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US Foods Holding Corp. USFD

CONSUMER DEFENSIVE · FOOD DISTRIBUTION
i

Market dataready · fetched 2026-11-12T14:56:35.074Z

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

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 · 2026-11-12T14:56:15.041562926Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:56:34.511737+00:00

Share price$110.14
1D-0.1%
$109.86$109.98$110.11$110.23$110.355:30 AM6:30 AM9:00 AM1:00 PMUSFD
Sold putSold call

US Foods Holding Corp. options

Live interpolated USFD call and put midpoint premiums by absolute delta.US Foods Holding Corp.$0.42$1.68$2.93$4.18$5.44$98.48$104.73$110.98$117.23$123.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USFD spot · $110.14USFD PRICE$0.56$0.78$1.00$1.22$1.44$1.66$1.88$2.21$2.71$3.20$3.70$4.19$4.68$0.66$0.87$1.07$1.28$1.48$1.69$2.06$2.56$3.07$3.57$4.07$4.57$5.08
PutsCheap0.69×
CallsCheap0.44×
SkewBearish+2.02 pp
Implied moveBearish±$3.94
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.6529.8%4.6%105.4735.1%4.8%
25Δ113.9429.7%4.2%106.3034.0%4.3%
30Δ113.2329.5%3.7%107.1432.9%3.7%
35Δ112.5229.4%3.3%107.9731.8%3.1%
40Δ111.8229.3%2.8%108.8130.7%2.6%
45Δ111.1129.1%2.4%109.6429.6%2.0%
50Δ110.4029.0%1.9%110.4129.2%1.6%
55Δ109.7028.9%1.6%111.1329.5%1.4%
60Δ108.9928.8%1.4%111.8629.7%1.2%
65Δ108.2828.7%1.2%112.5830.0%1.0%
70Δ107.5828.6%1.0%113.3030.2%0.8%
75Δ106.8728.5%0.8%114.0330.5%0.6%
80Δ106.1628.3%0.6%114.7530.7%0.4%

20Δ

Calls
Pseudo strike
114.65
IV
29.8%
B/E move
4.6%
Puts
Pseudo strike
105.47
IV
35.1%
B/E move
4.8%

25Δ

Calls
Pseudo strike
113.94
IV
29.7%
B/E move
4.2%
Puts
Pseudo strike
106.30
IV
34.0%
B/E move
4.3%

30Δ

Calls
Pseudo strike
113.23
IV
29.5%
B/E move
3.7%
Puts
Pseudo strike
107.14
IV
32.9%
B/E move
3.7%

35Δ

Calls
Pseudo strike
112.52
IV
29.4%
B/E move
3.3%
Puts
Pseudo strike
107.97
IV
31.8%
B/E move
3.1%

40Δ

Calls
Pseudo strike
111.82
IV
29.3%
B/E move
2.8%
Puts
Pseudo strike
108.81
IV
30.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
111.11
IV
29.1%
B/E move
2.4%
Puts
Pseudo strike
109.64
IV
29.6%
B/E move
2.0%

50Δ

Calls
Pseudo strike
110.40
IV
29.0%
B/E move
1.9%
Puts
Pseudo strike
110.41
IV
29.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
109.70
IV
28.9%
B/E move
1.6%
Puts
Pseudo strike
111.13
IV
29.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
108.99
IV
28.8%
B/E move
1.4%
Puts
Pseudo strike
111.86
IV
29.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
108.28
IV
28.7%
B/E move
1.2%
Puts
Pseudo strike
112.58
IV
30.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
107.58
IV
28.6%
B/E move
1.0%
Puts
Pseudo strike
113.30
IV
30.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
106.87
IV
28.5%
B/E move
0.8%
Puts
Pseudo strike
114.03
IV
30.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
106.16
IV
28.3%
B/E move
0.6%
Puts
Pseudo strike
114.75
IV
30.7%
B/E move
0.4%

Options history

IV · four-Friday blend32.66%
Daily EOD
USFD28.6%30.8%33.0%2026-10-19: 28.87%2026-10-20: 29.76%2026-10-21: 29.78%2026-10-22: 30.09%2026-10-23: 30.83%2026-10-26: 31.01%2026-10-27: 30.65%2026-10-28: 32.34%2026-10-29: 32.10%2026-10-30: 32.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.87%
29.76%
29.78%
30.09%
30.83%
31.01%
30.65%
32.34%
32.10%
32.66%