IntraAlpha
Create free account Start free

Birkenstock Holding plc BIRK

i

Market datapartial · fetched 2026-11-11T15:12:46.882Z

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 · 2026-11-11T15:12:44.260920933Z

FundamentalsAlpha Vantage · unavailable

Share price$35.84
1D-1.9%
$35.55$35.81$36.08$36.34$36.615:30 AM6:30 AM9:00 AM1:00 PMBIRK
Sold putSold call

Birkenstock Holding plc options

Live interpolated BIRK call and put midpoint premiums by absolute delta.Birkenstock Holding plc$0.26$1.07$1.87$2.67$3.48$29.59$32.68$35.78$38.87$41.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BIRK spot · $35.84BIRK PRICE$0.35$0.46$0.56$0.69$0.83$0.97$1.11$1.26$1.40$1.57$2.13$2.69$3.24$0.36$0.47$0.57$0.68$1.03$1.43$1.83$2.23$2.63
Puts——
CallsCheap0.61×
Skew——
Implied moveBearish±$2.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.8252.4%9.3%33.3253.9%8.1%
25Δ38.2553.2%8.0%33.8552.3%6.9%
30Δ37.6954.1%6.7%34.3750.7%5.7%
35Δ37.2553.6%5.9%34.9049.1%4.5%
40Δ36.8752.4%5.2%35.4053.7%4.1%
45Δ36.4951.2%4.5%35.8959.7%3.9%
50Δ36.1150.0%3.9%36.3865.7%3.6%
55Δ35.7348.8%3.2%36.8671.7%3.4%
60Δ35.3547.6%2.5%37.3577.7%3.1%
65Δ34.9546.9%1.9%
70Δ34.3152.0%1.7%
75Δ33.6757.2%1.4%
80Δ33.0262.3%1.2%

20Δ

Calls
Pseudo strike
38.82
IV
52.4%
B/E move
9.3%
Puts
Pseudo strike
33.32
IV
53.9%
B/E move
8.1%

25Δ

Calls
Pseudo strike
38.25
IV
53.2%
B/E move
8.0%
Puts
Pseudo strike
33.85
IV
52.3%
B/E move
6.9%

30Δ

Calls
Pseudo strike
37.69
IV
54.1%
B/E move
6.7%
Puts
Pseudo strike
34.37
IV
50.7%
B/E move
5.7%

35Δ

Calls
Pseudo strike
37.25
IV
53.6%
B/E move
5.9%
Puts
Pseudo strike
34.90
IV
49.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
36.87
IV
52.4%
B/E move
5.2%
Puts
Pseudo strike
35.40
IV
53.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
36.49
IV
51.2%
B/E move
4.5%
Puts
Pseudo strike
35.89
IV
59.7%
B/E move
3.9%

50Δ

Calls
Pseudo strike
36.11
IV
50.0%
B/E move
3.9%
Puts
Pseudo strike
36.38
IV
65.7%
B/E move
3.6%

55Δ

Calls
Pseudo strike
35.73
IV
48.8%
B/E move
3.2%
Puts
Pseudo strike
36.86
IV
71.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
35.35
IV
47.6%
B/E move
2.5%
Puts
Pseudo strike
37.35
IV
77.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
34.95
IV
46.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.31
IV
52.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.67
IV
57.2%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.02
IV
62.3%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend50.34%
Daily EOD
BIRK48.4%50.3%52.1%2026-10-19: 48.70%2026-10-20: 50.18%2026-10-21: 48.85%2026-10-22: 48.82%2026-10-23: 50.60%2026-10-26: 51.05%2026-10-27: 51.88%2026-10-28: 49.54%2026-10-29: 50.75%2026-10-30: 50.34%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.70%
50.18%
48.85%
48.82%
50.60%
51.05%
51.88%
49.54%
50.75%
50.34%