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Tractor Supply Company TSCO

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-20T06:08:42.731Z

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

Calculation methodology

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

History data

PriceAlpaca · sip · 2026-10-19T22:20:22.289551655Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:42.130667+00:00

Share price$32.85
1D+1.1%
AH$32.38$32.64$32.90$33.16$33.425:30 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$0.30$1.97$3.65$5.33$7.00$26.25$29.46$32.68$35.90$39.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TSCO spot · $32.85TSCO PRICE$0.48$0.64$0.74$1.01$1.22$1.55$1.80$2.00$2.34$2.68$3.11$3.45$4.12$1.14$0.74$1.00$1.22$1.43$1.74$1.97$2.50$2.79$3.18$3.68$3.91$6.52
PutsFair0.95×
CallsCheap0.95×
SkewBearish+3.66 pp
Implied moveBearish±$3.77
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.4447.8%15.4%27.2093.3%20.7%
25Δ36.9049.2%14.3%30.2748.2%10.1%
30Δ35.4843.1%10.3%30.8650.3%9.1%
35Δ35.1047.7%9.9%31.4950.0%7.9%
40Δ34.5148.5%8.8%32.1348.0%6.5%
45Δ33.9952.3%8.2%32.7049.0%5.7%
50Δ33.3451.6%7.0%33.2747.2%4.7%
55Δ32.7149.1%5.6%33.9550.8%4.3%
60Δ32.1049.9%4.8%34.5248.9%3.4%
65Δ31.5049.8%4.0%35.1448.1%2.7%
70Δ30.8450.6%3.4%35.8348.2%2.1%
75Δ30.2548.7%2.6%36.2744.6%1.5%
80Δ29.4150.9%2.1%38.9260.2%1.4%

20Δ

Calls
Pseudo strike
37.44
IV
47.8%
B/E move
15.4%
Puts
Pseudo strike
27.20
IV
93.3%
B/E move
20.7%

25Δ

Calls
Pseudo strike
36.90
IV
49.2%
B/E move
14.3%
Puts
Pseudo strike
30.27
IV
48.2%
B/E move
10.1%

30Δ

Calls
Pseudo strike
35.48
IV
43.1%
B/E move
10.3%
Puts
Pseudo strike
30.86
IV
50.3%
B/E move
9.1%

35Δ

Calls
Pseudo strike
35.10
IV
47.7%
B/E move
9.9%
Puts
Pseudo strike
31.49
IV
50.0%
B/E move
7.9%

40Δ

Calls
Pseudo strike
34.51
IV
48.5%
B/E move
8.8%
Puts
Pseudo strike
32.13
IV
48.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
33.99
IV
52.3%
B/E move
8.2%
Puts
Pseudo strike
32.70
IV
49.0%
B/E move
5.7%

50Δ

Calls
Pseudo strike
33.34
IV
51.6%
B/E move
7.0%
Puts
Pseudo strike
33.27
IV
47.2%
B/E move
4.7%

55Δ

Calls
Pseudo strike
32.71
IV
49.1%
B/E move
5.6%
Puts
Pseudo strike
33.95
IV
50.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
32.10
IV
49.9%
B/E move
4.8%
Puts
Pseudo strike
34.52
IV
48.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
31.50
IV
49.8%
B/E move
4.0%
Puts
Pseudo strike
35.14
IV
48.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
30.84
IV
50.6%
B/E move
3.4%
Puts
Pseudo strike
35.83
IV
48.2%
B/E move
2.1%

75Δ

Calls
Pseudo strike
30.25
IV
48.7%
B/E move
2.6%
Puts
Pseudo strike
36.27
IV
44.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
29.41
IV
50.9%
B/E move
2.1%
Puts
Pseudo strike
38.92
IV
60.2%
B/E move
1.4%

Options history

TSCO48.5848.6348.682026-10-19T19:59:39.625000+00:00: 48.63%Oct 19Oct 19
Table
ObservationIVSkewImplied move
48.63%-1.31 pp11.47%