IntraAlpha
Create free account Start free

Lowe's Companies Inc LOW

CONSUMER CYCLICAL · HOME IMPROVEMENT RETAIL
i

Market dataready · fetched 2026-10-16T01:04:32.428Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002264247Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T01:04:31.752169+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$1.34$9.51$17.68$25.84$34.01$166.28$179.91$193.54$207.18$220.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOW spot · $195.72LOW PRICE$2.22$2.93$3.72$4.62$5.52$6.42$7.56$8.71$10.14$11.57$13.04$14.52$16.08$2.79$3.75$4.79$5.95$7.25$8.62$10.19$11.96$14.18$16.39$19.42$24.57$31.66
PutsExpensive1.28×
CallsExpensive1.11×
SkewBearish+7.10 pp
Implied moveBearish±$17.75
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ216.1733.2%11.6%178.8338.2%10.1%
25Δ212.2833.2%10.0%182.4538.2%8.7%
30Δ208.7933.2%8.6%185.7938.3%7.5%
35Δ205.8933.0%7.6%188.9238.3%6.5%
40Δ202.9932.9%6.5%191.9538.3%5.6%
45Δ200.0932.7%5.5%194.9338.4%4.8%
50Δ197.5432.6%4.8%197.9138.3%4.1%
55Δ194.9932.5%4.1%200.9938.3%3.4%
60Δ192.4332.6%3.5%204.3038.5%2.9%
65Δ189.8832.5%2.9%207.6038.7%2.3%
70Δ187.3931.7%2.4%211.6139.7%1.8%
75Δ184.9030.9%1.9%217.4642.9%1.4%
80Δ182.5329.3%1.5%225.2547.0%1.1%

20Δ

Calls
Pseudo strike
216.17
IV
33.2%
B/E move
11.6%
Puts
Pseudo strike
178.83
IV
38.2%
B/E move
10.1%

25Δ

Calls
Pseudo strike
212.28
IV
33.2%
B/E move
10.0%
Puts
Pseudo strike
182.45
IV
38.2%
B/E move
8.7%

30Δ

Calls
Pseudo strike
208.79
IV
33.2%
B/E move
8.6%
Puts
Pseudo strike
185.79
IV
38.3%
B/E move
7.5%

35Δ

Calls
Pseudo strike
205.89
IV
33.0%
B/E move
7.6%
Puts
Pseudo strike
188.92
IV
38.3%
B/E move
6.5%

40Δ

Calls
Pseudo strike
202.99
IV
32.9%
B/E move
6.5%
Puts
Pseudo strike
191.95
IV
38.3%
B/E move
5.6%

45Δ

Calls
Pseudo strike
200.09
IV
32.7%
B/E move
5.5%
Puts
Pseudo strike
194.93
IV
38.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
197.54
IV
32.6%
B/E move
4.8%
Puts
Pseudo strike
197.91
IV
38.3%
B/E move
4.1%

55Δ

Calls
Pseudo strike
194.99
IV
32.5%
B/E move
4.1%
Puts
Pseudo strike
200.99
IV
38.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
192.43
IV
32.6%
B/E move
3.5%
Puts
Pseudo strike
204.30
IV
38.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
189.88
IV
32.5%
B/E move
2.9%
Puts
Pseudo strike
207.60
IV
38.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
187.39
IV
31.7%
B/E move
2.4%
Puts
Pseudo strike
211.61
IV
39.7%
B/E move
1.8%

75Δ

Calls
Pseudo strike
184.90
IV
30.9%
B/E move
1.9%
Puts
Pseudo strike
217.46
IV
42.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
182.53
IV
29.3%
B/E move
1.5%
Puts
Pseudo strike
225.25
IV
47.0%
B/E move
1.1%