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Macy’s Inc M

CONSUMER CYCLICAL · DEPARTMENT STORES
i

Market dataready · fetched 2026-10-16T00:59:34.554Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:49:03.08356865Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:59:33.965885+00:00

Share price$24.25
1D+6.7%
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$0.09$2.00$3.91$5.83$7.74$19.26$21.79$24.32$26.85$29.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive M spot · $24.25M PRICE$0.29$0.43$0.56$0.69$0.83$0.97$1.13$1.30$1.51$1.74$1.99$2.28$2.58$0.40$0.54$0.69$0.85$1.02$1.21$1.42$1.64$2.87$3.48$4.22$5.48$7.19
PutsFair1.03×
CallsCheap0.72×
SkewBearish+13.29 pp
Implied moveBearish±$2.56
TiltBearish31.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.9936.5%12.5%21.8744.0%11.5%
25Δ26.6138.4%11.5%22.3843.9%10.0%
30Δ26.2340.3%10.5%22.8643.9%8.6%
35Δ25.8241.3%9.3%23.3043.6%7.4%
40Δ25.3840.8%8.1%23.7343.2%6.4%
45Δ24.9440.3%6.8%24.1642.9%5.4%
50Δ24.5539.9%5.9%24.5742.5%4.6%
55Δ24.1639.5%5.0%24.9742.2%3.8%
60Δ23.7739.4%4.2%26.0361.0%4.5%
65Δ23.3739.7%3.6%26.8263.2%3.8%
70Δ22.9839.9%2.9%27.7265.6%3.1%
75Δ22.5439.5%2.4%29.1172.1%2.6%
80Δ22.1139.1%1.8%30.9679.2%2.0%

20Δ

Calls
Pseudo strike
26.99
IV
36.5%
B/E move
12.5%
Puts
Pseudo strike
21.87
IV
44.0%
B/E move
11.5%

25Δ

Calls
Pseudo strike
26.61
IV
38.4%
B/E move
11.5%
Puts
Pseudo strike
22.38
IV
43.9%
B/E move
10.0%

30Δ

Calls
Pseudo strike
26.23
IV
40.3%
B/E move
10.5%
Puts
Pseudo strike
22.86
IV
43.9%
B/E move
8.6%

35Δ

Calls
Pseudo strike
25.82
IV
41.3%
B/E move
9.3%
Puts
Pseudo strike
23.30
IV
43.6%
B/E move
7.4%

40Δ

Calls
Pseudo strike
25.38
IV
40.8%
B/E move
8.1%
Puts
Pseudo strike
23.73
IV
43.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
24.94
IV
40.3%
B/E move
6.8%
Puts
Pseudo strike
24.16
IV
42.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
24.55
IV
39.9%
B/E move
5.9%
Puts
Pseudo strike
24.57
IV
42.5%
B/E move
4.6%

55Δ

Calls
Pseudo strike
24.16
IV
39.5%
B/E move
5.0%
Puts
Pseudo strike
24.97
IV
42.2%
B/E move
3.8%

60Δ

Calls
Pseudo strike
23.77
IV
39.4%
B/E move
4.2%
Puts
Pseudo strike
26.03
IV
61.0%
B/E move
4.5%

65Δ

Calls
Pseudo strike
23.37
IV
39.7%
B/E move
3.6%
Puts
Pseudo strike
26.82
IV
63.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
22.98
IV
39.9%
B/E move
2.9%
Puts
Pseudo strike
27.72
IV
65.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
22.54
IV
39.5%
B/E move
2.4%
Puts
Pseudo strike
29.11
IV
72.1%
B/E move
2.6%

80Δ

Calls
Pseudo strike
22.11
IV
39.1%
B/E move
1.8%
Puts
Pseudo strike
30.96
IV
79.2%
B/E move
2.0%