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The Brink's Company BCO

i

Market dataready · fetched 2026-11-12T15:47:59.543Z

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 · 2026-11-12T15:47:53.698506176Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:47:59.093387+00:00

Share price$116.77
1D-0.4%
$116.07$116.72$117.36$118.00$118.645:30 AM6:30 AM9:00 AM1:00 PMBCO
Sold putSold call

The Brink's Company options

Live interpolated BCO call and put midpoint premiums by absolute delta.The Brink's Company$0.60$2.35$4.10$5.85$7.61$104.99$111.24$117.48$123.73$129.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BCO spot · $116.77BCO PRICE$0.79$1.04$1.29$1.59$2.02$2.44$2.86$3.29$3.71$4.45$5.33$6.22$7.10$0.83$1.10$1.37$1.63$1.99$2.43$2.88$3.33$3.78$4.23$4.89$5.77$6.65
PutsCheap0.72×
CallsCheap0.67×
SkewBullish-3.22 pp
Implied moveBalanced±$5.75
TiltBalanced1.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.4340.2%6.4%111.0740.4%5.6%
25Δ122.1739.9%5.5%112.1839.7%4.9%
30Δ120.9139.7%4.7%113.3039.1%4.1%
35Δ119.7639.6%3.9%114.4138.4%3.4%
40Δ118.8639.9%3.5%115.3938.0%2.9%
45Δ117.9740.2%3.1%116.2337.8%2.5%
50Δ117.0840.5%2.7%117.0737.7%2.2%
55Δ116.1840.8%2.3%117.9137.5%1.9%
60Δ115.2941.1%1.9%118.7437.3%1.5%
65Δ114.2041.8%1.6%119.5837.2%1.2%
70Δ113.0242.6%1.4%120.5636.8%0.9%
75Δ111.8443.5%1.1%121.6736.3%0.7%
80Δ110.6644.3%0.9%122.7835.8%0.5%

20Δ

Calls
Pseudo strike
123.43
IV
40.2%
B/E move
6.4%
Puts
Pseudo strike
111.07
IV
40.4%
B/E move
5.6%

25Δ

Calls
Pseudo strike
122.17
IV
39.9%
B/E move
5.5%
Puts
Pseudo strike
112.18
IV
39.7%
B/E move
4.9%

30Δ

Calls
Pseudo strike
120.91
IV
39.7%
B/E move
4.7%
Puts
Pseudo strike
113.30
IV
39.1%
B/E move
4.1%

35Δ

Calls
Pseudo strike
119.76
IV
39.6%
B/E move
3.9%
Puts
Pseudo strike
114.41
IV
38.4%
B/E move
3.4%

40Δ

Calls
Pseudo strike
118.86
IV
39.9%
B/E move
3.5%
Puts
Pseudo strike
115.39
IV
38.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
117.97
IV
40.2%
B/E move
3.1%
Puts
Pseudo strike
116.23
IV
37.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
117.08
IV
40.5%
B/E move
2.7%
Puts
Pseudo strike
117.07
IV
37.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
116.18
IV
40.8%
B/E move
2.3%
Puts
Pseudo strike
117.91
IV
37.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
115.29
IV
41.1%
B/E move
1.9%
Puts
Pseudo strike
118.74
IV
37.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
114.20
IV
41.8%
B/E move
1.6%
Puts
Pseudo strike
119.58
IV
37.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
113.02
IV
42.6%
B/E move
1.4%
Puts
Pseudo strike
120.56
IV
36.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
111.84
IV
43.5%
B/E move
1.1%
Puts
Pseudo strike
121.67
IV
36.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
110.66
IV
44.3%
B/E move
0.9%
Puts
Pseudo strike
122.78
IV
35.8%
B/E move
0.5%

Options history

IV · four-Friday blend41.52%
Daily close
BCO31.1%36.7%42.3%2026-08-14: 34.30%2026-08-17: 35.26%2026-08-18: 36.53%2026-08-19: 35.84%2026-08-21: 34.14%2026-08-24: 34.26%2026-08-25: 33.93%2026-08-26: 33.81%2026-08-27: 33.38%2026-08-28: 32.92%2026-08-31: 33.18%2026-09-01: 33.36%2026-09-02: 33.09%2026-09-03: 32.89%2026-09-04: 32.57%2026-09-08: 34.31%2026-09-09: 34.11%2026-09-10: 34.02%2026-09-11: 32.06%2026-09-14: 33.31%2026-09-18: 32.50%2026-09-21: 32.72%2026-09-22: 32.24%2026-09-23: 32.50%2026-09-24: 32.52%2026-09-25: 33.50%2026-09-28: 33.49%2026-09-29: 33.35%2026-09-30: 33.15%2026-10-01: 32.96%2026-10-02: 31.90%2026-10-05: 32.40%2026-10-06: 33.11%2026-10-07: 32.94%2026-10-08: 32.88%2026-10-09: 31.99%2026-10-13: 33.95%2026-10-15: 38.77%2026-10-16: 34.40%2026-10-19: 34.31%2026-10-20: 34.29%2026-10-21: 34.23%2026-10-22: 35.15%2026-10-23: 35.23%2026-10-26: 37.33%2026-10-27: 37.49%2026-10-28: 38.64%2026-10-29: 40.12%2026-10-30: 41.52%Aug 14Sep 24Oct 30
49 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
34.30%
35.26%
36.53%
35.84%
34.14%
34.26%
33.93%
33.81%
33.38%
32.92%
33.18%
33.36%
33.09%
32.89%
32.57%
34.31%
34.11%
34.02%
32.06%
33.31%
32.50%
32.72%
32.24%
32.50%
32.52%
33.50%
33.49%
33.35%
33.15%
32.96%
31.90%
32.40%
33.11%
32.94%
32.88%
31.99%
33.95%
38.77%
34.40%
34.31%
34.29%
34.23%
35.15%
35.23%
37.33%
37.49%
38.64%
40.12%
41.52%