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Ross Stores Inc ROST

CONSUMER CYCLICAL · APPAREL RETAIL
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Market dataready · fetched 2026-10-16T00:17:18.571Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:21:16.389933043Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:17.982541+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$2.09$8.91$15.73$22.55$29.37$203.37$219.30$235.24$251.17$267.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ROST spot · $234.83ROST PRICE$2.83$3.77$4.74$5.79$6.90$8.00$9.66$11.37$13.09$15.45$17.97$20.58$23.81$2.84$3.82$5.06$6.31$7.69$9.49$11.30$13.18$15.47$17.76$20.44$23.86$27.41
PutsExpensive1.15×
CallsExpensive1.19×
SkewBullish-1.11 pp
Implied moveBearish±$20.96
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ261.1436.1%12.4%216.9932.7%8.8%
25Δ256.3135.9%10.8%221.2532.2%7.4%
30Δ251.7135.6%9.2%224.4232.8%6.6%
35Δ247.6935.1%7.9%227.6033.4%5.8%
40Δ244.0134.6%6.8%230.7934.0%5.0%
45Δ240.3234.0%5.7%234.0434.6%4.4%
50Δ237.0534.4%5.1%237.2935.1%3.8%
55Δ233.8234.9%4.4%240.6035.5%3.2%
60Δ230.5935.3%3.8%244.1435.4%2.6%
65Δ226.9635.9%3.2%247.6935.3%2.1%
70Δ223.2336.5%2.7%251.5435.3%1.6%
75Δ219.4236.9%2.2%255.9535.3%1.2%
80Δ215.1236.5%1.7%260.4835.3%0.7%

20Δ

Calls
Pseudo strike
261.14
IV
36.1%
B/E move
12.4%
Puts
Pseudo strike
216.99
IV
32.7%
B/E move
8.8%

25Δ

Calls
Pseudo strike
256.31
IV
35.9%
B/E move
10.8%
Puts
Pseudo strike
221.25
IV
32.2%
B/E move
7.4%

30Δ

Calls
Pseudo strike
251.71
IV
35.6%
B/E move
9.2%
Puts
Pseudo strike
224.42
IV
32.8%
B/E move
6.6%

35Δ

Calls
Pseudo strike
247.69
IV
35.1%
B/E move
7.9%
Puts
Pseudo strike
227.60
IV
33.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
244.01
IV
34.6%
B/E move
6.8%
Puts
Pseudo strike
230.79
IV
34.0%
B/E move
5.0%

45Δ

Calls
Pseudo strike
240.32
IV
34.0%
B/E move
5.7%
Puts
Pseudo strike
234.04
IV
34.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
237.05
IV
34.4%
B/E move
5.1%
Puts
Pseudo strike
237.29
IV
35.1%
B/E move
3.8%

55Δ

Calls
Pseudo strike
233.82
IV
34.9%
B/E move
4.4%
Puts
Pseudo strike
240.60
IV
35.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
230.59
IV
35.3%
B/E move
3.8%
Puts
Pseudo strike
244.14
IV
35.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
226.96
IV
35.9%
B/E move
3.2%
Puts
Pseudo strike
247.69
IV
35.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
223.23
IV
36.5%
B/E move
2.7%
Puts
Pseudo strike
251.54
IV
35.3%
B/E move
1.6%

75Δ

Calls
Pseudo strike
219.42
IV
36.9%
B/E move
2.2%
Puts
Pseudo strike
255.95
IV
35.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
215.12
IV
36.5%
B/E move
1.7%
Puts
Pseudo strike
260.48
IV
35.3%
B/E move
0.7%