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Sysco Corporation SYY

CONSUMER DEFENSIVE · FOOD DISTRIBUTION
i

Market dataready · fetched 2026-10-20T06:07:42.261Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.001400655Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:41.736892+00:00

Share price$81.59
1D-0.2%
AH$81.05$81.24$81.43$81.61$81.805:30 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$0.40$2.16$3.92$5.67$7.43$73.87$77.62$81.36$85.10$88.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYY spot · $81.59SYY PRICE$0.59$0.76$0.97$1.26$1.55$1.84$2.22$2.65$3.08$3.58$4.29$4.99$6.05$0.73$1.00$1.32$1.65$1.94$2.19$2.44$2.81$3.37$3.92$4.67$5.82$6.92
PutsExpensive1.18×
CallsExpensive1.05×
SkewBearish+1.93 pp
Implied moveBearish±$4.66
TiltBearish6.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.8922.9%7.2%76.8726.4%6.7%
25Δ85.7722.1%6.1%77.9426.3%5.7%
30Δ84.7921.6%5.1%78.7827.0%5.1%
35Δ84.1122.2%4.6%79.6127.7%4.4%
40Δ83.4322.8%4.2%80.4227.3%3.8%
45Δ82.7623.4%3.7%81.2226.0%3.1%
50Δ82.0423.9%3.3%82.0124.6%2.5%
55Δ81.2924.4%2.9%82.8124.0%1.9%
60Δ80.5524.8%2.5%83.6324.4%1.6%
65Δ79.7525.3%2.1%84.4524.8%1.3%
70Δ78.8026.1%1.8%85.4325.6%1.0%
75Δ77.8526.8%1.5%86.7727.4%0.8%
80Δ76.5728.1%1.3%88.0828.1%0.5%

20Δ

Calls
Pseudo strike
86.89
IV
22.9%
B/E move
7.2%
Puts
Pseudo strike
76.87
IV
26.4%
B/E move
6.7%

25Δ

Calls
Pseudo strike
85.77
IV
22.1%
B/E move
6.1%
Puts
Pseudo strike
77.94
IV
26.3%
B/E move
5.7%

30Δ

Calls
Pseudo strike
84.79
IV
21.6%
B/E move
5.1%
Puts
Pseudo strike
78.78
IV
27.0%
B/E move
5.1%

35Δ

Calls
Pseudo strike
84.11
IV
22.2%
B/E move
4.6%
Puts
Pseudo strike
79.61
IV
27.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
83.43
IV
22.8%
B/E move
4.2%
Puts
Pseudo strike
80.42
IV
27.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
82.76
IV
23.4%
B/E move
3.7%
Puts
Pseudo strike
81.22
IV
26.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
82.04
IV
23.9%
B/E move
3.3%
Puts
Pseudo strike
82.01
IV
24.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
81.29
IV
24.4%
B/E move
2.9%
Puts
Pseudo strike
82.81
IV
24.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
80.55
IV
24.8%
B/E move
2.5%
Puts
Pseudo strike
83.63
IV
24.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
79.75
IV
25.3%
B/E move
2.1%
Puts
Pseudo strike
84.45
IV
24.8%
B/E move
1.3%

70Δ

Calls
Pseudo strike
78.80
IV
26.1%
B/E move
1.8%
Puts
Pseudo strike
85.43
IV
25.6%
B/E move
1.0%

75Δ

Calls
Pseudo strike
77.85
IV
26.8%
B/E move
1.5%
Puts
Pseudo strike
86.77
IV
27.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
76.57
IV
28.1%
B/E move
1.3%
Puts
Pseudo strike
88.08
IV
28.1%
B/E move
0.5%

Options history

SYY23.8823.9023.922026-10-19T19:54:51.951000+00:00: 23.90%Oct 19Oct 19
Table
ObservationIVSkewImplied move
23.90%4.27 pp5.71%