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Hershey Co HSY

CONSUMER DEFENSIVE · CONFECTIONERS
i

Market dataready · fetched 2026-10-20T06:07:19.617Z

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

Calculation methodology

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

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.002112596Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:19.181167+00:00

Share price$167.00
1D-1.4%
AH$167$168$169$170$1715:30 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$1.01$5.96$10.90$15.85$20.79$146.63$156.46$166.28$176.11$185.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HSY spot · $167.00HSY PRICE$1.55$2.05$2.60$3.26$4.00$4.80$5.63$6.63$7.73$8.82$10.19$11.98$14.76$1.88$2.50$3.19$4.14$4.96$5.82$6.82$8.01$9.41$11.06$12.36$15.18$19.37
PutsExpensive1.41×
CallsExpensive1.26×
SkewBearish+2.93 pp
Implied moveBearish±$12.45
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ180.9529.7%9.3%155.2433.0%8.2%
25Δ178.1729.3%7.9%157.8332.7%7.0%
30Δ175.8929.3%6.9%160.1332.6%6.0%
35Δ173.8829.6%6.1%162.0834.0%5.4%
40Δ172.0130.3%5.4%164.2133.7%4.6%
45Δ170.1230.6%4.7%166.3033.2%3.9%
50Δ168.2330.5%4.1%168.3432.9%3.3%
55Δ166.3230.9%3.6%170.4033.1%2.8%
60Δ164.4131.3%3.1%172.5833.5%2.3%
65Δ162.4731.1%2.6%174.9434.0%1.9%
70Δ160.3931.3%2.1%177.0333.0%1.4%
75Δ157.9932.1%1.8%180.3734.8%1.1%
80Δ154.7334.5%1.5%185.0337.9%0.8%

20Δ

Calls
Pseudo strike
180.95
IV
29.7%
B/E move
9.3%
Puts
Pseudo strike
155.24
IV
33.0%
B/E move
8.2%

25Δ

Calls
Pseudo strike
178.17
IV
29.3%
B/E move
7.9%
Puts
Pseudo strike
157.83
IV
32.7%
B/E move
7.0%

30Δ

Calls
Pseudo strike
175.89
IV
29.3%
B/E move
6.9%
Puts
Pseudo strike
160.13
IV
32.6%
B/E move
6.0%

35Δ

Calls
Pseudo strike
173.88
IV
29.6%
B/E move
6.1%
Puts
Pseudo strike
162.08
IV
34.0%
B/E move
5.4%

40Δ

Calls
Pseudo strike
172.01
IV
30.3%
B/E move
5.4%
Puts
Pseudo strike
164.21
IV
33.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
170.12
IV
30.6%
B/E move
4.7%
Puts
Pseudo strike
166.30
IV
33.2%
B/E move
3.9%

50Δ

Calls
Pseudo strike
168.23
IV
30.5%
B/E move
4.1%
Puts
Pseudo strike
168.34
IV
32.9%
B/E move
3.3%

55Δ

Calls
Pseudo strike
166.32
IV
30.9%
B/E move
3.6%
Puts
Pseudo strike
170.40
IV
33.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
164.41
IV
31.3%
B/E move
3.1%
Puts
Pseudo strike
172.58
IV
33.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
162.47
IV
31.1%
B/E move
2.6%
Puts
Pseudo strike
174.94
IV
34.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
160.39
IV
31.3%
B/E move
2.1%
Puts
Pseudo strike
177.03
IV
33.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
157.99
IV
32.1%
B/E move
1.8%
Puts
Pseudo strike
180.37
IV
34.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
154.73
IV
34.5%
B/E move
1.5%
Puts
Pseudo strike
185.03
IV
37.9%
B/E move
0.8%

Options history

HSY31.2131.2431.272026-10-19T19:48:00.852000+00:00: 31.24%Oct 19Oct 19
Table
ObservationIVSkewImplied move
31.24%3.39 pp7.46%