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US Foods Holding Corp. USFD

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Market dataready · fetched 2026-11-04T03:02:01.704Z

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 · 2026-11-04T00:00:00.002426422Z

FundamentalsSEC EDGAR · ready · as of 2026-06-27 · fetched 2026-11-04T03:02:01.291973+00:00

Share price$101.36
1D-3.7%
AH$101$102$103$104$1065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSFD
Sold putSold callAH

US Foods Holding Corp. options

Live interpolated USFD call and put midpoint premiums by absolute delta.US Foods Holding Corp.$0.78$3.46$6.15$8.83$11.52$89.37$95.53$101.70$107.86$114.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USFD spot · $101.36USFD PRICE$1.07$1.42$1.79$2.16$2.63$3.23$3.83$4.43$5.19$6.19$7.50$9.04$10.74$1.27$1.65$2.05$2.48$2.96$3.52$4.14$4.75$5.37$6.21$7.31$8.41$9.58
PutsExpensive1.21×
CallsExpensive1.52×
SkewBullish-3.11 pp
Implied moveBearish±$7.97
TiltBalanced0.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ110.9145.2%10.5%93.2949.5%9.2%
25Δ109.0845.0%9.0%95.1947.9%7.7%
30Δ107.4944.4%7.8%96.7846.5%6.5%
35Δ105.9043.8%6.6%98.2245.4%5.5%
40Δ104.4743.7%5.7%99.5344.7%4.7%
45Δ103.2344.4%5.0%100.7744.1%4.1%
50Δ102.0045.0%4.4%101.9743.5%3.5%
55Δ100.7645.6%3.8%103.1642.9%2.9%
60Δ99.4546.8%3.2%104.3542.3%2.3%
65Δ98.0148.8%2.8%105.6742.0%1.9%
70Δ96.3151.6%2.4%107.1542.1%1.5%
75Δ94.3954.7%2.0%108.6242.2%1.1%
80Δ92.2656.8%1.6%110.1542.3%0.8%

20Δ

Calls
Pseudo strike
110.91
IV
45.2%
B/E move
10.5%
Puts
Pseudo strike
93.29
IV
49.5%
B/E move
9.2%

25Δ

Calls
Pseudo strike
109.08
IV
45.0%
B/E move
9.0%
Puts
Pseudo strike
95.19
IV
47.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
107.49
IV
44.4%
B/E move
7.8%
Puts
Pseudo strike
96.78
IV
46.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
105.90
IV
43.8%
B/E move
6.6%
Puts
Pseudo strike
98.22
IV
45.4%
B/E move
5.5%

40Δ

Calls
Pseudo strike
104.47
IV
43.7%
B/E move
5.7%
Puts
Pseudo strike
99.53
IV
44.7%
B/E move
4.7%

45Δ

Calls
Pseudo strike
103.23
IV
44.4%
B/E move
5.0%
Puts
Pseudo strike
100.77
IV
44.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
102.00
IV
45.0%
B/E move
4.4%
Puts
Pseudo strike
101.97
IV
43.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
100.76
IV
45.6%
B/E move
3.8%
Puts
Pseudo strike
103.16
IV
42.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
99.45
IV
46.8%
B/E move
3.2%
Puts
Pseudo strike
104.35
IV
42.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
98.01
IV
48.8%
B/E move
2.8%
Puts
Pseudo strike
105.67
IV
42.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
96.31
IV
51.6%
B/E move
2.4%
Puts
Pseudo strike
107.15
IV
42.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
94.39
IV
54.7%
B/E move
2.0%
Puts
Pseudo strike
108.62
IV
42.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
92.26
IV
56.8%
B/E move
1.6%
Puts
Pseudo strike
110.15
IV
42.3%
B/E move
0.8%

Options history

IV · four-Friday blend32.66%
Daily EOD
USFD28.6%30.8%33.0%2026-10-19: 28.87%2026-10-20: 29.76%2026-10-21: 29.78%2026-10-22: 30.09%2026-10-23: 30.83%2026-10-26: 31.01%2026-10-27: 30.65%2026-10-28: 32.34%2026-10-29: 32.10%2026-10-30: 32.66%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
28.87%
29.76%
29.78%
30.09%
30.83%
31.01%
30.65%
32.34%
32.10%
32.66%