IntraAlpha
Create free account Start free

Atlanta Braves Holdings, Inc. Series A Common Stock BATRA

i

Market dataready · fetched 2026-11-12T02:43:57.619Z

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

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 · 2026-11-11T21:00:00.553989802Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:43:57.259340+00:00

Share price$57.54
1D+0.2%
AH$56.83$57.05$57.27$57.49$57.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBATRA
Sold putSold callAH

Atlanta Braves Holdings, Inc. Series A Common Stock options

Live interpolated BATRA call and put midpoint premiums by absolute delta.Atlanta Braves Holdings, Inc. Series A Common Stock$0.33$0.88$1.42$1.96$2.51$53.26$55.25$57.24$59.23$61.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BATRA spot · $57.54BATRA PRICE$0.69$0.85$1.01$1.18$1.34$1.50$1.66$1.82$1.99$2.15$2.31$0.39$0.56$0.72$0.88$1.05$1.21$1.37$1.53$1.70$1.86$2.02$2.19$2.35
PutsCheap0.79×
Calls——
Skew——
Implied moveBalanced±$2.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.5025.8%4.2%
25Δ55.8425.7%3.9%
30Δ58.8922.5%3.6%56.1825.5%3.6%
35Δ58.5822.5%3.3%56.5225.3%3.3%
40Δ58.2622.4%3.0%56.8625.2%3.0%
45Δ57.9422.4%2.7%57.2025.0%2.7%
50Δ57.6222.3%2.5%57.5424.8%2.4%
55Δ57.3022.3%2.2%57.8824.6%2.1%
60Δ56.9922.2%1.9%58.2224.5%1.8%
65Δ56.6722.2%1.7%58.5724.3%1.5%
70Δ56.3522.1%1.4%58.9124.1%1.1%
75Δ56.0322.1%1.1%59.2524.0%0.8%
80Δ55.7122.1%0.8%59.5923.8%0.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.50
IV
25.8%
B/E move
4.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.84
IV
25.7%
B/E move
3.9%

30Δ

Calls
Pseudo strike
58.89
IV
22.5%
B/E move
3.6%
Puts
Pseudo strike
56.18
IV
25.5%
B/E move
3.6%

35Δ

Calls
Pseudo strike
58.58
IV
22.5%
B/E move
3.3%
Puts
Pseudo strike
56.52
IV
25.3%
B/E move
3.3%

40Δ

Calls
Pseudo strike
58.26
IV
22.4%
B/E move
3.0%
Puts
Pseudo strike
56.86
IV
25.2%
B/E move
3.0%

45Δ

Calls
Pseudo strike
57.94
IV
22.4%
B/E move
2.7%
Puts
Pseudo strike
57.20
IV
25.0%
B/E move
2.7%

50Δ

Calls
Pseudo strike
57.62
IV
22.3%
B/E move
2.5%
Puts
Pseudo strike
57.54
IV
24.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
57.30
IV
22.3%
B/E move
2.2%
Puts
Pseudo strike
57.88
IV
24.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
56.99
IV
22.2%
B/E move
1.9%
Puts
Pseudo strike
58.22
IV
24.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
56.67
IV
22.2%
B/E move
1.7%
Puts
Pseudo strike
58.57
IV
24.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
56.35
IV
22.1%
B/E move
1.4%
Puts
Pseudo strike
58.91
IV
24.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
56.03
IV
22.1%
B/E move
1.1%
Puts
Pseudo strike
59.25
IV
24.0%
B/E move
0.8%

80Δ

Calls
Pseudo strike
55.71
IV
22.1%
B/E move
0.8%
Puts
Pseudo strike
59.59
IV
23.8%
B/E move
0.5%

Options history

IV · four-Friday blend22.85%
Daily close
BATRA19.5%21.8%24.0%2026-08-27: 23.71%2026-09-09: 19.82%2026-09-28: 21.87%2026-09-29: 22.33%2026-10-16: 23.12%2026-10-19: 22.39%2026-10-20: 22.78%2026-10-21: 22.44%2026-10-22: 21.56%2026-10-23: 21.80%2026-10-26: 23.27%2026-10-27: 22.97%2026-10-28: 23.53%2026-10-29: 22.68%2026-10-30: 22.85%Aug 27Oct 21Oct 30
15 observations2026-08-27 — 2026-10-30
Table
DateIV (%)
23.71%
19.82%
21.87%
22.33%
23.12%
22.39%
22.78%
22.44%
21.56%
21.80%
23.27%
22.97%
23.53%
22.68%
22.85%