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Bloomin' Brands, Inc. Common Stock BLMN

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Market datapartial · fetched 2026-10-22T14:49:15.167Z

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 · 2026-10-22T14:49:13.726884459Z

FundamentalsAlpha Vantage · unavailable

Share price$10.18
1D+1.9%
$9.76$9.89$10.02$10.15$10.285:30 AM6:30 AM9:00 AM1:00 PMBLMN
Sold putSold call

Bloomin' Brands, Inc. Common Stock options

Live interpolated BLMN call and put midpoint premiums by absolute delta.Bloomin' Brands, Inc. Common Stock$0.15$0.78$1.41$2.04$2.67$6.95$8.54$10.13$11.72$13.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLMN spot · $10.18BLMN PRICE$0.22$0.32$0.41$0.51$0.60$0.70$0.80$0.89$1.07$1.37$1.67$1.97$2.27$0.33$0.42$0.51$0.60$0.69$0.86$1.10$1.33$1.56$1.79$2.02$2.25$2.49
PutsCheap0.93×
CallsCheap0.87×
SkewBearish+0.65 pp
Implied moveBearish±$1.89
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3570.2%23.6%8.2789.0%21.9%
25Δ12.0470.8%21.5%8.6785.3%18.9%
30Δ11.7471.4%19.4%9.0681.7%16.0%
35Δ11.4371.9%17.3%9.4578.0%13.0%
40Δ11.1272.5%15.2%9.8474.3%10.0%
45Δ10.8173.1%13.1%10.2073.0%8.3%
50Δ10.5073.7%11.0%10.5273.3%7.4%
55Δ10.1974.2%8.9%10.8573.6%6.4%
60Δ9.8475.9%7.2%11.1873.9%5.5%
65Δ9.4579.4%6.3%11.5074.2%4.6%
70Δ9.0682.8%5.4%11.8374.5%3.6%
75Δ8.6686.3%4.5%12.1574.7%2.7%
80Δ8.2789.8%3.5%12.4875.0%1.8%

20Δ

Calls
Pseudo strike
12.35
IV
70.2%
B/E move
23.6%
Puts
Pseudo strike
8.27
IV
89.0%
B/E move
21.9%

25Δ

Calls
Pseudo strike
12.04
IV
70.8%
B/E move
21.5%
Puts
Pseudo strike
8.67
IV
85.3%
B/E move
18.9%

30Δ

Calls
Pseudo strike
11.74
IV
71.4%
B/E move
19.4%
Puts
Pseudo strike
9.06
IV
81.7%
B/E move
16.0%

35Δ

Calls
Pseudo strike
11.43
IV
71.9%
B/E move
17.3%
Puts
Pseudo strike
9.45
IV
78.0%
B/E move
13.0%

40Δ

Calls
Pseudo strike
11.12
IV
72.5%
B/E move
15.2%
Puts
Pseudo strike
9.84
IV
74.3%
B/E move
10.0%

45Δ

Calls
Pseudo strike
10.81
IV
73.1%
B/E move
13.1%
Puts
Pseudo strike
10.20
IV
73.0%
B/E move
8.3%

50Δ

Calls
Pseudo strike
10.50
IV
73.7%
B/E move
11.0%
Puts
Pseudo strike
10.52
IV
73.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
10.19
IV
74.2%
B/E move
8.9%
Puts
Pseudo strike
10.85
IV
73.6%
B/E move
6.4%

60Δ

Calls
Pseudo strike
9.84
IV
75.9%
B/E move
7.2%
Puts
Pseudo strike
11.18
IV
73.9%
B/E move
5.5%

65Δ

Calls
Pseudo strike
9.45
IV
79.4%
B/E move
6.3%
Puts
Pseudo strike
11.50
IV
74.2%
B/E move
4.6%

70Δ

Calls
Pseudo strike
9.06
IV
82.8%
B/E move
5.4%
Puts
Pseudo strike
11.83
IV
74.5%
B/E move
3.6%

75Δ

Calls
Pseudo strike
8.66
IV
86.3%
B/E move
4.5%
Puts
Pseudo strike
12.15
IV
74.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
8.27
IV
89.8%
B/E move
3.5%
Puts
Pseudo strike
12.48
IV
75.0%
B/E move
1.8%

Options history

BLMN69.5069.6169.732026-10-20: 69.66%2026-10-21: 69.57%Oct 20Oct 21
Table
DateIV
69.66%
69.57%