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The Home Depot Inc HD

CONSUMER CYCLICAL · HOME IMPROVEMENT RETAIL
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Market dataready · fetched 2026-10-16T00:16:28.872Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:16:28.130712+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$2.13$11.28$20.43$29.58$38.72$268.50$287.73$306.97$326.21$345.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HD spot · $308.63HD PRICE$3.12$4.19$5.36$6.63$7.98$9.33$11.24$12.85$14.66$17.36$20.08$22.85$25.63$3.79$5.09$6.57$8.00$9.65$11.72$14.07$16.51$19.00$22.33$25.86$30.13$36.09
PutsExpensive1.25×
CallsExpensive1.24×
SkewBearish+3.43 pp
Implied moveBearish±$25.32
TiltBearish12.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ337.0030.0%10.2%285.2633.3%8.8%
25Δ331.9230.3%8.9%290.2833.3%7.6%
30Δ327.2930.4%7.8%294.7733.6%6.6%
35Δ323.0030.5%6.8%299.2733.0%5.6%
40Δ318.9230.5%5.9%303.4332.8%4.8%
45Δ314.9030.0%5.1%307.4933.3%4.2%
50Δ311.2530.7%4.5%311.6033.9%3.6%
55Δ307.5930.3%3.8%315.8234.0%3.0%
60Δ303.8429.8%3.2%320.0733.8%2.4%
65Δ299.8730.9%2.8%324.8334.3%2.0%
70Δ295.7431.1%2.3%329.7634.3%1.5%
75Δ291.6030.8%1.9%335.3234.5%1.1%
80Δ287.5329.9%1.5%342.4135.4%0.7%

20Δ

Calls
Pseudo strike
337.00
IV
30.0%
B/E move
10.2%
Puts
Pseudo strike
285.26
IV
33.3%
B/E move
8.8%

25Δ

Calls
Pseudo strike
331.92
IV
30.3%
B/E move
8.9%
Puts
Pseudo strike
290.28
IV
33.3%
B/E move
7.6%

30Δ

Calls
Pseudo strike
327.29
IV
30.4%
B/E move
7.8%
Puts
Pseudo strike
294.77
IV
33.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
323.00
IV
30.5%
B/E move
6.8%
Puts
Pseudo strike
299.27
IV
33.0%
B/E move
5.6%

40Δ

Calls
Pseudo strike
318.92
IV
30.5%
B/E move
5.9%
Puts
Pseudo strike
303.43
IV
32.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
314.90
IV
30.0%
B/E move
5.1%
Puts
Pseudo strike
307.49
IV
33.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
311.25
IV
30.7%
B/E move
4.5%
Puts
Pseudo strike
311.60
IV
33.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
307.59
IV
30.3%
B/E move
3.8%
Puts
Pseudo strike
315.82
IV
34.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
303.84
IV
29.8%
B/E move
3.2%
Puts
Pseudo strike
320.07
IV
33.8%
B/E move
2.4%

65Δ

Calls
Pseudo strike
299.87
IV
30.9%
B/E move
2.8%
Puts
Pseudo strike
324.83
IV
34.3%
B/E move
2.0%

70Δ

Calls
Pseudo strike
295.74
IV
31.1%
B/E move
2.3%
Puts
Pseudo strike
329.76
IV
34.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
291.60
IV
30.8%
B/E move
1.9%
Puts
Pseudo strike
335.32
IV
34.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
287.53
IV
29.9%
B/E move
1.5%
Puts
Pseudo strike
342.41
IV
35.4%
B/E move
0.7%