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Sysco Corporation SYY

i

Market datapartial · fetched 2026-11-07T16:17:42.565Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:00:00.00129587Z

FundamentalsAlpha Vantage · unavailable

Share price$76.86
1D+1.1%
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$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESYY PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%