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Estee Lauder Companies Inc EL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-10-21T16:59:02.519Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:53.576050145Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:01.963068+00:00

Share price$104.33
1D-1.6%
$104.13$104.63$105.13$105.64$106.145:30 AM6:30 AM9:00 AM1:00 PMEL
Sold putSold call

Estee Lauder Companies Inc options

Live interpolated EL call and put midpoint premiums by absolute delta.Estee Lauder Companies Inc$0.36$1.85$3.35$4.84$6.33$99.56$102.04$104.52$107.00$109.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EL spot · $104.33EL PRICE$0.69$0.52$0.67$0.83$1.00$1.19$1.40$1.62$1.92$2.22$2.61$3.37$5.90$1.04$0.54$0.67$0.81$0.97$1.12$1.32$1.53$1.76$2.02$2.30$2.76$3.26
PutsExpensive1.27×
CallsExpensive1.57×
SkewBullish-4.81 pp
Implied moveBullish±$2.73
TiltBullish8.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.5283.4%6.6%97.35113.3%7.7%
25Δ106.8345.7%2.9%102.0545.8%2.7%
30Δ106.3045.8%2.5%102.5944.7%2.3%
35Δ105.8045.9%2.2%103.1043.7%2.0%
40Δ105.3346.0%1.9%103.5542.9%1.7%
45Δ104.8646.1%1.7%103.9942.1%1.4%
50Δ104.4246.1%1.4%104.4041.7%1.2%
55Δ103.9646.1%1.2%104.8041.4%1.0%
60Δ103.4946.7%1.0%105.2141.1%0.8%
65Δ103.0247.4%0.9%105.6340.8%0.7%
70Δ102.4648.2%0.7%106.0740.7%0.5%
75Δ101.6053.8%0.6%106.6341.8%0.4%
80Δ99.1984.0%0.7%107.2542.8%0.3%

20Δ

Calls
Pseudo strike
110.52
IV
83.4%
B/E move
6.6%
Puts
Pseudo strike
97.35
IV
113.3%
B/E move
7.7%

25Δ

Calls
Pseudo strike
106.83
IV
45.7%
B/E move
2.9%
Puts
Pseudo strike
102.05
IV
45.8%
B/E move
2.7%

30Δ

Calls
Pseudo strike
106.30
IV
45.8%
B/E move
2.5%
Puts
Pseudo strike
102.59
IV
44.7%
B/E move
2.3%

35Δ

Calls
Pseudo strike
105.80
IV
45.9%
B/E move
2.2%
Puts
Pseudo strike
103.10
IV
43.7%
B/E move
2.0%

40Δ

Calls
Pseudo strike
105.33
IV
46.0%
B/E move
1.9%
Puts
Pseudo strike
103.55
IV
42.9%
B/E move
1.7%

45Δ

Calls
Pseudo strike
104.86
IV
46.1%
B/E move
1.7%
Puts
Pseudo strike
103.99
IV
42.1%
B/E move
1.4%

50Δ

Calls
Pseudo strike
104.42
IV
46.1%
B/E move
1.4%
Puts
Pseudo strike
104.40
IV
41.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
103.96
IV
46.1%
B/E move
1.2%
Puts
Pseudo strike
104.80
IV
41.4%
B/E move
1.0%

60Δ

Calls
Pseudo strike
103.49
IV
46.7%
B/E move
1.0%
Puts
Pseudo strike
105.21
IV
41.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
103.02
IV
47.4%
B/E move
0.9%
Puts
Pseudo strike
105.63
IV
40.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
102.46
IV
48.2%
B/E move
0.7%
Puts
Pseudo strike
106.07
IV
40.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
101.60
IV
53.8%
B/E move
0.6%
Puts
Pseudo strike
106.63
IV
41.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
99.19
IV
84.0%
B/E move
0.7%
Puts
Pseudo strike
107.25
IV
42.8%
B/E move
0.3%

Options history

EL48.2248.3348.442026-10-19: 48.40%2026-10-20: 48.27%Oct 19Oct 20
Table
DateIV
48.40%
48.27%