TSCO options analytics

TSCO · Stock

Data as of 9 November 2026 (end of day)

Some metrics unavailable for this session

TSCO options are pricing a 30-day at-the-money volatility of 37.3%, a move of about ±10.7% over the next month. Its history here is 317 sessions, short of the 180 a percentile needs, so this reading is not yet ranked against its own past.

Its 25-delta puts carry 3.12 volatility points more than the calls.

Its next earnings report is 2027-01-21 (estimated from its reporting cadence).

Across its last 5 reports the options market priced an average move of ±7.0% and TSCO moved 4.2% on average, staying inside the priced band 4 times out of 5.

Current readings

30-day ATM implied volatilityⓘ: 37.34%
25-delta risk reversalⓘ: +3.12
25-delta butterflyⓘ: +0.83
Term structure slopeⓘ: 1.023

Where 30-day implied volatility sits

Against 174 prior sessions (one-year window)

Not enough history in this window to place the current reading.

IV percentile, 1 year: —
IV rank, 1 year: —
IV percentile, 2 years: 83%
IV rank, 2 years: 52%

Rank is the position between the lowest and highest readings in the window, so a single past extreme pins everything after it near one end. Percentile is the share of sessions below the current reading and is unaffected by how far that extreme reached. Both are withheld when the window holds fewer than 180 sessions.

Session detail

Underlying close: $37.40
30-day implied forward: $37.40
60-day ATM IV: 37.03%
90-day ATM IV: 38.18%
180-day ATM IV: —
Expirations used: 5
Total open interest: 104,399
Put / call open interest: 0.18

The forward is derived from put-call parity on the strikes nearest the money, not taken from the underlying close. It is what every moneyness and delta on this page is measured against.

30-day at-the-money implied volatility

Last 317 sessions

Show the underlying numbers (most recent 120)

