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Lowe's Companies Inc LOW

CONSUMER CYCLICAL · HOME IMPROVEMENT RETAIL
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Market dataready · fetched 2026-10-15T20:04:02.966Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:26.909764765Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:04:01.896826+00:00

Share price$195.72
1D+1.9%
AH$191$193$195$196$1985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOW
Sold putSold callAH

Lowe's Companies Inc options

Live interpolated LOW call and put midpoint premiums by absolute delta.Lowe's Companies Inc$0.28$2.03$3.78$5.54$7.29$186.33$190.65$194.97$199.29$203.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $195.72OPTION PRICELive LOW spot · $195.72LOW PRICE$0.47$0.59$0.72$0.93$1.20$1.48$1.76$2.03$2.41$2.87$3.33$3.79$4.53$0.51$0.69$0.91$1.13$1.36$1.63$1.97$2.32$2.66$3.13$3.98$4.83$6.78
PutsExpensive2.08×
CallsCheap0.68×
SkewBearish+6.28 pp
Implied moveBearish±$3.73
TiltBearish10.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ199.5341.7%2.2%191.9743.6%2.2%
25Δ198.7039.5%1.8%192.8143.2%1.8%
30Δ197.8737.3%1.5%193.4143.8%1.6%
35Δ197.2237.1%1.2%194.0144.3%1.5%
40Δ196.7238.4%1.1%194.6244.9%1.3%
45Δ196.2239.8%1.0%195.2245.4%1.1%
50Δ195.7241.1%0.9%195.8345.8%1.0%
55Δ195.2142.4%0.8%196.4346.1%0.8%
60Δ194.6243.4%0.7%197.0446.5%0.7%
65Δ193.9744.0%0.6%197.7447.7%0.6%
70Δ193.3144.7%0.5%198.7451.5%0.5%
75Δ192.6645.4%0.4%199.7455.3%0.4%
80Δ191.7545.9%0.3%201.8264.5%0.3%

20Δ

Calls
Pseudo strike
199.53
IV
41.7%
B/E move
2.2%
Puts
Pseudo strike
191.97
IV
43.6%
B/E move
2.2%

25Δ

Calls
Pseudo strike
198.70
IV
39.5%
B/E move
1.8%
Puts
Pseudo strike
192.81
IV
43.2%
B/E move
1.8%

30Δ

Calls
Pseudo strike
197.87
IV
37.3%
B/E move
1.5%
Puts
Pseudo strike
193.41
IV
43.8%
B/E move
1.6%

35Δ

Calls
Pseudo strike
197.22
IV
37.1%
B/E move
1.2%
Puts
Pseudo strike
194.01
IV
44.3%
B/E move
1.5%

40Δ

Calls
Pseudo strike
196.72
IV
38.4%
B/E move
1.1%
Puts
Pseudo strike
194.62
IV
44.9%
B/E move
1.3%

45Δ

Calls
Pseudo strike
196.22
IV
39.8%
B/E move
1.0%
Puts
Pseudo strike
195.22
IV
45.4%
B/E move
1.1%

50Δ

Calls
Pseudo strike
195.72
IV
41.1%
B/E move
0.9%
Puts
Pseudo strike
195.83
IV
45.8%
B/E move
1.0%

55Δ

Calls
Pseudo strike
195.21
IV
42.4%
B/E move
0.8%
Puts
Pseudo strike
196.43
IV
46.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
194.62
IV
43.4%
B/E move
0.7%
Puts
Pseudo strike
197.04
IV
46.5%
B/E move
0.7%

65Δ

Calls
Pseudo strike
193.97
IV
44.0%
B/E move
0.6%
Puts
Pseudo strike
197.74
IV
47.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
193.31
IV
44.7%
B/E move
0.5%
Puts
Pseudo strike
198.74
IV
51.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
192.66
IV
45.4%
B/E move
0.4%
Puts
Pseudo strike
199.74
IV
55.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
191.75
IV
45.9%
B/E move
0.3%
Puts
Pseudo strike
201.82
IV
64.5%
B/E move
0.3%