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Sysco Corporation SYY

CONSUMER DEFENSIVE · FOOD DISTRIBUTION
i

Market dataready · fetched 2026-11-06T21:23:04.552Z

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

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 · 2026-11-06T21:10:00.000849007Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:23:03.875370+00:00

Share price$76.86
1D+1.2%
AH$74.64$75.39$76.13$76.88$77.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYY
Sold putSold callAH

Sysco Corporation options

Live interpolated SYY call and put midpoint premiums by absolute delta.Sysco Corporation$0.30$1.53$2.76$3.99$5.21$61.38$68.65$75.92$83.18$90.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYY spot · $76.86SYY PRICE$0.43$0.57$0.74$0.92$1.09$1.26$1.50$1.75$2.00$2.25$2.50$2.86$3.31$0.47$0.59$0.73$0.93$1.13$1.33$1.53$1.74$2.19$2.64$3.09$3.55$4.86
PutsCheap0.31×
CallsCheap0.34×
SkewBearish+1.08 pp
Implied moveBalanced±$3.03
TiltBearish7.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.6126.3%5.4%73.4627.9%5.0%
25Δ79.7725.6%4.5%74.3525.9%4.0%
30Δ79.2125.5%4.0%75.1324.5%3.2%
35Δ78.6625.4%3.5%75.6124.4%2.8%
40Δ78.1125.4%3.0%76.0924.3%2.5%
45Δ77.5625.3%2.5%76.5624.2%2.1%
50Δ77.0825.0%2.2%77.0424.1%1.8%
55Δ76.6124.7%1.9%77.5224.1%1.4%
60Δ76.1424.4%1.7%78.1224.9%1.2%
65Δ75.6724.0%1.4%78.7225.6%1.0%
70Δ75.2023.7%1.1%79.3326.4%0.8%
75Δ74.6723.1%0.9%79.9327.2%0.6%
80Δ74.0922.3%0.7%81.3431.3%0.5%

20Δ

Calls
Pseudo strike
80.61
IV
26.3%
B/E move
5.4%
Puts
Pseudo strike
73.46
IV
27.9%
B/E move
5.0%

25Δ

Calls
Pseudo strike
79.77
IV
25.6%
B/E move
4.5%
Puts
Pseudo strike
74.35
IV
25.9%
B/E move
4.0%

30Δ

Calls
Pseudo strike
79.21
IV
25.5%
B/E move
4.0%
Puts
Pseudo strike
75.13
IV
24.5%
B/E move
3.2%

35Δ

Calls
Pseudo strike
78.66
IV
25.4%
B/E move
3.5%
Puts
Pseudo strike
75.61
IV
24.4%
B/E move
2.8%

40Δ

Calls
Pseudo strike
78.11
IV
25.4%
B/E move
3.0%
Puts
Pseudo strike
76.09
IV
24.3%
B/E move
2.5%

45Δ

Calls
Pseudo strike
77.56
IV
25.3%
B/E move
2.5%
Puts
Pseudo strike
76.56
IV
24.2%
B/E move
2.1%

50Δ

Calls
Pseudo strike
77.08
IV
25.0%
B/E move
2.2%
Puts
Pseudo strike
77.04
IV
24.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
76.61
IV
24.7%
B/E move
1.9%
Puts
Pseudo strike
77.52
IV
24.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
76.14
IV
24.4%
B/E move
1.7%
Puts
Pseudo strike
78.12
IV
24.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
75.67
IV
24.0%
B/E move
1.4%
Puts
Pseudo strike
78.72
IV
25.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
75.20
IV
23.7%
B/E move
1.1%
Puts
Pseudo strike
79.33
IV
26.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
74.67
IV
23.1%
B/E move
0.9%
Puts
Pseudo strike
79.93
IV
27.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
74.09
IV
22.3%
B/E move
0.7%
Puts
Pseudo strike
81.34
IV
31.3%
B/E move
0.5%

Options history

IV · four-Friday blend24.12%
Daily close
SYY19.6%24.1%28.7%2026-08-10: 20.77%2026-08-11: 20.45%2026-08-12: 20.36%2026-08-13: 20.74%2026-08-18: 21.80%2026-08-19: 23.18%2026-08-21: 21.49%2026-08-24: 21.26%2026-08-25: 20.90%2026-08-26: 20.81%2026-08-27: 20.59%2026-08-28: 21.15%2026-08-31: 21.51%2026-09-01: 21.49%2026-09-02: 21.20%2026-09-03: 20.19%2026-09-04: 21.14%2026-09-08: 22.98%2026-09-09: 23.52%2026-09-10: 22.13%2026-09-14: 24.48%2026-09-15: 25.84%2026-09-16: 28.04%2026-09-18: 22.81%2026-09-21: 22.68%2026-09-22: 22.40%2026-09-23: 22.87%2026-09-24: 23.23%2026-09-25: 22.23%2026-09-28: 23.08%2026-09-29: 22.85%2026-09-30: 22.85%2026-10-01: 22.96%2026-10-02: 22.14%2026-10-05: 23.71%2026-10-06: 23.00%2026-10-07: 23.04%2026-10-08: 22.86%2026-10-09: 23.61%2026-10-16: 21.87%2026-10-19: 22.69%2026-10-20: 22.97%2026-10-21: 23.10%2026-10-22: 23.15%2026-10-23: 24.28%2026-10-26: 24.21%2026-10-27: 23.08%2026-10-28: 24.63%2026-10-29: 23.11%2026-10-30: 24.12%Aug 10Sep 21Oct 30
50 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
20.77%
20.45%
20.36%
20.74%
21.80%
23.18%
21.49%
21.26%
20.90%
20.81%
20.59%
21.15%
21.51%
21.49%
21.20%
20.19%
21.14%
22.98%
23.52%
22.13%
24.48%
25.84%
28.04%
22.81%
22.68%
22.40%
22.87%
23.23%
22.23%
23.08%
22.85%
22.85%
22.96%
22.14%
23.71%
23.00%
23.04%
22.86%
23.61%
21.87%
22.69%
22.97%
23.10%
23.15%
24.28%
24.21%
23.08%
24.63%
23.11%
24.12%