Session	30-day ATM IV	25-delta RR	Term slope	Close
2026-11-09	37.34%	+3.12	1.023	$37.40
2026-11-06	37.57%	+1.89	1.014	$36.35
2026-11-05	—	—	—	$36.61
2026-11-04	37.77%	+2.70	1.000	$36.58
2026-11-03	37.94%	+2.19	1.019	$35.10
2026-11-02	38.10%	+3.74	1.004	$35.31
2026-10-30	35.90%	+1.90	1.075	$33.94
2026-10-29	36.61%	+2.43	1.037	$33.65
2026-10-28	—	—	—	$31.61
2026-10-27	38.55%	+2.07	0.969	$32.24
2026-10-26	37.82%	+3.40	0.996	$32.53
2026-10-23	37.41%	+3.25	—	$33.42
2026-10-22	38.71%	+3.10	—	$34.73
2026-10-21	46.96%	-0.45	0.870	$32.69
2026-10-20	50.36%	+0.91	0.822	$32.91
2026-10-19	47.85%	+0.89	0.874	$32.81
2026-10-16	48.79%	+3.35	0.822	$33.16
2026-10-15	48.82%	+0.85	0.842	$33.37
2026-10-14	47.98%	+1.85	0.852	$32.74
2026-10-13	46.89%	+2.26	0.882	$33.70
2026-10-09	46.39%	+3.07	0.859	$33.70
2026-10-08	47.03%	+2.49	0.847	$33.48
2026-10-07	47.02%	+2.46	0.854	$32.52
2026-10-06	45.69%	+3.27	0.914	$32.29
2026-10-05	47.61%	+0.51	0.875	$31.42
2026-10-02	43.99%	+3.37	0.934	$31.09
2026-10-01	—	—	—	$31.73
2026-09-30	47.12%	-0.58	0.856	$31.29
2026-09-29	46.13%	+1.08	0.875	$31.51
2026-09-28	46.57%	+2.37	0.916	$32.07
2026-09-25	44.07%	+1.63	0.905	$32.27
2026-09-24	36.90%	+1.27	1.055	$31.44
2026-09-23	44.10%	-0.84	0.914	$32.29
2026-09-22	40.55%	+0.24	0.992	$32.84
2026-09-21	39.44%	+1.13	1.007	$32.33
2026-09-18	40.99%	+2.41	0.987	$32.21
2026-09-17	37.91%	+1.40	1.029	$32.82
2026-09-16	37.09%	+2.02	1.069	$32.78
2026-09-15	39.90%	+1.95	1.027	$33.03
2026-09-14	—	—	—	$33.83
2026-09-11	—	—	—	$33.01
2026-09-10	—	—	—	$33.52
2026-09-09	—	—	—	$34.00
2026-09-08	—	—	—	$35.29
2026-09-04	—	—	—	$34.99
2026-09-03	—	—	—	$34.60
2026-09-02	—	—	—	$34.86
2026-09-01	—	—	—	$34.71
2026-08-31	—	—	—	$34.90
2026-08-28	—	—	—	$34.72
2026-08-27	—	—	—	$34.70
2026-08-26	—	—	—	$35.01
2025-09-29	—	—	—	$56.69
2025-09-26	31.46%	+5.52	0.898	$56.52
2025-09-25	—	—	—	$56.42
2025-09-24	27.95%	+2.39	1.004	$57.35
2025-09-23	—	—	—	$58.56
2025-09-22	—	—	—	$58.14
2025-09-19	—	—	—	$59.66
2025-09-18	30.27%	+3.11	0.935	$59.87
2025-09-17	26.71%	+4.26	1.026	$59.10
2025-09-16	—	—	—	$58.99
2025-09-15	28.15%	+3.75	0.985	$59.61
2025-09-12	—	—	—	$60.61
2025-09-11	—	—	—	$60.02
2025-09-10	26.78%	+3.24	1.002	$58.45
2025-09-09	—	—	—	$59.08
2025-09-08	25.50%	+3.50	1.025	$60.09
2025-09-05	—	—	—	$60.52
2025-09-04	24.97%	+3.45	1.028	$60.64
2025-09-03	25.56%	+3.77	1.013	$60.14
2025-09-02	25.08%	+2.94	1.033	$61.52
2025-08-29	23.99%	+3.32	1.058	$61.76
2025-08-28	—	—	—	$62.65
2025-08-27	—	—	—	$62.38
2025-08-26	23.91%	+3.27	1.062	$61.69
2025-08-25	23.85%	+3.85	1.071	$61.52
2025-08-22	21.12%	+6.40	1.154	$61.61
2025-08-21	24.17%	+3.38	1.062	$61.00
2025-08-20	23.73%	+3.33	1.061	$61.03
2025-08-19	—	—	—	$62.28
2025-08-18	—	—	—	$61.10
2025-08-15	—	—	—	$60.49
2025-08-14	—	—	—	$59.69
2025-08-13	23.87%	+2.78	1.080	$59.73
2025-08-12	—	—	—	$59.30
2025-08-11	—	—	—	$59.53
2025-08-08	24.71%	+3.30	1.037	$59.26
2025-08-07	25.36%	+3.80	1.036	$60.02
2025-08-06	25.10%	+3.47	1.038	$60.25
2025-08-05	26.31%	+3.53	0.998	$59.77
2025-08-04	25.90%	+3.45	1.013	$59.50
2025-08-01	25.82%	+1.74	—	$57.63
2025-07-31	—	—	—	$56.95
2025-07-30	24.45%	+5.14	1.064	$57.83
2025-07-29	—	—	—	$58.59
2025-07-28	25.99%	+2.87	0.998	$58.11
2025-07-25	24.90%	+2.76	1.032	$59.33
2025-07-24	25.56%	+3.12	1.030	$59.34
2025-07-23	—	—	—	$59.62
2025-07-22	—	—	—	$58.98
2025-07-21	—	—	—	$57.41
2025-07-18	—	—	—	$56.58
2025-07-17	—	—	—	$56.83
2025-07-16	32.20%	+3.29	0.872	$56.04
2025-07-15	32.09%	+3.08	0.888	$56.34
2025-07-14	31.85%	+3.69	0.872	$58.04
2025-07-11	—	—	—	$56.79
2025-07-10	—	—	—	$57.44
2025-07-09	—	—	—	$57.21
2025-07-08	—	—	—	$56.77
2025-07-07	29.34%	+3.32	1.014	$56.76
2025-07-03	33.66%	+3.19	0.897	$54.63
2025-07-02	34.76%	+8.19	0.806	$55.14
2025-07-01	28.50%	+2.75	0.989	$54.08
2025-06-30	—	—	—	$52.77
2025-06-27	—	—	—	$51.71
2025-06-26	27.32%	+2.83	1.029	$51.84
2025-06-25	—	—	—	$52.80
2025-06-24	—	—	—	$53.51

The chart covers every session in the archive, 317 in total. The table lists the most recent 120.

25-delta risk reversal

Last 317 sessions

The dashed line marks zero, where the 25-delta put and call carry the same implied volatility.

Skew curve

Implied volatility by delta, front expirations

Implied volatility by delta

4d (2026-11-13) · 11d (2026-11-20) · 18d (2026-11-27)

The axis is call delta. Readings to the right of the dashed centre line are taken from the out-of-the-money put at that strike, which is the contract whose quote the volatility was solved from. Points are only plotted where surviving quotes bracket the delta on both sides; nothing is extrapolated past the last traded strike.

