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Home Depot, Inc. HD

i

Market datapartial · fetched 2026-11-03T21:57:34.869Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:40:20.961333211Z

FundamentalsAlpha Vantage · unavailable

Share price$331.81
1D-2.4%
AH$330$333$335$338$3415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHD
Sold putSold callAH

Home Depot, Inc. options

Live interpolated HD call and put midpoint premiums by absolute delta.Home Depot, Inc.$0.00$0.27$0.54$0.81$1.08$-0.33$0.08$0.50$0.92$1.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEHD PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.12%
Daily close
HD22.7%31.0%39.4%2026-08-05: 33.02%2026-08-06: 32.79%2026-08-07: 32.93%2026-08-10: 36.52%2026-08-11: 34.89%2026-08-12: 34.84%2026-08-13: 34.03%2026-08-14: 33.36%2026-08-17: 38.28%2026-08-18: 29.29%2026-08-19: 27.29%2026-08-20: 27.26%2026-08-21: 25.59%2026-08-24: 27.29%2026-08-25: 26.48%2026-08-26: 27.06%2026-08-27: 26.09%2026-08-28: 24.08%2026-08-31: 25.68%2026-09-01: 27.38%2026-09-02: 25.90%2026-09-03: 25.06%2026-09-04: 23.82%2026-09-08: 27.71%2026-09-09: 26.76%2026-09-10: 30.79%2026-09-11: 24.93%2026-09-14: 27.48%2026-09-15: 28.67%2026-09-16: 27.74%2026-09-17: 26.02%2026-09-18: 24.05%2026-09-21: 25.59%2026-09-22: 27.52%2026-09-23: 26.64%2026-09-24: 27.72%2026-09-25: 25.66%2026-09-28: 28.70%2026-09-29: 28.72%2026-09-30: 27.86%2026-10-01: 29.63%2026-10-02: 26.52%2026-10-05: 26.96%2026-10-06: 26.17%2026-10-07: 26.81%2026-10-08: 29.43%2026-10-09: 26.50%2026-10-12: 27.82%2026-10-13: 28.61%2026-10-14: 30.40%2026-10-15: 30.92%2026-10-16: 29.37%2026-10-19: 28.73%2026-10-20: 28.60%2026-10-21: 29.37%2026-10-22: 32.13%2026-10-23: 30.06%2026-10-26: 31.98%2026-10-27: 31.95%2026-10-28: 33.63%2026-10-29: 32.44%2026-10-30: 32.12%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
33.02%
32.79%
32.93%
36.52%
34.89%
34.84%
34.03%
33.36%
38.28%
29.29%
27.29%
27.26%
25.59%
27.29%
26.48%
27.06%
26.09%
24.08%
25.68%
27.38%
25.90%
25.06%
23.82%
27.71%
26.76%
30.79%
24.93%
27.48%
28.67%
27.74%
26.02%
24.05%
25.59%
27.52%
26.64%
27.72%
25.66%
28.70%
28.72%
27.86%
29.63%
26.52%
26.96%
26.17%
26.81%
29.43%
26.50%
27.82%
28.61%
30.40%
30.92%
29.37%
28.73%
28.60%
29.37%
32.13%
30.06%
31.98%
31.95%
33.63%
32.44%
32.12%