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Estee Lauder Companies Inc EL

CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTS
i

Market dataready · fetched 2026-10-21T17:51:58.701Z

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

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 · 2026-10-21T17:51:50.15442203Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:49.073649+00:00

Share price$104.25
1D-1.7%
$103.80$104.39$104.98$105.57$106.165:30 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$1.70$3.04$4.38$5.72$99.24$101.75$104.26$106.77$109.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EL spot · $104.25EL PRICE$0.65$0.51$0.63$0.80$0.98$1.17$1.36$1.57$1.86$2.15$2.61$3.84$5.33$1.05$0.59$0.68$0.83$1.00$1.18$1.38$1.59$1.84$2.13$2.59$3.49$3.64
PutsExpensive1.38×
CallsExpensive1.56×
SkewBullish-0.33 pp
Implied moveBalanced±$2.74
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.1380.2%6.3%97.21115.7%7.8%
25Δ106.7144.8%2.9%101.6551.1%3.0%
30Δ106.1143.5%2.4%102.4845.4%2.3%
35Δ105.6444.1%2.1%103.0044.6%2.0%
40Δ105.2145.2%1.9%103.4544.4%1.7%
45Δ104.7845.4%1.6%103.8944.1%1.5%
50Δ104.3344.8%1.4%104.3243.7%1.3%
55Δ103.8944.5%1.2%104.7443.2%1.1%
60Δ103.4345.2%1.0%105.1743.0%0.9%
65Δ102.9745.9%0.8%105.6243.0%0.7%
70Δ102.3848.0%0.7%106.2145.5%0.6%
75Δ101.1261.1%0.7%107.1353.2%0.6%
80Δ99.6376.7%0.7%107.4548.0%0.4%

20Δ

Calls
Pseudo strike
110.13
IV
80.2%
B/E move
6.3%
Puts
Pseudo strike
97.21
IV
115.7%
B/E move
7.8%

25Δ

Calls
Pseudo strike
106.71
IV
44.8%
B/E move
2.9%
Puts
Pseudo strike
101.65
IV
51.1%
B/E move
3.0%

30Δ

Calls
Pseudo strike
106.11
IV
43.5%
B/E move
2.4%
Puts
Pseudo strike
102.48
IV
45.4%
B/E move
2.3%

35Δ

Calls
Pseudo strike
105.64
IV
44.1%
B/E move
2.1%
Puts
Pseudo strike
103.00
IV
44.6%
B/E move
2.0%

40Δ

Calls
Pseudo strike
105.21
IV
45.2%
B/E move
1.9%
Puts
Pseudo strike
103.45
IV
44.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
104.78
IV
45.4%
B/E move
1.6%
Puts
Pseudo strike
103.89
IV
44.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
104.33
IV
44.8%
B/E move
1.4%
Puts
Pseudo strike
104.32
IV
43.7%
B/E move
1.3%

55Δ

Calls
Pseudo strike
103.89
IV
44.5%
B/E move
1.2%
Puts
Pseudo strike
104.74
IV
43.2%
B/E move
1.1%

60Δ

Calls
Pseudo strike
103.43
IV
45.2%
B/E move
1.0%
Puts
Pseudo strike
105.17
IV
43.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
102.97
IV
45.9%
B/E move
0.8%
Puts
Pseudo strike
105.62
IV
43.0%
B/E move
0.7%

70Δ

Calls
Pseudo strike
102.38
IV
48.0%
B/E move
0.7%
Puts
Pseudo strike
106.21
IV
45.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
101.12
IV
61.1%
B/E move
0.7%
Puts
Pseudo strike
107.13
IV
53.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
99.63
IV
76.7%
B/E move
0.7%
Puts
Pseudo strike
107.45
IV
48.0%
B/E move
0.4%

Options history

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