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Build-A-Bear Workshop Inc BBW

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-10-23T01:59:52.815Z

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 · 2026-10-22T23:00:00.003950926Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-23T01:52:58.779688+00:00

Share price$24.39
1D+6.4%
AH$23.20$23.65$24.10$24.54$24.995:30 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$0.19$1.68$3.16$4.65$6.14$18.92$21.55$24.18$26.81$29.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BBW spot · $24.39BBW PRICE$0.35$0.50$0.68$0.86$1.03$1.21$1.43$1.70$1.98$2.25$2.53$0.48$0.61$0.84$1.12$1.40$1.67$1.95$2.54$3.23$3.93$4.54$5.12$5.71
PutsExpensive1.10×
CallsCheap0.91×
SkewBearish+11.27 pp
Implied moveBearish±$3.38
TiltBearish39.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.0450.5%16.4%21.4856.9%13.9%
25Δ27.0948.3%13.2%22.2654.7%11.2%
30Δ26.6350.0%12.0%22.8555.3%9.8%
35Δ26.1751.7%10.8%23.3557.1%8.8%
40Δ25.7153.4%9.6%23.8658.9%7.9%
45Δ25.2555.1%8.5%24.3660.8%7.0%
50Δ24.7756.1%7.4%24.8762.6%6.0%
55Δ24.2756.3%6.5%25.6266.9%5.4%
60Δ23.7756.4%5.6%26.4672.0%4.8%
65Δ23.2756.6%4.6%27.2977.1%4.2%
70Δ22.7756.8%3.7%28.0976.6%3.4%
75Δ28.8874.3%2.6%
80Δ29.6772.0%1.7%

20Δ

Calls
Pseudo strike
28.04
IV
50.5%
B/E move
16.4%
Puts
Pseudo strike
21.48
IV
56.9%
B/E move
13.9%

25Δ

Calls
Pseudo strike
27.09
IV
48.3%
B/E move
13.2%
Puts
Pseudo strike
22.26
IV
54.7%
B/E move
11.2%

30Δ

Calls
Pseudo strike
26.63
IV
50.0%
B/E move
12.0%
Puts
Pseudo strike
22.85
IV
55.3%
B/E move
9.8%

35Δ

Calls
Pseudo strike
26.17
IV
51.7%
B/E move
10.8%
Puts
Pseudo strike
23.35
IV
57.1%
B/E move
8.8%

40Δ

Calls
Pseudo strike
25.71
IV
53.4%
B/E move
9.6%
Puts
Pseudo strike
23.86
IV
58.9%
B/E move
7.9%

45Δ

Calls
Pseudo strike
25.25
IV
55.1%
B/E move
8.5%
Puts
Pseudo strike
24.36
IV
60.8%
B/E move
7.0%

50Δ

Calls
Pseudo strike
24.77
IV
56.1%
B/E move
7.4%
Puts
Pseudo strike
24.87
IV
62.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
24.27
IV
56.3%
B/E move
6.5%
Puts
Pseudo strike
25.62
IV
66.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
23.77
IV
56.4%
B/E move
5.6%
Puts
Pseudo strike
26.46
IV
72.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
23.27
IV
56.6%
B/E move
4.6%
Puts
Pseudo strike
27.29
IV
77.1%
B/E move
4.2%

70Δ

Calls
Pseudo strike
22.77
IV
56.8%
B/E move
3.7%
Puts
Pseudo strike
28.09
IV
76.6%
B/E move
3.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.88
IV
74.3%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.67
IV
72.0%
B/E move
1.7%

Options history

BBW60.9162.3463.782026-10-20: 63.58%2026-10-21: 61.11%Oct 20Oct 21
Table
DateIV
63.58%
61.11%