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Brunswick Corporation BC

CONSUMER CYCLICAL · RECREATIONAL VEHICLES
i

Market dataready · fetched 2026-10-22T07:27:13.008Z

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 · 2026-10-21T23:00:00.003390532Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:22:14.554309+00:00

Share price$65.48
1D-1.3%
AH$64.53$65.22$65.92$66.61$67.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBC
Sold putSold callAH

Brunswick Corporation options

Live interpolated BC call and put midpoint premiums by absolute delta.Brunswick Corporation$0.62$2.83$5.04$7.26$9.47$55.78$60.79$65.80$70.80$75.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BC spot · $65.48BC PRICE$0.86$1.13$1.41$1.82$2.29$2.77$3.25$3.73$4.41$5.13$5.86$6.58$7.46$0.88$1.28$1.68$2.07$2.47$2.90$3.48$4.06$4.64$5.22$5.95$7.39$8.83
PutsExpensive1.15×
CallsExpensive1.28×
SkewBullish-3.39 pp
Implied moveBearish±$6.73
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.4842.5%13.5%60.0940.2%9.6%
25Δ71.9942.4%11.7%61.1040.7%8.6%
30Δ70.5042.2%9.8%62.1241.2%7.7%
35Δ69.3142.8%8.6%63.1441.8%6.7%
40Δ68.2843.9%7.8%64.1642.3%5.8%
45Δ67.2444.9%6.9%65.1742.7%4.9%
50Δ66.2045.9%6.1%66.1742.2%4.3%
55Δ65.1646.9%5.2%67.1741.8%3.6%
60Δ64.0247.1%4.5%68.1741.4%3.0%
65Δ62.8547.2%3.8%69.1840.9%2.3%
70Δ61.6847.2%3.1%70.3040.8%1.7%
75Δ60.5247.3%2.5%71.9942.2%1.3%
80Δ59.2745.7%1.9%73.6943.6%1.0%

20Δ

Calls
Pseudo strike
73.48
IV
42.5%
B/E move
13.5%
Puts
Pseudo strike
60.09
IV
40.2%
B/E move
9.6%

25Δ

Calls
Pseudo strike
71.99
IV
42.4%
B/E move
11.7%
Puts
Pseudo strike
61.10
IV
40.7%
B/E move
8.6%

30Δ

Calls
Pseudo strike
70.50
IV
42.2%
B/E move
9.8%
Puts
Pseudo strike
62.12
IV
41.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
69.31
IV
42.8%
B/E move
8.6%
Puts
Pseudo strike
63.14
IV
41.8%
B/E move
6.7%

40Δ

Calls
Pseudo strike
68.28
IV
43.9%
B/E move
7.8%
Puts
Pseudo strike
64.16
IV
42.3%
B/E move
5.8%

45Δ

Calls
Pseudo strike
67.24
IV
44.9%
B/E move
6.9%
Puts
Pseudo strike
65.17
IV
42.7%
B/E move
4.9%

50Δ

Calls
Pseudo strike
66.20
IV
45.9%
B/E move
6.1%
Puts
Pseudo strike
66.17
IV
42.2%
B/E move
4.3%

55Δ

Calls
Pseudo strike
65.16
IV
46.9%
B/E move
5.2%
Puts
Pseudo strike
67.17
IV
41.8%
B/E move
3.6%

60Δ

Calls
Pseudo strike
64.02
IV
47.1%
B/E move
4.5%
Puts
Pseudo strike
68.17
IV
41.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
62.85
IV
47.2%
B/E move
3.8%
Puts
Pseudo strike
69.18
IV
40.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
61.68
IV
47.2%
B/E move
3.1%
Puts
Pseudo strike
70.30
IV
40.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
60.52
IV
47.3%
B/E move
2.5%
Puts
Pseudo strike
71.99
IV
42.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
59.27
IV
45.7%
B/E move
1.9%
Puts
Pseudo strike
73.69
IV
43.6%
B/E move
1.0%

Options history

No recorded observations