
Pseudo strike
115.86
IV
42.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
110.71
IV
41.0%
B/E move
0.6%
Puts
Pseudo strike
116.69
IV
44.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
109.76
IV
44.4%
B/E move
0.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend71.19%
Daily close
EL25.9%55.2%84.4%2026-08-12: 62.13%2026-08-13: 64.33%2026-08-14: 63.20%2026-08-17: 72.45%2026-08-18: 80.37%2026-08-19: 43.49%2026-08-20: 41.65%2026-08-21: 35.56%2026-08-24: 35.31%2026-08-25: 35.03%2026-08-26: 33.41%2026-08-27: 36.63%2026-08-28: 29.95%2026-08-31: 34.12%2026-09-01: 32.70%2026-09-02: 33.66%2026-09-03: 34.63%2026-09-04: 31.11%2026-09-08: 37.25%2026-09-09: 39.41%2026-09-10: 47.59%2026-09-11: 35.66%2026-09-14: 38.97%2026-09-15: 41.05%2026-09-16: 42.50%2026-09-17: 44.73%2026-09-18: 35.66%2026-09-21: 36.59%2026-09-22: 38.09%2026-09-23: 42.24%2026-09-24: 40.97%2026-09-25: 36.15%2026-09-28: 39.72%2026-09-29: 38.57%2026-09-30: 40.93%2026-10-01: 37.74%2026-10-02: 34.85%2026-10-05: 36.84%2026-10-06: 36.76%2026-10-07: 39.53%2026-10-08: 39.65%2026-10-09: 40.04%2026-10-12: 44.01%2026-10-13: 43.05%2026-10-14: 49.19%2026-10-15: 45.99%2026-10-16: 47.45%2026-10-19: 47.93%2026-10-20: 48.29%2026-10-21: 50.42%2026-10-22: 56.23%2026-10-23: 55.07%2026-10-26: 56.15%2026-10-27: 57.31%2026-10-28: 60.05%2026-10-29: 66.71%2026-10-30: 71.19%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
62.13%
64.33%
63.20%
72.45%
80.37%
43.49%
41.65%
35.56%
35.31%
35.03%
33.41%
36.63%
29.95%
34.12%
32.70%
33.66%
34.63%
31.11%
37.25%
39.41%
47.59%
35.66%
38.97%
41.05%
42.50%
44.73%
35.66%
36.59%
38.09%
42.24%
40.97%
36.15%
39.72%
38.57%
40.93%
37.74%
34.85%
36.84%
36.76%
39.53%
39.65%
40.04%
44.01%
43.05%
49.19%
45.99%
47.45%
47.93%
48.29%
50.42%
56.23%
55.07%
56.15%
57.31%
60.05%
66.71%
71.19%