IntraAlpha
Create free account Start free

Hormel Foods Corporation HRL

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-15T20:03:46.138Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:03.259698111Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:03:45.689774+00:00

Share price$20.19
1D+0.7%
AH$20.01$20.16$20.31$20.46$20.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHRL
Sold putSold callAH

Hormel Foods Corporation options

Live interpolated HRL call and put midpoint premiums by absolute delta.Hormel Foods Corporation$0.07$0.33$0.59$0.85$1.11$18.75$20.14$21.52$22.90$24.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $20.19OPTION PRICELive HRL spot · $20.19HRL PRICE$0.22$0.57$1.04$0.95$0.87$0.78$0.70$0.61$0.53$0.44$0.36$0.27$0.56$0.57$0.16$0.10$0.17$0.25$0.32$0.39$0.46$0.53$0.61$0.68$0.75$0.82
PutsExpensive2.82×
CallsExpensive5.32×
SkewBullish-251.68 pp
Implied moveBullish±$1.09
TiltBullish15.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.87228.1%14.3%16.93423.2%19.0%
25Δ23.80381.1%20.7%19.34114.3%5.0%
30Δ26.67681.8%37.2%20.0632.2%1.1%
35Δ25.98612.9%33.4%20.1536.2%1.1%
40Δ25.28544.0%29.5%20.2440.2%1.0%
45Δ24.58475.1%25.6%20.3344.2%0.9%
50Δ23.88406.2%21.7%20.4148.2%0.8%
55Δ23.18337.4%17.8%20.5052.1%0.8%
60Δ22.48268.5%13.9%20.5956.1%0.7%
65Δ21.78199.6%10.1%20.6760.1%0.6%
70Δ21.08130.7%6.2%20.7664.1%0.5%
75Δ20.3861.9%2.3%20.8568.0%0.5%
80Δ19.7055.5%0.3%20.9472.0%0.4%

20Δ

Calls
Pseudo strike
22.87
IV
228.1%
B/E move
14.3%
Puts
Pseudo strike
16.93
IV
423.2%
B/E move
19.0%

25Δ

Calls
Pseudo strike
23.80
IV
381.1%
B/E move
20.7%
Puts
Pseudo strike
19.34
IV
114.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
26.67
IV
681.8%
B/E move
37.2%
Puts
Pseudo strike
20.06
IV
32.2%
B/E move
1.1%

35Δ

Calls
Pseudo strike
25.98
IV
612.9%
B/E move
33.4%
Puts
Pseudo strike
20.15
IV
36.2%
B/E move
1.1%

40Δ

Calls
Pseudo strike
25.28
IV
544.0%
B/E move
29.5%
Puts
Pseudo strike
20.24
IV
40.2%
B/E move
1.0%

45Δ

Calls
Pseudo strike
24.58
IV
475.1%
B/E move
25.6%
Puts
Pseudo strike
20.33
IV
44.2%
B/E move
0.9%

50Δ

Calls
Pseudo strike
23.88
IV
406.2%
B/E move
21.7%
Puts
Pseudo strike
20.41
IV
48.2%
B/E move
0.8%

55Δ

Calls
Pseudo strike
23.18
IV
337.4%
B/E move
17.8%
Puts
Pseudo strike
20.50
IV
52.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
22.48
IV
268.5%
B/E move
13.9%
Puts
Pseudo strike
20.59
IV
56.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
21.78
IV
199.6%
B/E move
10.1%
Puts
Pseudo strike
20.67
IV
60.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
21.08
IV
130.7%
B/E move
6.2%
Puts
Pseudo strike
20.76
IV
64.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
20.38
IV
61.9%
B/E move
2.3%
Puts
Pseudo strike
20.85
IV
68.0%
B/E move
0.5%

80Δ

Calls
Pseudo strike
19.70
IV
55.5%
B/E move
0.3%
Puts
Pseudo strike
20.94
IV
72.0%
B/E move
0.4%