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Cal-Maine Foods, Inc. Common Stock CALM

CONSUMER DEFENSIVE · FARM PRODUCTS
i

Market dataready · fetched 2026-11-04T03:40:29.724Z

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 · 2026-11-03T21:00:02.278295738Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-04T03:40:29.365690+00:00

Share price$66.17
1D+1.8%
AH$64.61$65.04$65.47$65.90$66.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCALM
Sold putSold callAH

Cal-Maine Foods, Inc. Common Stock options

Live interpolated CALM call and put midpoint premiums by absolute delta.Cal-Maine Foods, Inc. Common Stock$0.34$2.07$3.79$5.51$7.23$58.29$62.13$65.98$69.82$73.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CALM spot · $66.17CALM PRICE$0.53$0.74$1.09$1.45$1.81$2.16$2.52$2.87$3.23$3.88$4.52$5.17$5.81$0.87$1.19$1.51$1.84$2.16$2.55$2.96$3.36$3.77$4.17$4.58$5.54$6.73
PutsExpensive1.21×
CallsFair0.95×
SkewBearish+4.82 pp
Implied moveBearish±$5.48
TiltBearish7.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.0634.3%8.2%61.3643.7%8.6%
25Δ69.7833.7%6.6%62.2445.1%7.7%
30Δ69.1035.3%6.1%63.1246.5%6.9%
35Δ68.4136.9%5.6%64.0148.0%6.0%
40Δ67.7338.5%5.1%64.8949.4%5.2%
45Δ67.0440.1%4.6%65.7148.4%4.6%
50Δ66.3641.7%4.1%66.5247.0%3.9%
55Δ65.6743.3%3.6%67.3345.7%3.3%
60Δ64.9944.8%3.1%68.1444.3%2.7%
65Δ64.0644.5%2.7%68.9442.9%2.1%
70Δ63.1344.2%2.2%69.7541.6%1.5%
75Δ62.2043.8%1.8%70.9741.7%1.1%
80Δ61.2843.5%1.4%72.3742.5%0.8%

20Δ

Calls
Pseudo strike
71.06
IV
34.3%
B/E move
8.2%
Puts
Pseudo strike
61.36
IV
43.7%
B/E move
8.6%

25Δ

Calls
Pseudo strike
69.78
IV
33.7%
B/E move
6.6%
Puts
Pseudo strike
62.24
IV
45.1%
B/E move
7.7%

30Δ

Calls
Pseudo strike
69.10
IV
35.3%
B/E move
6.1%
Puts
Pseudo strike
63.12
IV
46.5%
B/E move
6.9%

35Δ

Calls
Pseudo strike
68.41
IV
36.9%
B/E move
5.6%
Puts
Pseudo strike
64.01
IV
48.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
67.73
IV
38.5%
B/E move
5.1%
Puts
Pseudo strike
64.89
IV
49.4%
B/E move
5.2%

45Δ

Calls
Pseudo strike
67.04
IV
40.1%
B/E move
4.6%
Puts
Pseudo strike
65.71
IV
48.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
66.36
IV
41.7%
B/E move
4.1%
Puts
Pseudo strike
66.52
IV
47.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
65.67
IV
43.3%
B/E move
3.6%
Puts
Pseudo strike
67.33
IV
45.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
64.99
IV
44.8%
B/E move
3.1%
Puts
Pseudo strike
68.14
IV
44.3%
B/E move
2.7%

65Δ

Calls
Pseudo strike
64.06
IV
44.5%
B/E move
2.7%
Puts
Pseudo strike
68.94
IV
42.9%
B/E move
2.1%

70Δ

Calls
Pseudo strike
63.13
IV
44.2%
B/E move
2.2%
Puts
Pseudo strike
69.75
IV
41.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
62.20
IV
43.8%
B/E move
1.8%
Puts
Pseudo strike
70.97
IV
41.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
61.28
IV
43.5%
B/E move
1.4%
Puts
Pseudo strike
72.37
IV
42.5%
B/E move
0.8%

Options history

IV · four-Friday blend37.67%
Daily EOD
CALM33.9%35.9%38.0%2026-10-19: 34.60%2026-10-20: 36.94%2026-10-21: 34.16%2026-10-22: 36.60%2026-10-23: 37.31%2026-10-26: 36.50%2026-10-27: 37.57%2026-10-28: 34.90%2026-10-29: 36.69%2026-10-30: 37.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.60%
36.94%
34.16%
36.60%
37.31%
36.50%
37.57%
34.90%
36.69%
37.67%