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Sysco Corporation SYY

CONSUMER DEFENSIVE · FOOD DISTRIBUTION
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Market dataready · fetched 2026-10-15T20:35:52.308Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001038936Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:50.898277+00:00

Share price$82.15
1D+0.2%
AH$81.40$81.80$82.20$82.60$83.005:30 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$0.06$1.31$2.56$3.81$5.06$80.32$81.59$82.86$84.13$85.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $82.15OPTION PRICELive SYY spot · $82.15SYY PRICE$0.24$0.26$0.29$0.31$0.43$0.96$1.50$2.03$2.56$3.10$3.63$4.16$4.70$0.20$0.25$0.31$0.36$0.42$0.47$0.53$0.58$0.63$0.69$0.74$0.80$0.85
PutsExpensive1.78×
CallsExpensive1.41×
SkewBullish-34.64 pp
Implied moveBullish±$2.02
TiltBullish55.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.8472.9%4.8%80.4440.0%2.3%
25Δ84.9661.0%3.7%80.6938.4%2.1%
30Δ84.0849.2%2.7%80.9436.8%1.9%
35Δ83.2137.3%1.7%81.1835.2%1.6%
40Δ82.3929.6%0.8%81.4333.6%1.4%
45Δ81.8339.6%0.8%81.6832.0%1.1%
50Δ81.2749.5%0.8%81.9330.4%0.9%
55Δ80.7259.5%0.7%82.1828.8%0.7%
60Δ80.1669.4%0.7%82.4327.2%0.4%
65Δ79.6079.4%0.7%82.6825.6%0.2%
70Δ79.0489.3%0.6%82.9324.0%0.0%
75Δ78.4899.2%0.6%83.1822.3%0.3%
80Δ77.92109.2%0.6%83.4320.7%0.5%

20Δ

Calls
Pseudo strike
85.84
IV
72.9%
B/E move
4.8%
Puts
Pseudo strike
80.44
IV
40.0%
B/E move
2.3%

25Δ

Calls
Pseudo strike
84.96
IV
61.0%
B/E move
3.7%
Puts
Pseudo strike
80.69
IV
38.4%
B/E move
2.1%

30Δ

Calls
Pseudo strike
84.08
IV
49.2%
B/E move
2.7%
Puts
Pseudo strike
80.94
IV
36.8%
B/E move
1.9%

35Δ

Calls
Pseudo strike
83.21
IV
37.3%
B/E move
1.7%
Puts
Pseudo strike
81.18
IV
35.2%
B/E move
1.6%

40Δ

Calls
Pseudo strike
82.39
IV
29.6%
B/E move
0.8%
Puts
Pseudo strike
81.43
IV
33.6%
B/E move
1.4%

45Δ

Calls
Pseudo strike
81.83
IV
39.6%
B/E move
0.8%
Puts
Pseudo strike
81.68
IV
32.0%
B/E move
1.1%

50Δ

Calls
Pseudo strike
81.27
IV
49.5%
B/E move
0.8%
Puts
Pseudo strike
81.93
IV
30.4%
B/E move
0.9%

55Δ

Calls
Pseudo strike
80.72
IV
59.5%
B/E move
0.7%
Puts
Pseudo strike
82.18
IV
28.8%
B/E move
0.7%

60Δ

Calls
Pseudo strike
80.16
IV
69.4%
B/E move
0.7%
Puts
Pseudo strike
82.43
IV
27.2%
B/E move
0.4%

65Δ

Calls
Pseudo strike
79.60
IV
79.4%
B/E move
0.7%
Puts
Pseudo strike
82.68
IV
25.6%
B/E move
0.2%

70Δ

Calls
Pseudo strike
79.04
IV
89.3%
B/E move
0.6%
Puts
Pseudo strike
82.93
IV
24.0%
B/E move
0.0%

75Δ

Calls
Pseudo strike
78.48
IV
99.2%
B/E move
0.6%
Puts
Pseudo strike
83.18
IV
22.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
77.92
IV
109.2%
B/E move
0.6%
Puts
Pseudo strike
83.43
IV
20.7%
B/E move
0.5%