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Hormel Foods Corporation HRL

CONSUMER DEFENSIVE · PACKAGED FOODS
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Market dataready · fetched 2026-10-15T21:58:25.255Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:27:21.341279922Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T21:57:24.321255+00:00

Share price$20.23
1D+0.8%
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$0.00$0.47$0.95$1.42$1.90$18.78$20.38$21.98$23.58$25.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRL spot · $20.23HRL PRICE$0.04$0.40$1.11$1.17$1.24$1.30$1.37$1.43$1.50$1.57$1.63$1.70$1.76$0.46$0.06$0.13$0.21$0.29$0.36$0.44$0.51$0.59$0.66$0.74$0.82$0.82
PutsExpensive2.66×
CallsExpensive7.97×
SkewBullish-345.07 pp
Implied moveBullish±$1.81
TiltBullish45.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.6341.1%2.2%17.63336.6%15.1%
25Δ22.73277.3%14.3%20.0134.2%1.4%
30Δ26.67718.5%37.3%20.1039.1%1.3%
35Δ25.95669.8%34.1%20.1943.9%1.2%
40Δ25.23621.2%30.8%20.2948.7%1.1%
45Δ24.51572.5%27.6%20.3853.6%1.1%
50Δ23.79523.8%24.3%20.4758.4%1.0%
55Δ23.07475.2%21.1%20.5663.3%0.9%
60Δ22.35426.5%17.9%20.6568.1%0.8%
65Δ21.62377.9%14.6%20.7572.9%0.7%
70Δ20.90329.2%11.4%20.8477.8%0.7%
75Δ20.18280.6%8.2%20.9382.6%0.6%
80Δ19.46231.9%4.9%20.9680.3%0.5%

20Δ

Calls
Pseudo strike
20.63
IV
41.1%
B/E move
2.2%
Puts
Pseudo strike
17.63
IV
336.6%
B/E move
15.1%

25Δ

Calls
Pseudo strike
22.73
IV
277.3%
B/E move
14.3%
Puts
Pseudo strike
20.01
IV
34.2%
B/E move
1.4%

30Δ

Calls
Pseudo strike
26.67
IV
718.5%
B/E move
37.3%
Puts
Pseudo strike
20.10
IV
39.1%
B/E move
1.3%

35Δ

Calls
Pseudo strike
25.95
IV
669.8%
B/E move
34.1%
Puts
Pseudo strike
20.19
IV
43.9%
B/E move
1.2%

40Δ

Calls
Pseudo strike
25.23
IV
621.2%
B/E move
30.8%
Puts
Pseudo strike
20.29
IV
48.7%
B/E move
1.1%

45Δ

Calls
Pseudo strike
24.51
IV
572.5%
B/E move
27.6%
Puts
Pseudo strike
20.38
IV
53.6%
B/E move
1.1%

50Δ

Calls
Pseudo strike
23.79
IV
523.8%
B/E move
24.3%
Puts
Pseudo strike
20.47
IV
58.4%
B/E move
1.0%

55Δ

Calls
Pseudo strike
23.07
IV
475.2%
B/E move
21.1%
Puts
Pseudo strike
20.56
IV
63.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
22.35
IV
426.5%
B/E move
17.9%
Puts
Pseudo strike
20.65
IV
68.1%
B/E move
0.8%

65Δ

Calls
Pseudo strike
21.62
IV
377.9%
B/E move
14.6%
Puts
Pseudo strike
20.75
IV
72.9%
B/E move
0.7%

70Δ

Calls
Pseudo strike
20.90
IV
329.2%
B/E move
11.4%
Puts
Pseudo strike
20.84
IV
77.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
20.18
IV
280.6%
B/E move
8.2%
Puts
Pseudo strike
20.93
IV
82.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
19.46
IV
231.9%
B/E move
4.9%
Puts
Pseudo strike
20.96
IV
80.3%
B/E move
0.5%