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Brunswick Corporation BC

CONSUMER CYCLICAL · RECREATIONAL VEHICLES
i

Market dataready · fetched 2026-11-11T13:51:23.654Z

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 · 2026-11-11T13:17:22.232347337Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:51:23.326855+00:00

Share price$79.09
1D
Price history unavailable.

Brunswick Corporation options

Live interpolated BC call and put midpoint premiums by absolute delta.Brunswick Corporation$0.38$2.79$5.20$7.61$10.01$69.51$74.06$78.60$83.15$87.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BC spot · $79.09BC PRICE$0.65$0.89$1.13$1.37$1.61$1.85$2.34$2.87$3.40$3.93$4.46$4.99$5.86$1.10$1.46$1.81$2.07$2.33$2.59$2.84$3.27$4.10$4.92$5.74$6.57$9.32
PutsExpensive1.64×
CallsCheap0.85×
SkewBearish+15.96 pp
Implied moveBearish±$5.19
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.9039.7%6.9%72.3869.3%9.9%
25Δ83.1440.9%6.2%73.7270.9%8.6%
30Δ82.3842.0%5.6%75.0572.2%7.4%
35Δ81.6243.1%4.9%76.1167.9%6.4%
40Δ80.8544.3%4.3%77.1663.6%5.4%
45Δ80.0945.4%3.6%78.2159.3%4.4%
50Δ79.2846.4%3.2%79.2655.0%3.4%
55Δ78.4647.4%2.8%80.3352.4%2.6%
60Δ77.6448.4%2.5%81.4254.0%2.2%
65Δ76.8249.3%2.1%82.5155.6%1.9%
70Δ76.0050.3%1.7%83.6057.1%1.6%
75Δ75.1851.3%1.4%84.6958.7%1.2%
80Δ74.0649.6%1.1%87.6069.6%1.0%

20Δ

Calls
Pseudo strike
83.90
IV
39.7%
B/E move
6.9%
Puts
Pseudo strike
72.38
IV
69.3%
B/E move
9.9%

25Δ

Calls
Pseudo strike
83.14
IV
40.9%
B/E move
6.2%
Puts
Pseudo strike
73.72
IV
70.9%
B/E move
8.6%

30Δ

Calls
Pseudo strike
82.38
IV
42.0%
B/E move
5.6%
Puts
Pseudo strike
75.05
IV
72.2%
B/E move
7.4%

35Δ

Calls
Pseudo strike
81.62
IV
43.1%
B/E move
4.9%
Puts
Pseudo strike
76.11
IV
67.9%
B/E move
6.4%

40Δ

Calls
Pseudo strike
80.85
IV
44.3%
B/E move
4.3%
Puts
Pseudo strike
77.16
IV
63.6%
B/E move
5.4%

45Δ

Calls
Pseudo strike
80.09
IV
45.4%
B/E move
3.6%
Puts
Pseudo strike
78.21
IV
59.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
79.28
IV
46.4%
B/E move
3.2%
Puts
Pseudo strike
79.26
IV
55.0%
B/E move
3.4%

55Δ

Calls
Pseudo strike
78.46
IV
47.4%
B/E move
2.8%
Puts
Pseudo strike
80.33
IV
52.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
77.64
IV
48.4%
B/E move
2.5%
Puts
Pseudo strike
81.42
IV
54.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
76.82
IV
49.3%
B/E move
2.1%
Puts
Pseudo strike
82.51
IV
55.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
76.00
IV
50.3%
B/E move
1.7%
Puts
Pseudo strike
83.60
IV
57.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
75.18
IV
51.3%
B/E move
1.4%
Puts
Pseudo strike
84.69
IV
58.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
74.06
IV
49.6%
B/E move
1.1%
Puts
Pseudo strike
87.60
IV
69.6%
B/E move
1.0%

Options history

IV · four-Friday blend37.91%
Daily close
BC34.5%43.4%52.2%2026-08-17: 40.72%2026-08-21: 37.90%2026-08-24: 37.52%2026-08-25: 37.46%2026-08-26: 38.27%2026-08-27: 37.35%2026-08-28: 37.30%2026-08-31: 37.42%2026-09-01: 35.71%2026-09-02: 37.31%2026-09-03: 37.83%2026-09-04: 36.47%2026-09-08: 37.62%2026-09-09: 38.40%2026-09-10: 38.58%2026-09-11: 41.50%2026-09-14: 42.80%2026-09-15: 51.00%2026-09-18: 37.24%2026-09-21: 39.29%2026-09-22: 39.43%2026-09-23: 39.11%2026-09-24: 37.98%2026-09-25: 39.39%2026-09-28: 40.12%2026-09-30: 39.39%2026-10-01: 41.07%2026-10-02: 39.20%2026-10-05: 39.96%2026-10-06: 39.98%2026-10-16: 42.92%2026-10-19: 41.49%2026-10-20: 41.28%2026-10-21: 41.60%2026-10-22: 41.69%2026-10-23: 42.48%2026-10-26: 41.79%2026-10-27: 41.37%2026-10-28: 39.07%2026-10-29: 38.23%2026-10-30: 37.91%Aug 17Sep 22Oct 30
41 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
40.72%
37.90%
37.52%
37.46%
38.27%
37.35%
37.30%
37.42%
35.71%
37.31%
37.83%
36.47%
37.62%
38.40%
38.58%
41.50%
42.80%
51.00%
37.24%
39.29%
39.43%
39.11%
37.98%
39.39%
40.12%
39.39%
41.07%
39.20%
39.96%
39.98%
42.92%
41.49%
41.28%
41.60%
41.69%
42.48%
41.79%
41.37%
39.07%
38.23%
37.91%