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The Home Depot Inc HD

CONSUMER CYCLICAL · HOME IMPROVEMENT RETAIL
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Market dataready · fetched 2026-10-20T19:09:03.137Z

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 expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T19:09:02.048746628Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T19:09:02.366024+00:00

Share price$315.91
1D+1.4%
$311$313$315$316$3185:30 AM6:30 AM9:00 AM1:00 PMHD
Sold putSold call

The Home Depot Inc options

Live interpolated HD call and put midpoint premiums by absolute delta.The Home Depot Inc$0.71$3.03$5.34$7.66$9.97$304.32$309.96$315.60$321.24$326.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HD spot · $315.91HD PRICE$0.96$1.28$1.64$2.03$2.45$2.90$3.43$3.95$4.68$5.41$6.32$7.28$8.31$1.04$1.36$1.74$2.14$2.60$3.07$3.65$4.23$4.97$5.76$6.68$7.65$9.30
PutsExpensive1.35×
CallsExpensive1.18×
SkewBearish+0.90 pp
Implied moveBearish±$7.07
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ323.5530.1%2.7%308.5031.8%2.7%
25Δ322.0630.2%2.4%310.1431.2%2.3%
30Δ320.7530.3%2.1%311.4431.2%2.0%
35Δ319.5130.3%1.8%312.7131.1%1.7%
40Δ318.3630.3%1.6%313.8731.1%1.5%
45Δ317.2230.2%1.3%315.0231.0%1.3%
50Δ316.1330.2%1.2%316.1431.0%1.1%
55Δ315.0430.2%1.0%317.2631.0%0.9%
60Δ313.8930.6%0.8%318.4531.3%0.8%
65Δ312.7330.9%0.7%319.6731.6%0.6%
70Δ311.4331.2%0.6%320.9831.6%0.5%
75Δ310.1031.5%0.5%322.3331.6%0.4%
80Δ308.7130.9%0.4%324.2833.0%0.3%

20Δ

Calls
Pseudo strike
323.55
IV
30.1%
B/E move
2.7%
Puts
Pseudo strike
308.50
IV
31.8%
B/E move
2.7%

25Δ

Calls
Pseudo strike
322.06
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
310.14
IV
31.2%
B/E move
2.3%

30Δ

Calls
Pseudo strike
320.75
IV
30.3%
B/E move
2.1%
Puts
Pseudo strike
311.44
IV
31.2%
B/E move
2.0%

35Δ

Calls
Pseudo strike
319.51
IV
30.3%
B/E move
1.8%
Puts
Pseudo strike
312.71
IV
31.1%
B/E move
1.7%

40Δ

Calls
Pseudo strike
318.36
IV
30.3%
B/E move
1.6%
Puts
Pseudo strike
313.87
IV
31.1%
B/E move
1.5%

45Δ

Calls
Pseudo strike
317.22
IV
30.2%
B/E move
1.3%
Puts
Pseudo strike
315.02
IV
31.0%
B/E move
1.3%

50Δ

Calls
Pseudo strike
316.13
IV
30.2%
B/E move
1.2%
Puts
Pseudo strike
316.14
IV
31.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
315.04
IV
30.2%
B/E move
1.0%
Puts
Pseudo strike
317.26
IV
31.0%
B/E move
0.9%

60Δ

Calls
Pseudo strike
313.89
IV
30.6%
B/E move
0.8%
Puts
Pseudo strike
318.45
IV
31.3%
B/E move
0.8%

65Δ

Calls
Pseudo strike
312.73
IV
30.9%
B/E move
0.7%
Puts
Pseudo strike
319.67
IV
31.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
311.43
IV
31.2%
B/E move
0.6%
Puts
Pseudo strike
320.98
IV
31.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
310.10
IV
31.5%
B/E move
0.5%
Puts
Pseudo strike
322.33
IV
31.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
308.71
IV
30.9%
B/E move
0.4%
Puts
Pseudo strike
324.28
IV
33.0%
B/E move
0.3%

Options history

No recorded observations