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Ross Stores Inc ROST

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-15T20:03:49.884Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:27.405710876Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:56:34.736877+00:00

Share price$234.83
1D+1.0%
AH$232$234$235$237$2395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROST
Sold putSold callAH

Ross Stores Inc options

Live interpolated ROST call and put midpoint premiums by absolute delta.Ross Stores Inc$0.43$1.52$2.60$3.69$4.77$227.82$231.66$235.50$239.35$243.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $234.83OPTION PRICELive ROST spot · $234.83ROST PRICE$0.55$0.74$0.93$1.17$1.42$1.67$1.92$2.24$2.55$2.86$3.17$3.80$4.46$0.56$0.68$0.83$1.06$1.28$1.51$1.73$2.06$2.43$2.79$3.15$3.56$4.03
PutsCheap0.79×
CallsCheap0.69×
SkewBullish-3.16 pp
Implied moveBullish±$3.65
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ238.9938.1%2.0%229.9943.0%2.3%
25Δ238.2539.0%1.8%231.4338.3%1.7%
30Δ237.5040.0%1.5%232.6434.8%1.3%
35Δ236.8539.9%1.4%233.2134.8%1.1%
40Δ236.2039.8%1.2%233.7734.8%1.0%
45Δ235.5539.8%1.0%234.3334.7%0.9%
50Δ234.9139.6%0.9%234.8934.7%0.7%
55Δ234.3238.8%0.7%235.4634.7%0.6%
60Δ233.7338.1%0.6%236.0334.7%0.5%
65Δ233.1437.3%0.5%236.6134.7%0.4%
70Δ232.5536.6%0.4%237.1834.7%0.3%
75Δ231.7536.9%0.3%237.7734.0%0.3%
80Δ230.9337.3%0.2%238.3932.3%0.2%

20Δ

Calls
Pseudo strike
238.99
IV
38.1%
B/E move
2.0%
Puts
Pseudo strike
229.99
IV
43.0%
B/E move
2.3%

25Δ

Calls
Pseudo strike
238.25
IV
39.0%
B/E move
1.8%
Puts
Pseudo strike
231.43
IV
38.3%
B/E move
1.7%

30Δ

Calls
Pseudo strike
237.50
IV
40.0%
B/E move
1.5%
Puts
Pseudo strike
232.64
IV
34.8%
B/E move
1.3%

35Δ

Calls
Pseudo strike
236.85
IV
39.9%
B/E move
1.4%
Puts
Pseudo strike
233.21
IV
34.8%
B/E move
1.1%

40Δ

Calls
Pseudo strike
236.20
IV
39.8%
B/E move
1.2%
Puts
Pseudo strike
233.77
IV
34.8%
B/E move
1.0%

45Δ

Calls
Pseudo strike
235.55
IV
39.8%
B/E move
1.0%
Puts
Pseudo strike
234.33
IV
34.7%
B/E move
0.9%

50Δ

Calls
Pseudo strike
234.91
IV
39.6%
B/E move
0.9%
Puts
Pseudo strike
234.89
IV
34.7%
B/E move
0.7%

55Δ

Calls
Pseudo strike
234.32
IV
38.8%
B/E move
0.7%
Puts
Pseudo strike
235.46
IV
34.7%
B/E move
0.6%

60Δ

Calls
Pseudo strike
233.73
IV
38.1%
B/E move
0.6%
Puts
Pseudo strike
236.03
IV
34.7%
B/E move
0.5%

65Δ

Calls
Pseudo strike
233.14
IV
37.3%
B/E move
0.5%
Puts
Pseudo strike
236.61
IV
34.7%
B/E move
0.4%

70Δ

Calls
Pseudo strike
232.55
IV
36.6%
B/E move
0.4%
Puts
Pseudo strike
237.18
IV
34.7%
B/E move
0.3%

75Δ

Calls
Pseudo strike
231.75
IV
36.9%
B/E move
0.3%
Puts
Pseudo strike
237.77
IV
34.0%
B/E move
0.3%

80Δ

Calls
Pseudo strike
230.93
IV
37.3%
B/E move
0.2%
Puts
Pseudo strike
238.39
IV
32.3%
B/E move
0.2%