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Sysco Corporation SYY

CONSUMER DEFENSIVE · FOOD DISTRIBUTION
i

Market dataready · fetched 2026-11-04T09:41:28.470Z

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 · 2026-11-04T00:00:00.001377953Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:41:27.212891+00:00

Share price$74.11
1D-5.0%
AH$73$75$76$77$795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSYY
Sold putSold callAH

Sysco Corporation options

Live interpolated SYY call and put midpoint premiums by absolute delta.Sysco Corporation$0.34$1.77$3.20$4.62$6.05$59.18$67.05$74.92$82.79$90.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SYY spot · $74.11SYY PRICE$0.49$0.64$0.83$1.03$1.22$1.44$1.83$2.21$2.60$3.00$3.82$4.63$5.64$0.50$0.66$0.82$1.01$1.22$1.44$1.66$1.87$2.14$2.43$2.72$3.01$3.31
PutsCheap0.33×
CallsCheap0.53×
SkewBullish-6.50 pp
Implied moveBullish±$3.48
TiltBullish12.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.3328.5%6.4%70.7627.1%5.2%
25Δ77.4428.5%5.4%71.4626.8%4.5%
30Δ76.8028.3%4.8%72.1526.6%3.7%
35Δ76.1728.1%4.2%72.7626.3%3.2%
40Δ75.5328.0%3.6%73.2726.0%2.8%
45Δ74.9028.0%3.0%73.7925.6%2.4%
50Δ74.3029.1%2.7%74.3025.2%2.0%
55Δ73.6930.3%2.4%74.8124.9%1.6%
60Δ73.0931.4%2.1%75.3024.2%1.3%
65Δ72.4732.6%1.8%75.7623.4%1.1%
70Δ71.4935.2%1.6%76.2222.6%0.8%
75Δ70.5037.9%1.4%76.6921.8%0.6%
80Δ69.3140.2%1.1%77.1521.0%0.4%

20Δ

Calls
Pseudo strike
78.33
IV
28.5%
B/E move
6.4%
Puts
Pseudo strike
70.76
IV
27.1%
B/E move
5.2%

25Δ

Calls
Pseudo strike
77.44
IV
28.5%
B/E move
5.4%
Puts
Pseudo strike
71.46
IV
26.8%
B/E move
4.5%

30Δ

Calls
Pseudo strike
76.80
IV
28.3%
B/E move
4.8%
Puts
Pseudo strike
72.15
IV
26.6%
B/E move
3.7%

35Δ

Calls
Pseudo strike
76.17
IV
28.1%
B/E move
4.2%
Puts
Pseudo strike
72.76
IV
26.3%
B/E move
3.2%

40Δ

Calls
Pseudo strike
75.53
IV
28.0%
B/E move
3.6%
Puts
Pseudo strike
73.27
IV
26.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
74.90
IV
28.0%
B/E move
3.0%
Puts
Pseudo strike
73.79
IV
25.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
74.30
IV
29.1%
B/E move
2.7%
Puts
Pseudo strike
74.30
IV
25.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
73.69
IV
30.3%
B/E move
2.4%
Puts
Pseudo strike
74.81
IV
24.9%
B/E move
1.6%

60Δ

Calls
Pseudo strike
73.09
IV
31.4%
B/E move
2.1%
Puts
Pseudo strike
75.30
IV
24.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
72.47
IV
32.6%
B/E move
1.8%
Puts
Pseudo strike
75.76
IV
23.4%
B/E move
1.1%

70Δ

Calls
Pseudo strike
71.49
IV
35.2%
B/E move
1.6%
Puts
Pseudo strike
76.22
IV
22.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
70.50
IV
37.9%
B/E move
1.4%
Puts
Pseudo strike
76.69
IV
21.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
69.31
IV
40.2%
B/E move
1.1%
Puts
Pseudo strike
77.15
IV
21.0%
B/E move
0.4%

Options history

IV · four-Friday blend24.12%
Daily close
SYY19.6%24.1%28.7%2026-08-06: 22.75%2026-08-07: 20.95%2026-08-10: 20.77%2026-08-11: 20.45%2026-08-12: 20.36%2026-08-13: 20.74%2026-08-18: 21.80%2026-08-19: 23.18%2026-08-21: 21.49%2026-08-24: 21.26%2026-08-25: 20.90%2026-08-26: 20.81%2026-08-27: 20.59%2026-08-28: 21.15%2026-08-31: 21.51%2026-09-01: 21.49%2026-09-02: 21.20%2026-09-03: 20.19%2026-09-04: 21.14%2026-09-08: 22.98%2026-09-09: 23.52%2026-09-10: 22.13%2026-09-14: 24.48%2026-09-15: 25.84%2026-09-16: 28.04%2026-09-18: 22.81%2026-09-21: 22.68%2026-09-22: 22.40%2026-09-23: 22.87%2026-09-24: 23.23%2026-09-25: 22.23%2026-09-28: 23.08%2026-09-29: 22.85%2026-09-30: 22.85%2026-10-01: 22.96%2026-10-02: 22.14%2026-10-05: 23.71%2026-10-06: 23.00%2026-10-07: 23.04%2026-10-08: 22.86%2026-10-09: 23.61%2026-10-16: 21.87%2026-10-19: 22.69%2026-10-20: 22.97%2026-10-21: 23.10%2026-10-22: 23.15%2026-10-23: 24.28%2026-10-26: 24.21%2026-10-27: 23.08%2026-10-28: 24.63%2026-10-29: 23.11%2026-10-30: 24.12%Aug 6Sep 18Oct 30
52 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
22.75%
20.95%
20.77%
20.45%
20.36%
20.74%
21.80%
23.18%
21.49%
21.26%
20.90%
20.81%
20.59%
21.15%
21.51%
21.49%
21.20%
20.19%
21.14%
22.98%
23.52%
22.13%
24.48%
25.84%
28.04%
22.81%
22.68%
22.40%
22.87%
23.23%
22.23%
23.08%
22.85%
22.85%
22.96%
22.14%
23.71%
23.00%
23.04%
22.86%
23.61%
21.87%
22.69%
22.97%
23.10%
23.15%
24.28%
24.21%
23.08%
24.63%
23.11%
24.12%