Deere & Company (DE)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 18:36 UTC · Figures derived from the full chain (1,954 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (31 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±7.8% (range 585.63–684.23) by Nov 20, 2026. ATM straddle: 49.30 @ strike 635 · ATM IV: 33.2%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 571.44 | -10% | 85.1% | 14.9% |
| 603.18 | -5% | 68.5% | 31.5% |
| 634.93 | +0% | 48.1% | 51.9% |
| 666.68 | +5% | 29.0% | 71.0% |
| 698.42 | +10% | 15.1% | 84.9% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | ±2.7% | 36.6% | 2,730 |
| Oct 30, 2026 | 10 | ±4.8% | 36.1% | 1,633 |
| Nov 06, 2026 | 17 | ±5.9% | 34.1% | 720 |
| Nov 13, 2026 | 24 | ±6.9% | 33.5% | 533 |
| Nov 20, 2026 | 31 | ±7.8% | 33.2% | 4,096 |
| Nov 27, 2026 | 38 | ±9.3% | 36.1% | 623 |
| Dec 18, 2026 | 59 | ±11.2% | 34.7% | 12.2K |
| Jan 15, 2027 | 87 | ±12.9% | 33.0% | 12.1K |
| Feb 19, 2027 | 122 | ±15.6% | 33.8% | 2,762 |
| Mar 19, 2027 | 150 | ±17.5% | 34.2% | 3,545 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 600 P · 1,080700 C · 997580 P · 823800 C · 814610 P · 674
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 121 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 73.6% of the time.
Past earnings reactions
Avg |reaction| 5.7% · median 6.0% (21 reports). Two-session close-to-close window; definition
About Deere & Company
Deere & Company is a global manufacturer and distributor of a wide range of equipment. The company's operations are organized into four primary business segments: Production and Precision Agriculture, Small Agriculture and Turf, Construction and Forestry, and Financial Services. The Production and Precision Agriculture segment focuses on large-scale farming and advanced agricultural practices, offering medium-sized tractors, various harvesting machinery (including combines, cotton pickers, and sugarcane harvesters), front-end harvesting tools, sugarcane loaders, pull-behind scrapers, and essential tillage and seeding implements. It also supplies specialized application equipment like sprayers and nutrient management systems, along with soil preparation machinery, primarily serving grain growers. The Small Agriculture and Turf segment caters to smaller farming needs and land maintenance. Its product line includes utility tractors along with their complementary loaders and attachments. This segment also provides an extensive selection of turf and utility equipment, suchg as riding and commercial lawnmowers, specialized golf course maintenance machinery, and utility vehicles. Addition
Industrials · Agricultural - Machinery · NYSE · Profile: Financial Modeling Prep
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