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US Foods Holding Corp USFD

CONSUMER DEFENSIVE · FOOD DISTRIBUTION
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Market dataready · fetched 2026-10-23T02:57:53.972Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002545812Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:57:53.508948+00:00

Share price$104.05
1D+2.6%
AH$101.22$101.99$102.77$103.55$104.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSFD
Sold putSold callAH

US Foods Holding Corp options

Live interpolated USFD call and put midpoint premiums by absolute delta.US Foods Holding Corp$0.66$3.83$7.00$10.17$13.34$88.36$95.26$102.17$109.08$115.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USFD spot · $104.05USFD PRICE$1.00$1.33$1.69$2.16$2.63$3.10$3.60$4.27$4.94$5.60$6.28$7.23$8.28$1.31$1.75$2.18$2.67$3.19$3.71$4.24$5.25$6.32$7.39$8.82$10.51$12.43
PutsExpensive1.36×
CallsExpensive1.14×
SkewBearish+4.95 pp
Implied moveBearish±$7.84
TiltBearish14.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.8430.3%9.4%95.9837.5%9.0%
25Δ111.2730.8%8.2%97.6837.8%7.8%
30Δ109.7731.3%7.1%99.3436.8%6.6%
35Δ108.5331.6%6.4%100.8136.0%5.7%
40Δ107.2931.9%5.6%102.1535.4%4.9%
45Δ106.0532.2%4.9%103.5034.7%4.1%
50Δ104.8132.4%4.2%104.8434.0%3.3%
55Δ103.6032.3%3.7%106.3334.9%2.8%
60Δ102.3932.2%3.1%107.8436.0%2.4%
65Δ101.1732.1%2.6%109.3537.0%2.0%
70Δ99.9632.0%2.1%111.1938.0%1.6%
75Δ98.6031.8%1.7%113.2939.0%1.2%
80Δ97.1631.7%1.3%115.5940.0%0.9%

20Δ

Calls
Pseudo strike
112.84
IV
30.3%
B/E move
9.4%
Puts
Pseudo strike
95.98
IV
37.5%
B/E move
9.0%

25Δ

Calls
Pseudo strike
111.27
IV
30.8%
B/E move
8.2%
Puts
Pseudo strike
97.68
IV
37.8%
B/E move
7.8%

30Δ

Calls
Pseudo strike
109.77
IV
31.3%
B/E move
7.1%
Puts
Pseudo strike
99.34
IV
36.8%
B/E move
6.6%

35Δ

Calls
Pseudo strike
108.53
IV
31.6%
B/E move
6.4%
Puts
Pseudo strike
100.81
IV
36.0%
B/E move
5.7%

40Δ

Calls
Pseudo strike
107.29
IV
31.9%
B/E move
5.6%
Puts
Pseudo strike
102.15
IV
35.4%
B/E move
4.9%

45Δ

Calls
Pseudo strike
106.05
IV
32.2%
B/E move
4.9%
Puts
Pseudo strike
103.50
IV
34.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
104.81
IV
32.4%
B/E move
4.2%
Puts
Pseudo strike
104.84
IV
34.0%
B/E move
3.3%

55Δ

Calls
Pseudo strike
103.60
IV
32.3%
B/E move
3.7%
Puts
Pseudo strike
106.33
IV
34.9%
B/E move
2.8%

60Δ

Calls
Pseudo strike
102.39
IV
32.2%
B/E move
3.1%
Puts
Pseudo strike
107.84
IV
36.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
101.17
IV
32.1%
B/E move
2.6%
Puts
Pseudo strike
109.35
IV
37.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
99.96
IV
32.0%
B/E move
2.1%
Puts
Pseudo strike
111.19
IV
38.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
98.60
IV
31.8%
B/E move
1.7%
Puts
Pseudo strike
113.29
IV
39.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
97.16
IV
31.7%
B/E move
1.3%
Puts
Pseudo strike
115.59
IV
40.0%
B/E move
0.9%

Options history

No recorded observations