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Build-A-Bear Workshop Inc BBW

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-10-24T19:17:58.217Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T23:00:00.003290339Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-24T19:17:58.403012+00:00

Share price$23.79
1D-1.7%
AH$23.32$23.55$23.79$24.02$24.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBBW
Sold putSold callAH

Build-A-Bear Workshop Inc options

Live interpolated BBW call and put midpoint premiums by absolute delta.Build-A-Bear Workshop Inc$0.61$1.81$3.01$4.21$5.41$18.50$21.30$24.10$26.90$29.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBW spot · $23.79BBW PRICE$0.74$0.79$0.85$0.91$0.97$1.16$1.39$1.62$1.85$2.08$2.58$3.39$4.20$0.74$0.78$0.81$0.94$1.16$1.37$1.59$1.80$2.02$2.92$3.83$4.56$5.06
PutsFair1.05×
CallsExpensive1.34×
SkewBullish-9.50 pp
Implied moveBearish±$2.98
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.81131.4%53.6%19.11103.8%22.8%
25Δ33.22113.3%43.0%20.5084.2%17.1%
30Δ30.6395.1%32.3%21.8964.6%11.4%
35Δ28.0377.0%21.7%22.7555.5%8.3%
40Δ25.4458.9%11.0%23.2054.9%7.4%
45Δ24.6156.0%8.4%23.6554.3%6.4%
50Δ24.1556.1%7.4%24.0953.6%5.4%
55Δ23.6856.3%6.4%24.5453.0%4.4%
60Δ23.2156.5%5.4%24.9952.4%3.5%
65Δ22.7556.6%4.4%25.9660.6%3.1%
70Δ22.0761.1%3.6%26.9469.0%2.9%
75Δ21.1770.5%3.3%27.7871.8%2.4%
80Δ20.2779.8%2.9%28.4467.5%1.7%

20Δ

Calls
Pseudo strike
35.81
IV
131.4%
B/E move
53.6%
Puts
Pseudo strike
19.11
IV
103.8%
B/E move
22.8%

25Δ

Calls
Pseudo strike
33.22
IV
113.3%
B/E move
43.0%
Puts
Pseudo strike
20.50
IV
84.2%
B/E move
17.1%

30Δ

Calls
Pseudo strike
30.63
IV
95.1%
B/E move
32.3%
Puts
Pseudo strike
21.89
IV
64.6%
B/E move
11.4%

35Δ

Calls
Pseudo strike
28.03
IV
77.0%
B/E move
21.7%
Puts
Pseudo strike
22.75
IV
55.5%
B/E move
8.3%

40Δ

Calls
Pseudo strike
25.44
IV
58.9%
B/E move
11.0%
Puts
Pseudo strike
23.20
IV
54.9%
B/E move
7.4%

45Δ

Calls
Pseudo strike
24.61
IV
56.0%
B/E move
8.4%
Puts
Pseudo strike
23.65
IV
54.3%
B/E move
6.4%

50Δ

Calls
Pseudo strike
24.15
IV
56.1%
B/E move
7.4%
Puts
Pseudo strike
24.09
IV
53.6%
B/E move
5.4%

55Δ

Calls
Pseudo strike
23.68
IV
56.3%
B/E move
6.4%
Puts
Pseudo strike
24.54
IV
53.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
23.21
IV
56.5%
B/E move
5.4%
Puts
Pseudo strike
24.99
IV
52.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
22.75
IV
56.6%
B/E move
4.4%
Puts
Pseudo strike
25.96
IV
60.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
22.07
IV
61.1%
B/E move
3.6%
Puts
Pseudo strike
26.94
IV
69.0%
B/E move
2.9%

75Δ

Calls
Pseudo strike
21.17
IV
70.5%
B/E move
3.3%
Puts
Pseudo strike
27.78
IV
71.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
20.27
IV
79.8%
B/E move
2.9%
Puts
Pseudo strike
28.44
IV
67.5%
B/E move
1.7%

Options history

BBW54.4968.5182.532026-07-27: 61.18%2026-07-28: 61.53%2026-07-29: 61.95%2026-07-30: 58.32%2026-07-31: 57.84%2026-08-03: 60.75%2026-08-04: 59.25%2026-08-05: 61.05%2026-08-06: 60.26%2026-08-07: 61.14%2026-08-10: 64.18%2026-08-11: 60.14%2026-08-12: 60.39%2026-08-13: 62.28%2026-08-14: 62.88%2026-08-17: 71.76%2026-08-18: 65.64%2026-08-19: 63.92%2026-08-20: 80.60%2026-08-21: 62.79%2026-08-24: 67.06%2026-08-25: 68.60%2026-08-26: 68.94%2026-08-27: 58.89%2026-08-28: 58.56%2026-08-31: 57.98%2026-09-01: 60.46%2026-09-02: 57.19%2026-09-03: 56.42%2026-09-04: 56.81%2026-09-08: 58.87%2026-09-09: 61.26%2026-09-10: 63.21%2026-09-14: 63.52%2026-09-18: 59.35%2026-09-21: 60.00%2026-09-22: 57.92%2026-09-23: 58.20%2026-09-24: 57.74%2026-09-25: 57.45%2026-09-28: 57.75%2026-09-29: 58.69%2026-09-30: 57.93%2026-10-01: 60.62%2026-10-02: 56.53%2026-10-05: 59.97%2026-10-07: 60.56%2026-10-09: 61.04%2026-10-12: 62.99%2026-10-13: 65.37%2026-10-14: 66.11%2026-10-16: 60.39%2026-10-19: 63.87%2026-10-20: 63.58%2026-10-21: 61.21%2026-10-22: 63.69%2026-10-23: 60.47%Jul 27Oct 23
Table
DateIV
61.18%
61.53%
61.95%
58.32%
57.84%
60.75%
59.25%
61.05%
60.26%
61.14%
64.18%
60.14%
60.39%
62.28%
62.88%
71.76%
65.64%
63.92%
80.60%
62.79%
67.06%
68.60%
68.94%
58.89%
58.56%
57.98%
60.46%
57.19%
56.42%
56.81%
58.87%
61.26%
63.21%
63.52%
59.35%
60.00%
57.92%
58.20%
57.74%
57.45%
57.75%
58.69%
57.93%
60.62%
56.53%
59.97%
60.56%
61.04%
62.99%
65.37%
66.11%
60.39%
63.87%
63.58%
61.21%
63.69%
60.47%