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Academy Sports Outdoors Inc ASO

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-15T20:32:57.675Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.902826134Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:32:57.059142+00:00

Share price$58.47
1D+4.3%
AH$55.87$56.57$57.27$57.96$58.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASO
Sold putSold callAH

Academy Sports Outdoors Inc options

Live interpolated ASO call and put midpoint premiums by absolute delta.Academy Sports Outdoors Inc$0.01$2.20$4.39$6.58$8.77$54.67$56.59$58.50$60.42$62.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $58.47OPTION PRICELive ASO spot · $58.47ASO PRICE$0.52$0.81$1.09$0.96$0.82$0.77$0.80$0.83$0.86$0.92$1.04$1.15$3.86$0.24$0.33$0.47$0.58$0.70$0.77$0.83$0.89$0.96$2.51$3.34$4.18$8.14
PutsExpensive4.56×
CallsExpensive1.65×
SkewBullish-2.29 pp
Implied moveBearish±$1.63
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.72155.3%8.2%56.3281.1%4.1%
25Δ62.71187.1%8.7%57.1270.3%2.9%
30Δ62.04198.4%8.0%57.2878.4%2.8%
35Δ60.84153.5%5.7%57.6078.5%2.5%
40Δ59.61105.5%3.4%57.9278.6%2.1%
45Δ58.8877.7%2.0%58.1974.3%1.8%
50Δ58.6369.9%1.6%58.4368.6%1.5%
55Δ58.3862.1%1.3%58.6862.9%1.2%
60Δ58.1454.3%0.9%58.9357.3%0.9%
65Δ57.9249.3%0.6%60.12124.7%1.5%
70Δ57.7347.8%0.5%61.05139.8%1.3%
75Δ57.5446.3%0.4%61.97155.0%1.2%
80Δ55.09138.0%0.8%65.86245.8%1.3%

20Δ

Calls
Pseudo strike
62.72
IV
155.3%
B/E move
8.2%
Puts
Pseudo strike
56.32
IV
81.1%
B/E move
4.1%

25Δ

Calls
Pseudo strike
62.71
IV
187.1%
B/E move
8.7%
Puts
Pseudo strike
57.12
IV
70.3%
B/E move
2.9%

30Δ

Calls
Pseudo strike
62.04
IV
198.4%
B/E move
8.0%
Puts
Pseudo strike
57.28
IV
78.4%
B/E move
2.8%

35Δ

Calls
Pseudo strike
60.84
IV
153.5%
B/E move
5.7%
Puts
Pseudo strike
57.60
IV
78.5%
B/E move
2.5%

40Δ

Calls
Pseudo strike
59.61
IV
105.5%
B/E move
3.4%
Puts
Pseudo strike
57.92
IV
78.6%
B/E move
2.1%

45Δ

Calls
Pseudo strike
58.88
IV
77.7%
B/E move
2.0%
Puts
Pseudo strike
58.19
IV
74.3%
B/E move
1.8%

50Δ

Calls
Pseudo strike
58.63
IV
69.9%
B/E move
1.6%
Puts
Pseudo strike
58.43
IV
68.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
58.38
IV
62.1%
B/E move
1.3%
Puts
Pseudo strike
58.68
IV
62.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
58.14
IV
54.3%
B/E move
0.9%
Puts
Pseudo strike
58.93
IV
57.3%
B/E move
0.9%

65Δ

Calls
Pseudo strike
57.92
IV
49.3%
B/E move
0.6%
Puts
Pseudo strike
60.12
IV
124.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
57.73
IV
47.8%
B/E move
0.5%
Puts
Pseudo strike
61.05
IV
139.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
57.54
IV
46.3%
B/E move
0.4%
Puts
Pseudo strike
61.97
IV
155.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
55.09
IV
138.0%
B/E move
0.8%
Puts
Pseudo strike
65.86
IV
245.8%
B/E move
1.3%