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Academy Sports and Outdoors, Inc. Common Stock ASO

i

Market dataready · fetched 2026-11-07T01:12:47.828Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:00:45.797072076Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-07T01:12:46.967636+00:00

Share price$67.27
1D+1.2%
AH$66.23$67.00$67.77$68.54$69.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASO
Sold putSold callAH

Academy Sports and Outdoors, Inc. Common Stock options

Live interpolated ASO call and put midpoint premiums by absolute delta.Academy Sports and Outdoors, Inc. Common Stock$0.58$1.62$2.66$3.70$4.73$57.00$61.82$66.65$71.47$76.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ASO spot · $67.27ASO PRICE$1.10$0.70$0.95$0.86$1.06$1.29$1.65$2.00$2.27$3.58$3.80$4.44$0.83$1.03$1.28$1.53$1.76$1.91$2.05$2.37$2.69$3.02$3.33$3.58
Puts——
Calls——
Skew——
Implied moveBearish±$3.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.84115.2%17.3%
25Δ70.6950.3%6.1%64.0258.0%6.1%
30Δ70.2355.2%5.8%64.8356.6%5.2%
35Δ68.9040.9%3.7%65.5556.3%4.5%
40Δ68.4141.1%3.3%66.2255.5%3.8%
45Δ67.9141.9%2.9%66.8853.2%3.2%
50Δ67.4245.3%2.7%67.4449.4%2.6%
55Δ66.9148.0%2.4%67.9845.3%2.0%
60Δ66.3647.1%2.0%68.5344.9%1.6%
65Δ69.0744.4%1.3%
70Δ64.8157.0%1.7%69.5943.1%1.0%
75Δ64.3052.4%1.2%70.0841.3%0.8%
80Δ63.4552.8%0.9%70.5038.3%0.5%

20Δ

Calls
Pseudo strike
77.84
IV
115.2%
B/E move
17.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
70.69
IV
50.3%
B/E move
6.1%
Puts
Pseudo strike
64.02
IV
58.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
70.23
IV
55.2%
B/E move
5.8%
Puts
Pseudo strike
64.83
IV
56.6%
B/E move
5.2%

35Δ

Calls
Pseudo strike
68.90
IV
40.9%
B/E move
3.7%
Puts
Pseudo strike
65.55
IV
56.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
68.41
IV
41.1%
B/E move
3.3%
Puts
Pseudo strike
66.22
IV
55.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
67.91
IV
41.9%
B/E move
2.9%
Puts
Pseudo strike
66.88
IV
53.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
67.42
IV
45.3%
B/E move
2.7%
Puts
Pseudo strike
67.44
IV
49.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
66.91
IV
48.0%
B/E move
2.4%
Puts
Pseudo strike
67.98
IV
45.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
66.36
IV
47.1%
B/E move
2.0%
Puts
Pseudo strike
68.53
IV
44.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.07
IV
44.4%
B/E move
1.3%

70Δ

Calls
Pseudo strike
64.81
IV
57.0%
B/E move
1.7%
Puts
Pseudo strike
69.59
IV
43.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
64.30
IV
52.4%
B/E move
1.2%
Puts
Pseudo strike
70.08
IV
41.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
63.45
IV
52.8%
B/E move
0.9%
Puts
Pseudo strike
70.50
IV
38.3%
B/E move
0.5%

Options history

IV · four-Friday blend38.88%
Daily close
ASO30.2%57.3%84.4%2026-08-10: 44.80%2026-08-11: 50.15%2026-08-12: 48.50%2026-08-13: 57.80%2026-08-14: 46.27%2026-08-17: 46.58%2026-08-18: 53.36%2026-08-19: 57.00%2026-08-20: 61.12%2026-08-21: 47.00%2026-08-24: 55.98%2026-08-25: 58.07%2026-08-26: 55.30%2026-08-27: 60.85%2026-08-28: 53.67%2026-08-31: 55.16%2026-09-01: 59.23%2026-09-02: 67.11%2026-09-03: 80.69%2026-09-04: 58.57%2026-09-08: 75.74%2026-09-09: 48.08%2026-09-10: 53.30%2026-09-11: 37.20%2026-09-14: 44.85%2026-09-15: 48.19%2026-09-16: 52.79%2026-09-17: 48.60%2026-09-18: 37.46%2026-09-21: 42.97%2026-09-22: 44.75%2026-09-23: 43.22%2026-09-25: 33.98%2026-09-28: 47.59%2026-09-29: 46.15%2026-09-30: 44.77%2026-10-01: 51.28%2026-10-02: 43.66%2026-10-05: 45.43%2026-10-06: 46.18%2026-10-07: 44.16%2026-10-08: 52.51%2026-10-09: 40.66%2026-10-12: 44.62%2026-10-13: 38.35%2026-10-14: 43.54%2026-10-15: 45.10%2026-10-16: 37.39%2026-10-19: 42.17%2026-10-20: 46.92%2026-10-21: 50.13%2026-10-22: 54.52%2026-10-23: 43.66%2026-10-26: 41.29%2026-10-27: 47.24%2026-10-28: 53.36%2026-10-29: 45.30%2026-10-30: 38.88%Aug 10Sep 18Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
44.80%
50.15%
48.50%
57.80%
46.27%
46.58%
53.36%
57.00%
61.12%
47.00%
55.98%
58.07%
55.30%
60.85%
53.67%
55.16%
59.23%
67.11%
80.69%
58.57%
75.74%
48.08%
53.30%
37.20%
44.85%
48.19%
52.79%
48.60%
37.46%
42.97%
44.75%
43.22%
33.98%
47.59%
46.15%
44.77%
51.28%
43.66%
45.43%
46.18%
44.16%
52.51%
40.66%
44.62%
38.35%
43.54%
45.10%
37.39%
42.17%
46.92%
50.13%
54.52%
43.66%
41.29%
47.24%
53.36%
45.30%
38.88%