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Macy’s Inc M

CONSUMER CYCLICAL · DEPARTMENT STORES
i

Market dataready · fetched 2026-10-15T20:33:27.400Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:31:52.745473663Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:33:26.727196+00:00

Share price$24.13
1D+6.5%
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$0.87$1.73$2.60$3.47$22.08$22.96$23.85$24.74$25.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.13OPTION PRICELive M spot · $24.13M PRICE$0.38$0.32$0.13$0.17$0.21$0.26$0.30$0.34$0.41$0.52$0.62$0.73$1.18$0.09$0.11$0.13$0.15$0.17$0.21$0.26$0.30$0.34$0.39$0.43$0.89$3.22
PutsExpensive1.15×
CallsFair0.97×
SkewBullish-23.22 pp
Implied moveBullish±$0.56
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.69289.1%16.3%23.5160.4%2.9%
25Δ26.03189.3%9.2%23.6357.1%2.5%
30Δ24.5053.2%2.0%23.7553.8%2.1%
35Δ24.4154.1%1.9%23.8750.5%1.7%
40Δ24.3255.1%1.7%23.9847.3%1.3%
45Δ24.2356.1%1.5%24.0746.7%1.1%
50Δ24.1457.0%1.3%24.1446.5%1.0%
55Δ24.0558.0%1.1%24.2246.3%0.9%
60Δ23.9460.1%0.9%24.3046.1%0.7%
65Δ23.8163.8%0.8%24.3745.9%0.6%
70Δ23.6767.4%0.7%24.4545.7%0.5%
75Δ23.5471.0%0.6%24.8781.8%0.6%
80Δ23.0898.1%0.6%27.03242.5%1.3%

20Δ

Calls
Pseudo strike
27.69
IV
289.1%
B/E move
16.3%
Puts
Pseudo strike
23.51
IV
60.4%
B/E move
2.9%

25Δ

Calls
Pseudo strike
26.03
IV
189.3%
B/E move
9.2%
Puts
Pseudo strike
23.63
IV
57.1%
B/E move
2.5%

30Δ

Calls
Pseudo strike
24.50
IV
53.2%
B/E move
2.0%
Puts
Pseudo strike
23.75
IV
53.8%
B/E move
2.1%

35Δ

Calls
Pseudo strike
24.41
IV
54.1%
B/E move
1.9%
Puts
Pseudo strike
23.87
IV
50.5%
B/E move
1.7%

40Δ

Calls
Pseudo strike
24.32
IV
55.1%
B/E move
1.7%
Puts
Pseudo strike
23.98
IV
47.3%
B/E move
1.3%

45Δ

Calls
Pseudo strike
24.23
IV
56.1%
B/E move
1.5%
Puts
Pseudo strike
24.07
IV
46.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
24.14
IV
57.0%
B/E move
1.3%
Puts
Pseudo strike
24.14
IV
46.5%
B/E move
1.0%

55Δ

Calls
Pseudo strike
24.05
IV
58.0%
B/E move
1.1%
Puts
Pseudo strike
24.22
IV
46.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
23.94
IV
60.1%
B/E move
0.9%
Puts
Pseudo strike
24.30
IV
46.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
23.81
IV
63.8%
B/E move
0.8%
Puts
Pseudo strike
24.37
IV
45.9%
B/E move
0.6%

70Δ

Calls
Pseudo strike
23.67
IV
67.4%
B/E move
0.7%
Puts
Pseudo strike
24.45
IV
45.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
23.54
IV
71.0%
B/E move
0.6%
Puts
Pseudo strike
24.87
IV
81.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
23.08
IV
98.1%
B/E move
0.6%
Puts
Pseudo strike
27.03
IV
242.5%
B/E move
1.3%