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Academy Sports Outdoors Inc ASO

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-16T00:15:17.403Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:14:33.517138+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$0.49$2.64$4.79$6.94$9.09$45.04$51.03$57.02$63.02$69.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASO spot · $58.00ASO PRICE$0.72$1.02$1.31$1.64$1.97$2.33$2.76$3.18$3.76$4.41$5.09$5.89$6.73$0.81$1.11$1.41$1.76$2.11$2.50$2.96$3.43$3.93$4.49$5.06$6.44$8.47
PutsCheap0.91×
CallsCheap0.85×
SkewBullish-3.06 pp
Implied moveBearish±$5.72
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.3635.4%12.2%53.1336.8%9.8%
25Δ63.5237.7%11.3%54.1137.4%8.6%
30Δ62.6739.9%10.3%55.0837.9%7.5%
35Δ61.6840.4%9.2%55.9837.7%6.5%
40Δ60.6440.4%8.0%56.8837.5%5.6%
45Δ59.6540.4%6.9%57.7737.3%4.7%
50Δ58.7140.4%6.0%58.6337.2%4.0%
55Δ57.7740.5%5.1%59.4937.0%3.3%
60Δ56.7841.2%4.4%60.3636.7%2.7%
65Δ55.7742.1%3.8%61.2436.0%2.2%
70Δ54.7342.9%3.1%62.1235.4%1.6%
75Δ53.5942.9%2.5%63.7138.4%1.3%
80Δ52.4143.2%2.0%65.9142.5%1.0%

20Δ

Calls
Pseudo strike
64.36
IV
35.4%
B/E move
12.2%
Puts
Pseudo strike
53.13
IV
36.8%
B/E move
9.8%

25Δ

Calls
Pseudo strike
63.52
IV
37.7%
B/E move
11.3%
Puts
Pseudo strike
54.11
IV
37.4%
B/E move
8.6%

30Δ

Calls
Pseudo strike
62.67
IV
39.9%
B/E move
10.3%
Puts
Pseudo strike
55.08
IV
37.9%
B/E move
7.5%

35Δ

Calls
Pseudo strike
61.68
IV
40.4%
B/E move
9.2%
Puts
Pseudo strike
55.98
IV
37.7%
B/E move
6.5%

40Δ

Calls
Pseudo strike
60.64
IV
40.4%
B/E move
8.0%
Puts
Pseudo strike
56.88
IV
37.5%
B/E move
5.6%

45Δ

Calls
Pseudo strike
59.65
IV
40.4%
B/E move
6.9%
Puts
Pseudo strike
57.77
IV
37.3%
B/E move
4.7%

50Δ

Calls
Pseudo strike
58.71
IV
40.4%
B/E move
6.0%
Puts
Pseudo strike
58.63
IV
37.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
57.77
IV
40.5%
B/E move
5.1%
Puts
Pseudo strike
59.49
IV
37.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
56.78
IV
41.2%
B/E move
4.4%
Puts
Pseudo strike
60.36
IV
36.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
55.77
IV
42.1%
B/E move
3.8%
Puts
Pseudo strike
61.24
IV
36.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
54.73
IV
42.9%
B/E move
3.1%
Puts
Pseudo strike
62.12
IV
35.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
53.59
IV
42.9%
B/E move
2.5%
Puts
Pseudo strike
63.71
IV
38.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
52.41
IV
43.2%
B/E move
2.0%
Puts
Pseudo strike
65.91
IV
42.5%
B/E move
1.0%