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Hormel Foods Corporation HRL

CONSUMER DEFENSIVE · PACKAGED FOODS
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Market dataready · fetched 2026-10-20T06:06:57.061Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:08:47.543834754Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-20T06:06:56.613505+00:00

Share price$20.40
1D+1.3%
AH$20.14$20.29$20.44$20.58$20.735:30 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$0.08$0.75$1.42$2.10$2.77$17.59$18.92$20.24$21.57$22.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HRL spot · $20.40HRL PRICE$0.15$0.50$0.91$0.27$0.35$0.42$0.50$0.61$0.73$0.89$1.36$1.61$1.86$1.07$0.23$0.30$0.36$0.41$0.46$0.51$0.99$1.46$1.70$1.75$1.79$2.57
PutsExpensive1.36×
CallsExpensive1.14×
SkewBearish+5.19 pp
Implied moveBalanced±$1.01
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.8123.9%7.7%15.93131.7%27.2%
25Δ23.5161.3%17.7%19.5325.2%5.4%
30Δ24.2188.3%23.1%19.7425.0%4.7%
35Δ20.9619.7%4.1%19.9624.7%4.0%
40Δ20.8120.3%3.7%20.1423.4%3.3%
45Δ20.6621.0%3.3%20.3221.9%2.6%
50Δ20.5121.7%3.0%20.5120.7%2.0%
55Δ20.3322.5%2.7%20.9130.4%2.3%
60Δ20.1523.3%2.3%21.3240.1%2.7%
65Δ19.9425.2%2.1%21.6042.3%2.4%
70Δ19.5234.3%2.3%21.7938.1%1.8%
75Δ19.1834.7%1.9%21.9833.9%1.1%
80Δ18.8534.7%1.5%22.7940.8%0.9%

20Δ

Calls
Pseudo strike
21.81
IV
23.9%
B/E move
7.7%
Puts
Pseudo strike
15.93
IV
131.7%
B/E move
27.2%

25Δ

Calls
Pseudo strike
23.51
IV
61.3%
B/E move
17.7%
Puts
Pseudo strike
19.53
IV
25.2%
B/E move
5.4%

30Δ

Calls
Pseudo strike
24.21
IV
88.3%
B/E move
23.1%
Puts
Pseudo strike
19.74
IV
25.0%
B/E move
4.7%

35Δ

Calls
Pseudo strike
20.96
IV
19.7%
B/E move
4.1%
Puts
Pseudo strike
19.96
IV
24.7%
B/E move
4.0%

40Δ

Calls
Pseudo strike
20.81
IV
20.3%
B/E move
3.7%
Puts
Pseudo strike
20.14
IV
23.4%
B/E move
3.3%

45Δ

Calls
Pseudo strike
20.66
IV
21.0%
B/E move
3.3%
Puts
Pseudo strike
20.32
IV
21.9%
B/E move
2.6%

50Δ

Calls
Pseudo strike
20.51
IV
21.7%
B/E move
3.0%
Puts
Pseudo strike
20.51
IV
20.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
20.33
IV
22.5%
B/E move
2.7%
Puts
Pseudo strike
20.91
IV
30.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
20.15
IV
23.3%
B/E move
2.3%
Puts
Pseudo strike
21.32
IV
40.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
19.94
IV
25.2%
B/E move
2.1%
Puts
Pseudo strike
21.60
IV
42.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
19.52
IV
34.3%
B/E move
2.3%
Puts
Pseudo strike
21.79
IV
38.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
19.18
IV
34.7%
B/E move
1.9%
Puts
Pseudo strike
21.98
IV
33.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
18.85
IV
34.7%
B/E move
1.5%
Puts
Pseudo strike
22.79
IV
40.8%
B/E move
0.9%

Options history

HRL20.8920.9120.932026-10-19T19:47:44.405000+00:00: 20.91%Oct 19Oct 19
Table
ObservationIVSkewImplied move
20.91%-36.30 pp4.97%