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Ross Stores, Inc. Common Stock ROST

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Market dataready · fetched 2026-11-07T04:04:15.856Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:00:02.373960544Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-07T04:04:15.426110+00:00

Share price$231.09
1D-0.4%
AH$230$231$233$234$2365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMROST
Sold putSold callAH

Ross Stores, Inc. Common Stock options

Live interpolated ROST call and put midpoint premiums by absolute delta.Ross Stores, Inc. Common Stock$1.13$3.96$6.80$9.63$12.46$212.35$222.77$233.19$243.61$254.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROST spot · $231.09ROST PRICE$1.43$1.86$2.24$2.70$3.23$3.84$4.50$5.20$6.13$7.12$8.19$9.72$11.39$1.55$1.99$2.50$2.68$3.29$3.96$4.67$5.45$6.37$7.28$8.19$9.85$11.65
PutsCheap0.78×
CallsCheap0.70×
SkewBullish-0.99 pp
Implied moveBalanced±$9.17
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ243.0041.0%5.8%220.5042.2%5.3%
25Δ240.4640.0%4.9%223.0340.4%4.3%
30Δ238.0537.8%4.0%225.0039.9%3.7%
35Δ236.1936.8%3.4%227.2534.7%2.8%
40Δ234.5436.4%2.9%228.7334.7%2.4%
45Δ233.0336.3%2.5%230.1235.4%2.1%
50Δ231.5636.2%2.2%231.5435.3%1.8%
55Δ230.1036.1%1.8%232.9835.3%1.5%
60Δ228.5836.6%1.6%234.4735.6%1.3%
65Δ227.0237.0%1.3%235.9435.2%1.1%
70Δ225.4037.1%1.1%237.4034.5%0.8%
75Δ223.4138.2%0.9%239.4535.8%0.6%
80Δ221.3038.8%0.7%241.6436.4%0.5%

20Δ

Calls
Pseudo strike
243.00
IV
41.0%
B/E move
5.8%
Puts
Pseudo strike
220.50
IV
42.2%
B/E move
5.3%

25Δ

Calls
Pseudo strike
240.46
IV
40.0%
B/E move
4.9%
Puts
Pseudo strike
223.03
IV
40.4%
B/E move
4.3%

30Δ

Calls
Pseudo strike
238.05
IV
37.8%
B/E move
4.0%
Puts
Pseudo strike
225.00
IV
39.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
236.19
IV
36.8%
B/E move
3.4%
Puts
Pseudo strike
227.25
IV
34.7%
B/E move
2.8%

40Δ

Calls
Pseudo strike
234.54
IV
36.4%
B/E move
2.9%
Puts
Pseudo strike
228.73
IV
34.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
233.03
IV
36.3%
B/E move
2.5%
Puts
Pseudo strike
230.12
IV
35.4%
B/E move
2.1%

50Δ

Calls
Pseudo strike
231.56
IV
36.2%
B/E move
2.2%
Puts
Pseudo strike
231.54
IV
35.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
230.10
IV
36.1%
B/E move
1.8%
Puts
Pseudo strike
232.98
IV
35.3%
B/E move
1.5%

60Δ

Calls
Pseudo strike
228.58
IV
36.6%
B/E move
1.6%
Puts
Pseudo strike
234.47
IV
35.6%
B/E move
1.3%

65Δ

Calls
Pseudo strike
227.02
IV
37.0%
B/E move
1.3%
Puts
Pseudo strike
235.94
IV
35.2%
B/E move
1.1%

70Δ

Calls
Pseudo strike
225.40
IV
37.1%
B/E move
1.1%
Puts
Pseudo strike
237.40
IV
34.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
223.41
IV
38.2%
B/E move
0.9%
Puts
Pseudo strike
239.45
IV
35.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
221.30
IV
38.8%
B/E move
0.7%
Puts
Pseudo strike
241.64
IV
36.4%
B/E move
0.5%

Options history

IV · four-Friday blend35.61%
Daily close
ROST17.7%55.9%94.1%2026-08-10: 40.52%2026-08-11: 42.63%2026-08-12: 44.15%2026-08-13: 42.99%2026-08-14: 48.63%2026-08-17: 56.40%2026-08-18: 58.47%2026-08-19: 64.04%2026-08-20: 88.82%2026-08-21: 24.78%2026-08-24: 26.57%2026-08-25: 25.74%2026-08-26: 25.65%2026-08-27: 25.51%2026-08-28: 22.96%2026-08-31: 24.16%2026-09-01: 28.56%2026-09-02: 25.25%2026-09-03: 26.19%2026-09-04: 24.47%2026-09-08: 27.40%2026-09-09: 28.42%2026-09-10: 27.44%2026-09-11: 24.49%2026-09-14: 25.97%2026-09-15: 26.45%2026-09-16: 26.94%2026-09-17: 27.49%2026-09-18: 24.36%2026-09-21: 24.42%2026-09-22: 25.65%2026-09-23: 26.54%2026-09-24: 26.93%2026-09-25: 24.91%2026-09-28: 27.02%2026-09-29: 28.17%2026-09-30: 28.61%2026-10-01: 28.10%2026-10-02: 24.54%2026-10-05: 27.05%2026-10-06: 26.34%2026-10-07: 26.53%2026-10-08: 26.43%2026-10-09: 25.25%2026-10-12: 26.74%2026-10-13: 27.37%2026-10-14: 29.04%2026-10-15: 28.94%2026-10-16: 28.50%2026-10-19: 29.41%2026-10-20: 28.57%2026-10-21: 30.48%2026-10-22: 28.53%2026-10-23: 30.44%2026-10-26: 33.00%2026-10-27: 32.66%2026-10-28: 33.13%2026-10-29: 31.55%2026-10-30: 35.61%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
40.52%
42.63%
44.15%
42.99%
48.63%
56.40%
58.47%
64.04%
88.82%
24.78%
26.57%
25.74%
25.65%
25.51%
22.96%
24.16%
28.56%
25.25%
26.19%
24.47%
27.40%
28.42%
27.44%
24.49%
25.97%
26.45%
26.94%
27.49%
24.36%
24.42%
25.65%
26.54%
26.93%
24.91%
27.02%
28.17%
28.61%
28.10%
24.54%
27.05%
26.34%
26.53%
26.43%
25.25%
26.74%
27.37%
29.04%
28.94%
28.50%
29.41%
28.57%
30.48%
28.53%
30.44%
33.00%
32.66%
33.13%
31.55%
35.61%