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Home Depot, Inc. HD

i

Market dataready · fetched 2026-11-09T20:53:18.611Z

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 · 2026-11-09T20:53:13.933529951Z

FundamentalsSEC EDGAR · ready · as of 2026-08-02 · fetched 2026-11-09T20:53:17.236852+00:00

Share price$355.29
1D+1.4%
$347$350$352$355$3575:30 AM6:30 AM9:00 AM1:00 PMHD
Sold putSold call

Home Depot, Inc. options

Live interpolated HD call and put midpoint premiums by absolute delta.Home Depot, Inc.$1.13$4.64$8.15$11.67$15.18$336.47$345.59$354.70$363.82$372.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HD spot · $355.29HD PRICE$1.51$2.02$2.59$3.20$3.86$4.60$5.45$6.39$7.42$8.57$10.12$11.78$13.90$1.64$2.18$2.76$3.37$4.03$4.83$5.69$6.57$7.69$8.92$10.29$11.95$14.17
PutsExpensive1.68×
CallsExpensive1.40×
SkewBullish-0.28 pp
Implied moveBearish±$11.14
TiltBalanced1.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ367.4736.9%3.9%343.8038.6%3.7%
25Δ365.1737.1%3.3%346.1938.3%3.2%
30Δ363.0837.2%2.9%348.3238.1%2.7%
35Δ361.1137.1%2.5%350.3537.6%2.3%
40Δ359.2437.1%2.2%352.2237.1%2.0%
45Δ357.4637.3%1.9%353.9737.2%1.7%
50Δ355.7137.5%1.7%355.7137.3%1.5%
55Δ353.9537.8%1.4%357.4437.0%1.2%
60Δ352.1538.0%1.2%359.2637.3%1.0%
65Δ350.2938.1%1.0%361.1437.4%0.9%
70Δ348.1539.1%0.8%363.1337.5%0.7%
75Δ345.9139.6%0.7%365.3437.7%0.5%
80Δ343.2540.5%0.5%368.0438.5%0.4%

20Δ

Calls
Pseudo strike
367.47
IV
36.9%
B/E move
3.9%
Puts
Pseudo strike
343.80
IV
38.6%
B/E move
3.7%

25Δ

Calls
Pseudo strike
365.17
IV
37.1%
B/E move
3.3%
Puts
Pseudo strike
346.19
IV
38.3%
B/E move
3.2%

30Δ

Calls
Pseudo strike
363.08
IV
37.2%
B/E move
2.9%
Puts
Pseudo strike
348.32
IV
38.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
361.11
IV
37.1%
B/E move
2.5%
Puts
Pseudo strike
350.35
IV
37.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
359.24
IV
37.1%
B/E move
2.2%
Puts
Pseudo strike
352.22
IV
37.1%
B/E move
2.0%

45Δ

Calls
Pseudo strike
357.46
IV
37.3%
B/E move
1.9%
Puts
Pseudo strike
353.97
IV
37.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
355.71
IV
37.5%
B/E move
1.7%
Puts
Pseudo strike
355.71
IV
37.3%
B/E move
1.5%

55Δ

Calls
Pseudo strike
353.95
IV
37.8%
B/E move
1.4%
Puts
Pseudo strike
357.44
IV
37.0%
B/E move
1.2%

60Δ

Calls
Pseudo strike
352.15
IV
38.0%
B/E move
1.2%
Puts
Pseudo strike
359.26
IV
37.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
350.29
IV
38.1%
B/E move
1.0%
Puts
Pseudo strike
361.14
IV
37.4%
B/E move
0.9%

70Δ

Calls
Pseudo strike
348.15
IV
39.1%
B/E move
0.8%
Puts
Pseudo strike
363.13
IV
37.5%
B/E move
0.7%

75Δ

Calls
Pseudo strike
345.91
IV
39.6%
B/E move
0.7%
Puts
Pseudo strike
365.34
IV
37.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
343.25
IV
40.5%
B/E move
0.5%
Puts
Pseudo strike
368.04
IV
38.5%
B/E move
0.4%

Options history

IV · four-Friday blend32.12%
Daily close
HD22.7%31.0%39.4%2026-08-11: 34.89%2026-08-12: 34.84%2026-08-13: 34.03%2026-08-14: 33.36%2026-08-17: 38.28%2026-08-18: 29.29%2026-08-19: 27.29%2026-08-20: 27.26%2026-08-21: 25.59%2026-08-24: 27.29%2026-08-25: 26.48%2026-08-26: 27.06%2026-08-27: 26.09%2026-08-28: 24.08%2026-08-31: 25.68%2026-09-01: 27.38%2026-09-02: 25.90%2026-09-03: 25.06%2026-09-04: 23.82%2026-09-08: 27.71%2026-09-09: 26.76%2026-09-10: 30.79%2026-09-11: 24.93%2026-09-14: 27.48%2026-09-15: 28.67%2026-09-16: 27.74%2026-09-17: 26.02%2026-09-18: 24.05%2026-09-21: 25.59%2026-09-22: 27.52%2026-09-23: 26.64%2026-09-24: 27.72%2026-09-25: 25.66%2026-09-28: 28.70%2026-09-29: 28.72%2026-09-30: 27.86%2026-10-01: 29.63%2026-10-02: 26.52%2026-10-05: 26.96%2026-10-06: 26.17%2026-10-07: 26.81%2026-10-08: 29.43%2026-10-09: 26.50%2026-10-12: 27.82%2026-10-13: 28.61%2026-10-14: 30.40%2026-10-15: 30.92%2026-10-16: 29.37%2026-10-19: 28.73%2026-10-20: 28.60%2026-10-21: 29.37%2026-10-22: 32.13%2026-10-23: 30.06%2026-10-26: 31.98%2026-10-27: 31.95%2026-10-28: 33.63%2026-10-29: 32.44%2026-10-30: 32.12%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
34.89%
34.84%
34.03%
33.36%
38.28%
29.29%
27.29%
27.26%
25.59%
27.29%
26.48%
27.06%
26.09%
24.08%
25.68%
27.38%
25.90%
25.06%
23.82%
27.71%
26.76%
30.79%
24.93%
27.48%
28.67%
27.74%
26.02%
24.05%
25.59%
27.52%
26.64%
27.72%
25.66%
28.70%
28.72%
27.86%
29.63%
26.52%
26.96%
26.17%
26.81%
29.43%
26.50%
27.82%
28.61%
30.40%
30.92%
29.37%
28.73%
28.60%
29.37%
32.13%
30.06%
31.98%
31.95%
33.63%
32.44%
32.12%