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Academy Sports Outdoors Inc ASO

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-15T21:01:44.850Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:57:11.389977041Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:53:25.551964+00:00

Share price$58.00
1D+3.5%
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$0.11$1.33$2.56$3.78$5.01$54.94$56.86$58.79$60.71$62.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $58.00OPTION PRICELive ASO spot · $58.00ASO PRICE$0.58$0.87$1.06$0.86$0.77$0.82$0.87$1.02$1.19$1.45$3.27$4.65$3.92$0.31$0.24$0.38$0.47$0.56$0.65$0.78$1.10$1.42$1.75$2.07$2.40$3.75
PutsExpensive2.47×
CallsExpensive2.07×
SkewBullish-53.03 pp
Implied moveBullish±$1.64
TiltBullish14.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.81176.7%9.3%55.07110.8%5.6%
25Δ62.58203.9%9.4%56.3968.0%3.2%
30Δ61.69202.5%8.2%57.0266.1%2.4%
35Δ59.97136.2%4.9%57.2764.9%2.1%
40Δ58.8394.3%2.8%57.5363.7%1.8%
45Δ58.4584.0%2.2%57.7862.5%1.5%
50Δ58.0773.8%1.6%58.0662.4%1.2%
55Δ57.7673.2%1.3%58.4568.4%1.1%
60Δ57.4874.9%1.2%58.8374.3%1.0%
65Δ57.1378.8%1.0%59.2280.2%0.9%
70Δ55.68158.4%1.6%59.6186.2%0.8%
75Δ54.30200.1%1.6%60.0092.1%0.7%
80Δ54.65147.7%1.0%61.39115.7%0.6%

20Δ

Calls
Pseudo strike
62.81
IV
176.7%
B/E move
9.3%
Puts
Pseudo strike
55.07
IV
110.8%
B/E move
5.6%

25Δ

Calls
Pseudo strike
62.58
IV
203.9%
B/E move
9.4%
Puts
Pseudo strike
56.39
IV
68.0%
B/E move
3.2%

30Δ

Calls
Pseudo strike
61.69
IV
202.5%
B/E move
8.2%
Puts
Pseudo strike
57.02
IV
66.1%
B/E move
2.4%

35Δ

Calls
Pseudo strike
59.97
IV
136.2%
B/E move
4.9%
Puts
Pseudo strike
57.27
IV
64.9%
B/E move
2.1%

40Δ

Calls
Pseudo strike
58.83
IV
94.3%
B/E move
2.8%
Puts
Pseudo strike
57.53
IV
63.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
58.45
IV
84.0%
B/E move
2.2%
Puts
Pseudo strike
57.78
IV
62.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
58.07
IV
73.8%
B/E move
1.6%
Puts
Pseudo strike
58.06
IV
62.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
57.76
IV
73.2%
B/E move
1.3%
Puts
Pseudo strike
58.45
IV
68.4%
B/E move
1.1%

60Δ

Calls
Pseudo strike
57.48
IV
74.9%
B/E move
1.2%
Puts
Pseudo strike
58.83
IV
74.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
57.13
IV
78.8%
B/E move
1.0%
Puts
Pseudo strike
59.22
IV
80.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
55.68
IV
158.4%
B/E move
1.6%
Puts
Pseudo strike
59.61
IV
86.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
54.30
IV
200.1%
B/E move
1.6%
Puts
Pseudo strike
60.00
IV
92.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
54.65
IV
147.7%
B/E move
1.0%
Puts
Pseudo strike
61.39
IV
115.7%
B/E move
0.6%