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Macy’s Inc M

CONSUMER CYCLICAL · DEPARTMENT STORES
i

Market dataready · fetched 2026-10-15T20:02:37.620Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:31.877222069Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:53:55.419021+00:00

Share price$24.22
1D+6.9%
AH$22.52$23.00$23.47$23.95$24.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMM
Sold putSold callAH

Macy’s Inc options

Live interpolated M call and put midpoint premiums by absolute delta.Macy’s Inc$0.00$1.41$2.82$4.22$5.63$22.06$22.98$23.90$24.82$25.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.22OPTION PRICELive M spot · $24.22M PRICE$0.38$0.34$0.20$0.14$0.18$0.22$0.25$0.29$0.33$0.36$0.45$0.54$0.62$0.09$0.12$0.14$0.17$0.21$0.26$0.32$0.37$0.42$0.58$1.06$2.99$5.22
PutsExpensive1.78×
CallsCheap0.89×
SkewBearish+20.48 pp
Implied moveBearish±$0.57
TiltBearish47.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.79285.2%16.3%23.5464.6%3.2%
25Δ26.24200.2%9.7%23.6861.4%2.7%
30Δ25.0998.9%4.4%23.8258.2%2.2%
35Δ24.4646.9%1.6%23.9555.1%1.8%
40Δ24.3946.9%1.4%24.0654.7%1.5%
45Δ24.3147.0%1.3%24.1555.6%1.4%
50Δ24.2347.0%1.1%24.2556.6%1.2%
55Δ24.1547.1%0.9%24.3457.5%1.0%
60Δ24.0847.1%0.8%24.4358.5%0.9%
65Δ24.0047.1%0.6%24.6069.4%0.8%
70Δ23.8947.7%0.5%25.03111.8%1.1%
75Δ23.7848.3%0.4%26.77255.9%1.8%
80Δ23.6748.8%0.3%28.97365.2%1.9%

20Δ

Calls
Pseudo strike
27.79
IV
285.2%
B/E move
16.3%
Puts
Pseudo strike
23.54
IV
64.6%
B/E move
3.2%

25Δ

Calls
Pseudo strike
26.24
IV
200.2%
B/E move
9.7%
Puts
Pseudo strike
23.68
IV
61.4%
B/E move
2.7%

30Δ

Calls
Pseudo strike
25.09
IV
98.9%
B/E move
4.4%
Puts
Pseudo strike
23.82
IV
58.2%
B/E move
2.2%

35Δ

Calls
Pseudo strike
24.46
IV
46.9%
B/E move
1.6%
Puts
Pseudo strike
23.95
IV
55.1%
B/E move
1.8%

40Δ

Calls
Pseudo strike
24.39
IV
46.9%
B/E move
1.4%
Puts
Pseudo strike
24.06
IV
54.7%
B/E move
1.5%

45Δ

Calls
Pseudo strike
24.31
IV
47.0%
B/E move
1.3%
Puts
Pseudo strike
24.15
IV
55.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
24.23
IV
47.0%
B/E move
1.1%
Puts
Pseudo strike
24.25
IV
56.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
24.15
IV
47.1%
B/E move
0.9%
Puts
Pseudo strike
24.34
IV
57.5%
B/E move
1.0%

60Δ

Calls
Pseudo strike
24.08
IV
47.1%
B/E move
0.8%
Puts
Pseudo strike
24.43
IV
58.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
24.00
IV
47.1%
B/E move
0.6%
Puts
Pseudo strike
24.60
IV
69.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
23.89
IV
47.7%
B/E move
0.5%
Puts
Pseudo strike
25.03
IV
111.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
23.78
IV
48.3%
B/E move
0.4%
Puts
Pseudo strike
26.77
IV
255.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
23.67
IV
48.8%
B/E move
0.3%
Puts
Pseudo strike
28.97
IV
365.2%
B/E move
1.9%