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The Home Depot Inc HD

CONSUMER CYCLICAL · HOME IMPROVEMENT RETAIL
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Market dataready · fetched 2026-10-16T01:00:33.101Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:57:38.306846887Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T01:00:32.533440+00:00

Share price$308.63
1D+2.4%
AH$300$302$305$307$3095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHD
Sold putSold callAH

The Home Depot Inc options

Live interpolated HD call and put midpoint premiums by absolute delta.The Home Depot Inc$0.35$2.74$5.13$7.52$9.91$296.00$302.12$308.25$314.37$320.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HD spot · $308.63HD PRICE$0.60$0.80$1.07$1.34$1.62$1.85$2.08$2.30$2.52$2.84$3.16$3.47$3.79$0.71$0.92$1.17$1.43$1.70$2.22$2.89$3.55$4.44$5.42$6.71$8.07$9.23
PutsExpensive1.19×
CallsCheap0.47×
SkewBearish+14.35 pp
Implied moveBearish±$4.96
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ313.4533.7%1.8%303.3539.1%1.9%
25Δ312.3132.8%1.5%304.5737.8%1.6%
30Δ311.5933.6%1.3%305.5437.1%1.4%
35Δ310.8834.4%1.2%306.3736.7%1.2%
40Δ310.1635.2%1.0%307.2136.3%1.0%
45Δ309.4934.2%0.9%308.0538.6%0.9%
50Δ308.8232.5%0.7%308.9042.2%0.8%
55Δ308.1630.9%0.6%309.7445.8%0.8%
60Δ307.5029.3%0.5%310.8749.2%0.7%
65Δ306.9628.1%0.4%312.1252.5%0.6%
70Δ306.4326.9%0.3%313.6756.2%0.5%
75Δ305.8925.7%0.2%315.3359.0%0.4%
80Δ305.3624.5%0.2%316.8458.0%0.3%

20Δ

Calls
Pseudo strike
313.45
IV
33.7%
B/E move
1.8%
Puts
Pseudo strike
303.35
IV
39.1%
B/E move
1.9%

25Δ

Calls
Pseudo strike
312.31
IV
32.8%
B/E move
1.5%
Puts
Pseudo strike
304.57
IV
37.8%
B/E move
1.6%

30Δ

Calls
Pseudo strike
311.59
IV
33.6%
B/E move
1.3%
Puts
Pseudo strike
305.54
IV
37.1%
B/E move
1.4%

35Δ

Calls
Pseudo strike
310.88
IV
34.4%
B/E move
1.2%
Puts
Pseudo strike
306.37
IV
36.7%
B/E move
1.2%

40Δ

Calls
Pseudo strike
310.16
IV
35.2%
B/E move
1.0%
Puts
Pseudo strike
307.21
IV
36.3%
B/E move
1.0%

45Δ

Calls
Pseudo strike
309.49
IV
34.2%
B/E move
0.9%
Puts
Pseudo strike
308.05
IV
38.6%
B/E move
0.9%

50Δ

Calls
Pseudo strike
308.82
IV
32.5%
B/E move
0.7%
Puts
Pseudo strike
308.90
IV
42.2%
B/E move
0.8%

55Δ

Calls
Pseudo strike
308.16
IV
30.9%
B/E move
0.6%
Puts
Pseudo strike
309.74
IV
45.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
307.50
IV
29.3%
B/E move
0.5%
Puts
Pseudo strike
310.87
IV
49.2%
B/E move
0.7%

65Δ

Calls
Pseudo strike
306.96
IV
28.1%
B/E move
0.4%
Puts
Pseudo strike
312.12
IV
52.5%
B/E move
0.6%

70Δ

Calls
Pseudo strike
306.43
IV
26.9%
B/E move
0.3%
Puts
Pseudo strike
313.67
IV
56.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
305.89
IV
25.7%
B/E move
0.2%
Puts
Pseudo strike
315.33
IV
59.0%
B/E move
0.4%

80Δ

Calls
Pseudo strike
305.36
IV
24.5%
B/E move
0.2%
Puts
Pseudo strike
316.84
IV
58.0%
B/E move
0.3%