Buckle Inc BKE
CONSUMER CYCLICAL · APPAREL RETAILi
Market dataready · fetched 2026-10-22T03:37:32.211Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T23:00:00.003757056Z
FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T03:29:05.206682+00:00
Share price$46.02
1D-0.8%
Sold putSold callAH
Buckle Inc options
PutsExpensive1.16×
CallsExpensive1.46×
SkewBullish-8.69 pp
Implied moveBullish±$3.95
TiltBullish11.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.83 | 35.9% | 11.5% | 42.47 | 36.9% | 9.0% |
| 25Δ | 49.59 | 34.2% | 9.2% | 43.18 | 36.3% | 7.8% |
| 30Δ | 48.96 | 35.1% | 8.3% | 43.88 | 35.9% | 6.8% |
| 35Δ | 48.33 | 36.1% | 7.4% | 44.58 | 35.4% | 5.7% |
| 40Δ | 47.70 | 37.0% | 6.5% | 45.22 | 34.8% | 4.8% |
| 45Δ | 47.05 | 38.4% | 5.9% | 45.77 | 34.0% | 4.1% |
| 50Δ | 46.40 | 39.9% | 5.3% | 46.32 | 33.2% | 3.5% |
| 55Δ | 45.74 | 41.5% | 4.7% | 46.88 | 32.4% | 2.8% |
| 60Δ | 45.08 | 43.0% | 4.1% | 47.43 | 31.6% | 2.1% |
| 65Δ | 44.22 | 44.9% | 3.6% | 47.90 | 30.1% | 1.7% |
| 70Δ | 43.33 | 46.8% | 3.1% | 48.36 | 28.6% | 1.4% |
| 75Δ | 42.41 | 48.8% | 2.5% | 48.82 | 27.1% | 1.0% |
| 80Δ | 40.98 | 53.1% | 2.1% | 49.29 | 25.6% | 0.6% |
20Δ
- Pseudo strike
- 50.83
- IV
- 35.9%
- B/E move
- 11.5%
- Pseudo strike
- 42.47
- IV
- 36.9%
- B/E move
- 9.0%
25Δ
- Pseudo strike
- 49.59
- IV
- 34.2%
- B/E move
- 9.2%
- Pseudo strike
- 43.18
- IV
- 36.3%
- B/E move
- 7.8%
30Δ
- Pseudo strike
- 48.96
- IV
- 35.1%
- B/E move
- 8.3%
- Pseudo strike
- 43.88
- IV
- 35.9%
- B/E move
- 6.8%
35Δ
- Pseudo strike
- 48.33
- IV
- 36.1%
- B/E move
- 7.4%
- Pseudo strike
- 44.58
- IV
- 35.4%
- B/E move
- 5.7%
40Δ
- Pseudo strike
- 47.70
- IV
- 37.0%
- B/E move
- 6.5%
- Pseudo strike
- 45.22
- IV
- 34.8%
- B/E move
- 4.8%
45Δ
- Pseudo strike
- 47.05
- IV
- 38.4%
- B/E move
- 5.9%
- Pseudo strike
- 45.77
- IV
- 34.0%
- B/E move
- 4.1%
50Δ
- Pseudo strike
- 46.40
- IV
- 39.9%
- B/E move
- 5.3%
- Pseudo strike
- 46.32
- IV
- 33.2%
- B/E move
- 3.5%
55Δ
- Pseudo strike
- 45.74
- IV
- 41.5%
- B/E move
- 4.7%
- Pseudo strike
- 46.88
- IV
- 32.4%
- B/E move
- 2.8%
60Δ
- Pseudo strike
- 45.08
- IV
- 43.0%
- B/E move
- 4.1%
- Pseudo strike
- 47.43
- IV
- 31.6%
- B/E move
- 2.1%
65Δ
- Pseudo strike
- 44.22
- IV
- 44.9%
- B/E move
- 3.6%
- Pseudo strike
- 47.90
- IV
- 30.1%
- B/E move
- 1.7%
70Δ
- Pseudo strike
- 43.33
- IV
- 46.8%
- B/E move
- 3.1%
- Pseudo strike
- 48.36
- IV
- 28.6%
- B/E move
- 1.4%
75Δ
- Pseudo strike
- 42.41
- IV
- 48.8%
- B/E move
- 2.5%
- Pseudo strike
- 48.82
- IV
- 27.1%
- B/E move
- 1.0%
80Δ
- Pseudo strike
- 40.98
- IV
- 53.1%
- B/E move
- 2.1%
- Pseudo strike
- 49.29
- IV
- 25.6%
- B/E move
- 0.6%
Options history
No recorded observations