Show the underlying numbers

Delta	4d	11d	18d
10Δ call	45.86%	—	—
15Δ call	45.49%	—	—
20Δ call	45.13%	39.40%	—
25Δ call	44.38%	40.28%	37.41%
30Δ call	43.73%	39.11%	37.87%
35Δ call	43.32%	38.85%	37.97%
40Δ call	43.21%	38.88%	36.87%
45Δ call	43.47%	39.17%	36.30%
ATM	43.90%	39.64%	37.75%
45Δ put	44.58%	40.33%	37.78%
40Δ put	45.56%	41.22%	38.68%
35Δ put	46.68%	41.88%	39.51%
30Δ put	47.70%	42.35%	39.91%
25Δ put	47.43%	43.20%	40.79%
20Δ put	46.16%	44.48%	42.22%
15Δ put	—	45.09%	—
10Δ put	—	46.96%	—
5Δ put	—	54.83%	—

Wing readings by expiration

Expiration	Days	Forward	ATM IV	25Δ put	25Δ call	RR	Butterfly	Quotes
2026-11-13	4	$37.47	43.90%	47.43%	44.38%	+3.05	+2.01	9
2026-11-20	11	$37.58	39.64%	43.20%	40.28%	+2.92	+2.10	12
2026-11-27	18	$37.35	37.75%	40.79%	37.41%	+3.38	+1.35	12
2027-01-15	67	$37.55	37.00%	38.83%	35.93%	+2.90	+0.38	12
2027-03-19	130	$37.44	39.22%	40.18%	38.71%	+1.48	+0.23	6

Each curve above is one expiration. The vertical position is implied volatility; the horizontal position is the delta of the contract it was read from. For US equities the curve normally slopes upward to the right, meaning out-of-the-money puts carry higher implied volatility than equidistant calls.

The 25-delta risk reversal summarises that slope as a single number: the 25-delta put volatility minus the 25-delta call volatility. The butterfly summarises the curvature: the average of the two wings minus the at-the-money reading.

Term structure

At-the-money implied volatility by expiration

5 listed expirations produced a usable reading

The horizontal axis is the square root of days to expiration, which is the scale volatility lives on. A curve that is flat in variance terms plots as a straight line here rather than bending sharply through the front week.

Show the underlying numbers

Expiration	Days	Forward	ATM IV	ATM strike	Quotes used
2026-11-13	4 days	$37.47	43.90%	$37.51	9
2026-11-20	11 days	$37.58	39.64%	$37.66	12
2026-11-27	18 days	$37.35	37.75%	$37.48	12
2027-01-15	67 days	$37.55	37.00%	$38.02	12
2027-03-19	130 days	$37.44	39.22%	$38.48	6

Constant maturities

Interpolated between the bracketing listed expirations, in total variance

30 days: 37.34%
60 days: 37.03%
90 days: 38.18%
180 days: —

Interpolation is linear in total variance, not in volatility. Interpolating volatility directly implies a forward variance that can be negative between two expirations. A tenor beyond the longest listed expiration is reported as unavailable rather than extrapolated.

Term structure slope

Last 317 sessions

The dashed line marks 1.00, where the 90-day and 30-day at-the-money volatilities are equal. Above it the longer tenor carries the higher volatility.

The term structure is the at-the-money implied volatility of each listed expiration, plotted against how far away that expiration is. Its usual shape for a calm underlying slopes gently upward, because a longer horizon admits more uncertainty.

It inverts when the market prices a dated event: an expiration that captures a scheduled announcement carries the variance of that event on top of ordinary trading, so a shorter contract can print a higher volatility than a longer one.

Earnings

What the options priced in before each report, and what happened

Next report

2027-01-21Time not statedEstimated from its reporting cadence

How the pricing has held up

Over the last 5 reports

Landed inside the implied band: 4 of 5; 80% — about 68% is what an exactly-priced event gives
Mean implied move: 7.0%
Mean move that happened: 4.2%; absolute

Reports

Newest first. The implied move is one standard deviation, priced from the session before the release.

Report	Session	Implied ±	Realised	Realised / implied
2026-10-22	Before the open	9.2%	+6.2%	0.68×
2026-07-23	Before the open	—	—	—
2026-04-21	Before the open	—	—	—
2026-01-29	Before the open	—	—	—
2025-10-23	Before the open	—	—	—
2025-07-24	Before the open	7.2%	-0.5%	0.06×
2025-04-24	Before the open	6.3%	-3.4%	0.54×
2025-01-30	Before the open	7.1%	-5.0%	0.71×
2024-10-24	Before the open	5.5%	-6.1%	1.11×
2024-07-25	Before the open	—	—	—
2024-04-25	Before the open	—	—	—
2024-02-01	Before the open	—	—	—
2023-10-26	Before the open	—	—	—

The implied move is read from the at-the-money straddle on the first expiration strictly after the report date, converted to a one-standard-deviation move and divided by the forward. Realised moves are the close-to-close return across the event, measured from the session before the release to the session after it.

Report dates that have already happened come from the company’s own 8-K filing and are exact. A date still in the future is either one the company has announced, or an estimate from its reporting cadence.