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Hershey Co HSY

CONSUMER DEFENSIVE · CONFECTIONERS
i

Market dataready · fetched 2026-10-15T20:35:17.366Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.002394532Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:15.886774+00:00

Share price$168.68
1D+1.4%
AH$166.16$167.02$167.88$168.74$169.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHSY
Sold putSold callAH

Hershey Co options

Live interpolated HSY call and put midpoint premiums by absolute delta.Hershey Co$0.29$1.24$2.20$3.15$4.11$164.53$166.80$169.07$171.34$173.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $168.68OPTION PRICELive HSY spot · $168.68HSY PRICE$0.96$0.80$0.64$0.70$0.92$1.14$1.36$1.58$1.80$2.03$2.40$2.78$3.15$0.39$0.47$0.55$0.71$0.96$1.20$1.45$1.70$1.95$2.25$2.78$3.30$3.83
PutsExpensive1.29×
CallsFair1.04×
SkewBullish-8.90 pp
Implied moveBearish±$2.81
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ179.56121.1%7.0%165.5940.3%2.1%
25Δ175.6584.4%4.6%166.3336.8%1.7%
30Δ171.7447.7%2.2%167.0833.3%1.3%
35Δ169.7931.8%1.1%167.6731.8%1.0%
40Δ169.4032.8%1.0%168.0733.2%0.9%
45Δ169.0133.7%0.9%168.4734.5%0.8%
50Δ168.6334.7%0.8%168.8735.9%0.7%
55Δ168.2435.6%0.7%169.2837.3%0.7%
60Δ167.8536.6%0.6%169.6838.6%0.6%
65Δ167.4537.4%0.5%170.1339.9%0.5%
70Δ166.9536.7%0.4%170.7841.1%0.4%
75Δ166.4536.0%0.3%171.4442.2%0.3%
80Δ165.9535.4%0.2%172.1043.3%0.2%

20Δ

Calls
Pseudo strike
179.56
IV
121.1%
B/E move
7.0%
Puts
Pseudo strike
165.59
IV
40.3%
B/E move
2.1%

25Δ

Calls
Pseudo strike
175.65
IV
84.4%
B/E move
4.6%
Puts
Pseudo strike
166.33
IV
36.8%
B/E move
1.7%

30Δ

Calls
Pseudo strike
171.74
IV
47.7%
B/E move
2.2%
Puts
Pseudo strike
167.08
IV
33.3%
B/E move
1.3%

35Δ

Calls
Pseudo strike
169.79
IV
31.8%
B/E move
1.1%
Puts
Pseudo strike
167.67
IV
31.8%
B/E move
1.0%

40Δ

Calls
Pseudo strike
169.40
IV
32.8%
B/E move
1.0%
Puts
Pseudo strike
168.07
IV
33.2%
B/E move
0.9%

45Δ

Calls
Pseudo strike
169.01
IV
33.7%
B/E move
0.9%
Puts
Pseudo strike
168.47
IV
34.5%
B/E move
0.8%

50Δ

Calls
Pseudo strike
168.63
IV
34.7%
B/E move
0.8%
Puts
Pseudo strike
168.87
IV
35.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
168.24
IV
35.6%
B/E move
0.7%
Puts
Pseudo strike
169.28
IV
37.3%
B/E move
0.7%

60Δ

Calls
Pseudo strike
167.85
IV
36.6%
B/E move
0.6%
Puts
Pseudo strike
169.68
IV
38.6%
B/E move
0.6%

65Δ

Calls
Pseudo strike
167.45
IV
37.4%
B/E move
0.5%
Puts
Pseudo strike
170.13
IV
39.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
166.95
IV
36.7%
B/E move
0.4%
Puts
Pseudo strike
170.78
IV
41.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
166.45
IV
36.0%
B/E move
0.3%
Puts
Pseudo strike
171.44
IV
42.2%
B/E move
0.3%

80Δ

Calls
Pseudo strike
165.95
IV
35.4%
B/E move
0.2%
Puts
Pseudo strike
172.10
IV
43.3%
B/E move
0.2%