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The Campbell's Company Common Stock CPB

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-03T23:12:44.576Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T23:03:16.146102507Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-03T23:12:43.544586+00:00

Share price$21.85
1D+0.1%
AH$21.60$21.70$21.80$21.90$22.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPB
Sold putSold callAH

The Campbell's Company Common Stock options

Live interpolated CPB call and put midpoint premiums by absolute delta.The Campbell's Company Common Stock$0.05$0.42$0.79$1.16$1.53$20.78$21.34$21.90$22.47$23.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPB spot · $21.85CPB PRICE$0.09$0.12$0.16$0.19$0.23$0.27$0.36$0.44$0.52$0.61$0.85$1.10$1.42$0.09$0.12$0.15$0.20$0.25$0.31$0.36$0.42$0.53$0.66$0.78$0.88$0.97
PutsFair1.05×
CallsFair1.03×
SkewBullish-5.57 pp
Implied moveBalanced±$0.72
TiltBullish5.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.6341.9%4.0%21.2039.0%3.4%
25Δ22.4340.5%3.2%21.3438.4%2.9%
30Δ22.3240.3%2.8%21.4837.7%2.4%
35Δ22.2040.2%2.5%21.5838.7%2.1%
40Δ22.0840.0%2.1%21.6840.0%1.9%
45Δ21.9740.6%1.8%21.7841.2%1.7%
50Δ21.8543.1%1.6%21.8942.5%1.5%
55Δ21.7345.6%1.5%21.9943.8%1.3%
60Δ21.6148.1%1.3%22.1346.6%1.1%
65Δ21.4950.8%1.1%22.2949.5%1.0%
70Δ21.2460.8%1.1%22.4552.5%0.8%
75Δ20.9770.7%1.0%22.5951.4%0.7%
80Δ20.6179.1%0.9%22.7148.2%0.5%

20Δ

Calls
Pseudo strike
22.63
IV
41.9%
B/E move
4.0%
Puts
Pseudo strike
21.20
IV
39.0%
B/E move
3.4%

25Δ

Calls
Pseudo strike
22.43
IV
40.5%
B/E move
3.2%
Puts
Pseudo strike
21.34
IV
38.4%
B/E move
2.9%

30Δ

Calls
Pseudo strike
22.32
IV
40.3%
B/E move
2.8%
Puts
Pseudo strike
21.48
IV
37.7%
B/E move
2.4%

35Δ

Calls
Pseudo strike
22.20
IV
40.2%
B/E move
2.5%
Puts
Pseudo strike
21.58
IV
38.7%
B/E move
2.1%

40Δ

Calls
Pseudo strike
22.08
IV
40.0%
B/E move
2.1%
Puts
Pseudo strike
21.68
IV
40.0%
B/E move
1.9%

45Δ

Calls
Pseudo strike
21.97
IV
40.6%
B/E move
1.8%
Puts
Pseudo strike
21.78
IV
41.2%
B/E move
1.7%

50Δ

Calls
Pseudo strike
21.85
IV
43.1%
B/E move
1.6%
Puts
Pseudo strike
21.89
IV
42.5%
B/E move
1.5%

55Δ

Calls
Pseudo strike
21.73
IV
45.6%
B/E move
1.5%
Puts
Pseudo strike
21.99
IV
43.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
21.61
IV
48.1%
B/E move
1.3%
Puts
Pseudo strike
22.13
IV
46.6%
B/E move
1.1%

65Δ

Calls
Pseudo strike
21.49
IV
50.8%
B/E move
1.1%
Puts
Pseudo strike
22.29
IV
49.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
21.24
IV
60.8%
B/E move
1.1%
Puts
Pseudo strike
22.45
IV
52.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
20.97
IV
70.7%
B/E move
1.0%
Puts
Pseudo strike
22.59
IV
51.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
20.61
IV
79.1%
B/E move
0.9%
Puts
Pseudo strike
22.71
IV
48.2%
B/E move
0.5%

Options history

IV · four-Friday blend36.66%
Daily close
CPB27.8%48.6%69.3%2026-08-05: 37.16%2026-08-06: 63.22%2026-08-07: 32.19%2026-08-10: 32.70%2026-08-11: 37.86%2026-08-12: 37.46%2026-08-13: 50.93%2026-08-14: 32.42%2026-08-17: 36.60%2026-08-18: 37.25%2026-08-19: 45.25%2026-08-20: 48.98%2026-08-21: 40.80%2026-08-24: 40.47%2026-08-25: 39.08%2026-08-26: 43.13%2026-08-27: 46.31%2026-08-28: 41.43%2026-08-31: 42.74%2026-09-01: 53.75%2026-09-02: 58.82%2026-09-03: 52.35%2026-09-04: 31.88%2026-09-08: 34.63%2026-09-09: 39.25%2026-09-10: 41.96%2026-09-11: 32.12%2026-09-14: 34.01%2026-09-15: 37.10%2026-09-16: 52.94%2026-09-17: 66.41%2026-09-18: 31.65%2026-09-21: 41.06%2026-09-22: 38.10%2026-09-23: 44.40%2026-09-25: 30.70%2026-09-28: 34.82%2026-09-29: 36.81%2026-09-30: 41.10%2026-10-01: 39.84%2026-10-02: 32.03%2026-10-05: 31.35%2026-10-06: 39.09%2026-10-07: 35.98%2026-10-09: 34.84%2026-10-12: 37.02%2026-10-13: 35.82%2026-10-14: 46.47%2026-10-15: 38.02%2026-10-16: 33.48%2026-10-19: 36.31%2026-10-20: 38.25%2026-10-21: 40.23%2026-10-22: 49.66%2026-10-23: 34.16%2026-10-26: 35.50%2026-10-27: 36.73%2026-10-28: 64.54%2026-10-29: 38.42%2026-10-30: 36.66%Aug 5Sep 16Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
37.16%
63.22%
32.19%
32.70%
37.86%
37.46%
50.93%
32.42%
36.60%
37.25%
45.25%
48.98%
40.80%
40.47%
39.08%
43.13%
46.31%
41.43%
42.74%
53.75%
58.82%
52.35%
31.88%
34.63%
39.25%
41.96%
32.12%
34.01%
37.10%
52.94%
66.41%
31.65%
41.06%
38.10%
44.40%
30.70%
34.82%
36.81%
41.10%
39.84%
32.03%
31.35%
39.09%
35.98%
34.84%
37.02%
35.82%
46.47%
38.02%
33.48%
36.31%
38.25%
40.23%
49.66%
34.16%
35.50%
36.73%
64.54%
38.42%
36.66%