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Best Buy Company, Inc. BBY

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-11-07T20:38:33.175Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.002561737Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T20:38:32.649686+00:00

Share price$99.63
1D+1.9%
AH$97$99$100$101$1025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBY
Sold putSold callAH

Best Buy Company, Inc. options

Live interpolated BBY call and put midpoint premiums by absolute delta.Best Buy Company, Inc.$0.51$2.29$4.07$5.85$7.63$92.23$95.92$99.62$103.31$107.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BBY spot · $99.63BBY PRICE$0.70$0.96$1.30$1.79$2.18$2.71$2.93$3.56$3.83$5.48$6.50$7.11$0.82$1.34$1.68$1.84$2.21$2.53$2.93$3.30$3.64$4.40$4.59$4.78
Puts——
Calls——
Skew——
Implied moveBullish±$5.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ105.5350.6%6.6%94.3853.2%6.1%
25Δ104.4451.4%5.8%
30Δ103.7155.1%5.4%96.6251.0%4.4%
35Δ97.2953.8%4.0%
40Δ101.5951.1%3.8%98.3348.5%3.2%
45Δ100.7452.0%3.3%99.1049.2%2.8%
50Δ99.9555.6%3.0%99.8847.6%2.3%
55Δ99.0951.4%2.4%100.6447.2%1.9%
60Δ98.1854.2%2.1%101.3646.0%1.6%
65Δ97.4750.7%1.7%102.0544.0%1.2%
70Δ95.8363.6%1.7%103.0146.1%1.0%
75Δ94.5065.8%1.4%103.4841.9%0.7%
80Δ93.5262.4%1.0%103.9437.7%0.5%

20Δ

Calls
Pseudo strike
105.53
IV
50.6%
B/E move
6.6%
Puts
Pseudo strike
94.38
IV
53.2%
B/E move
6.1%

25Δ

Calls
Pseudo strike
104.44
IV
51.4%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
103.71
IV
55.1%
B/E move
5.4%
Puts
Pseudo strike
96.62
IV
51.0%
B/E move
4.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.29
IV
53.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
101.59
IV
51.1%
B/E move
3.8%
Puts
Pseudo strike
98.33
IV
48.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
100.74
IV
52.0%
B/E move
3.3%
Puts
Pseudo strike
99.10
IV
49.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
99.95
IV
55.6%
B/E move
3.0%
Puts
Pseudo strike
99.88
IV
47.6%
B/E move
2.3%

55Δ

Calls
Pseudo strike
99.09
IV
51.4%
B/E move
2.4%
Puts
Pseudo strike
100.64
IV
47.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
98.18
IV
54.2%
B/E move
2.1%
Puts
Pseudo strike
101.36
IV
46.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
97.47
IV
50.7%
B/E move
1.7%
Puts
Pseudo strike
102.05
IV
44.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
95.83
IV
63.6%
B/E move
1.7%
Puts
Pseudo strike
103.01
IV
46.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
94.50
IV
65.8%
B/E move
1.4%
Puts
Pseudo strike
103.48
IV
41.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
93.52
IV
62.4%
B/E move
1.0%
Puts
Pseudo strike
103.94
IV
37.7%
B/E move
0.5%

Options history

IV · four-Friday blend43.81%
Daily close
BBY29.4%59.1%88.8%2026-08-10: 43.81%2026-08-11: 45.10%2026-08-12: 42.44%2026-08-13: 43.96%2026-08-14: 45.32%2026-08-17: 49.25%2026-08-18: 49.54%2026-08-19: 52.47%2026-08-20: 53.50%2026-08-21: 58.59%2026-08-24: 65.64%2026-08-25: 75.27%2026-08-26: 84.71%2026-08-27: 42.96%2026-08-28: 36.21%2026-08-31: 37.63%2026-09-01: 37.70%2026-09-02: 37.82%2026-09-03: 37.89%2026-09-04: 33.54%2026-09-08: 38.07%2026-09-09: 40.54%2026-09-10: 43.21%2026-09-11: 35.51%2026-09-14: 39.77%2026-09-15: 39.22%2026-09-16: 43.18%2026-09-17: 37.18%2026-09-18: 33.71%2026-09-21: 37.78%2026-09-22: 36.13%2026-09-23: 39.90%2026-09-24: 40.24%2026-09-25: 35.71%2026-09-28: 39.12%2026-09-29: 42.32%2026-09-30: 41.77%2026-10-01: 39.63%2026-10-02: 35.53%2026-10-05: 39.57%2026-10-06: 37.69%2026-10-07: 41.73%2026-10-08: 44.07%2026-10-09: 37.25%2026-10-12: 39.38%2026-10-13: 37.21%2026-10-14: 41.18%2026-10-15: 42.87%2026-10-16: 40.96%2026-10-19: 40.99%2026-10-20: 40.72%2026-10-21: 39.36%2026-10-22: 41.41%2026-10-23: 39.51%2026-10-26: 42.19%2026-10-27: 41.84%2026-10-28: 43.55%2026-10-29: 45.92%2026-10-30: 43.81%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
43.81%
45.10%
42.44%
43.96%
45.32%
49.25%
49.54%
52.47%
53.50%
58.59%
65.64%
75.27%
84.71%
42.96%
36.21%
37.63%
37.70%
37.82%
37.89%
33.54%
38.07%
40.54%
43.21%
35.51%
39.77%
39.22%
43.18%
37.18%
33.71%
37.78%
36.13%
39.90%
40.24%
35.71%
39.12%
42.32%
41.77%
39.63%
35.53%
39.57%
37.69%
41.73%
44.07%
37.25%
39.38%
37.21%
41.18%
42.87%
40.96%
40.99%
40.72%
39.36%
41.41%
39.51%
42.19%
41.84%
43.55%
45.92%
43.81%