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Macy's Inc M 24.19 -1.51 -5.88%

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ATM IV
0.53
Put Call Ratio (OI)
1.46
Put Call Ratio (Vol)
1.03
IV Rank
44.3
IV Percentile
66.3
Max pain
24

Delta exposure (2026-11-05)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-21.2
21.2
View values by strike
M · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
3.00 990 -22.9
5.00 6.74 K -1.79 K
8.00 29.8 K -3.88 K
9.00 96.6 -44.3
10.00 11.9 K -14.6 K
11.00 0 -827
12.00 46.4 K -3.93 K
13.00 237 K -2.06 K
14.00 0 -826
15.00 193 K -25.6 K
16.00 1.39 K -322
17.00 142 K -19.9 K
17.50 5.44 K -91.6
18.00 30.1 K -7.82 K
18.50 8.39 K -316
19.00 14.8 K -12.5 K
19.50 271 -435
20.00 271 K -125 K
20.50 440 -1.94 K
21.00 53.7 K -43.7 K
21.50 1.54 K -3.59 K
22.00 481 K -109 K
22.50 14.1 K -51.9 K
23.00 901 K -92.5 K
23.50 88 K -15.5 K
24.00 293 K -144 K
24.50 40.1 K -32 K
25.00 725 K -3.5 M
25.50 12.6 K -13.2 K
26.00 148 K -65.5 K
26.50 18.8 K -526
27.00 198 K -44 K
27.50 2.48 K 0
28.00 65.5 K -7.19 K
28.50 515 0
29.00 21.8 K -4.62 K
30.00 212 K -10.4 K
31.00 5.29 K 0
32.00 12.7 K 0
33.00 2.03 K 0
34.00 2.31 K -652
35.00 47.2 K -1.16 K