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Tractor Supply Company TSCO

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-15T20:04:44.216Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:55.571471144Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:58:28.641281+00:00

Share price$33.37
1D+0.3%
AH$32.71$32.91$33.11$33.31$33.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTSCO
Sold putSold callAH

Tractor Supply Company options

Live interpolated TSCO call and put midpoint premiums by absolute delta.Tractor Supply Company$0.02$1.69$3.37$5.04$6.72$30.68$31.92$33.15$34.38$35.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $33.37OPTION PRICELive TSCO spot · $33.37TSCO PRICE$0.57$0.59$0.29$0.28$0.26$0.26$0.30$0.33$0.37$0.41$0.45$1.21$3.29$0.27$0.20$0.20$0.25$0.39$0.53$0.67$1.13$1.51$1.62$2.53$2.25$6.24
PutsExpensive2.83×
CallsExpensive2.20×
SkewBearish+25.47 pp
Implied moveBearish±$0.96
TiltBearish34.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.94319.0%18.4%31.51136.3%6.4%
25Δ36.69243.8%11.7%32.5275.6%3.2%
30Δ34.3695.0%3.9%32.8161.0%2.3%
35Δ34.0576.9%2.9%33.0555.5%1.7%
40Δ33.7558.7%1.9%33.1867.0%1.7%
45Δ33.4844.0%1.1%33.3178.5%1.8%
50Δ33.4042.4%1.0%33.4590.0%1.8%
55Δ33.3140.9%0.8%33.78130.4%2.2%
60Δ33.2339.3%0.7%34.15152.3%2.2%
65Δ33.1437.8%0.5%34.43141.8%1.7%
70Δ33.0636.2%0.4%35.27191.9%1.9%
75Δ32.3279.3%0.5%35.26145.7%1.1%
80Δ30.43203.2%1.0%39.03321.7%1.7%

20Δ

Calls
Pseudo strike
38.94
IV
319.0%
B/E move
18.4%
Puts
Pseudo strike
31.51
IV
136.3%
B/E move
6.4%

25Δ

Calls
Pseudo strike
36.69
IV
243.8%
B/E move
11.7%
Puts
Pseudo strike
32.52
IV
75.6%
B/E move
3.2%

30Δ

Calls
Pseudo strike
34.36
IV
95.0%
B/E move
3.9%
Puts
Pseudo strike
32.81
IV
61.0%
B/E move
2.3%

35Δ

Calls
Pseudo strike
34.05
IV
76.9%
B/E move
2.9%
Puts
Pseudo strike
33.05
IV
55.5%
B/E move
1.7%

40Δ

Calls
Pseudo strike
33.75
IV
58.7%
B/E move
1.9%
Puts
Pseudo strike
33.18
IV
67.0%
B/E move
1.7%

45Δ

Calls
Pseudo strike
33.48
IV
44.0%
B/E move
1.1%
Puts
Pseudo strike
33.31
IV
78.5%
B/E move
1.8%

50Δ

Calls
Pseudo strike
33.40
IV
42.4%
B/E move
1.0%
Puts
Pseudo strike
33.45
IV
90.0%
B/E move
1.8%

55Δ

Calls
Pseudo strike
33.31
IV
40.9%
B/E move
0.8%
Puts
Pseudo strike
33.78
IV
130.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
33.23
IV
39.3%
B/E move
0.7%
Puts
Pseudo strike
34.15
IV
152.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
33.14
IV
37.8%
B/E move
0.5%
Puts
Pseudo strike
34.43
IV
141.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
33.06
IV
36.2%
B/E move
0.4%
Puts
Pseudo strike
35.27
IV
191.9%
B/E move
1.9%

75Δ

Calls
Pseudo strike
32.32
IV
79.3%
B/E move
0.5%
Puts
Pseudo strike
35.26
IV
145.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
30.43
IV
203.2%
B/E move
1.0%
Puts
Pseudo strike
39.03
IV
321.7%
B/E move
1.7%