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Bloomin' Brands, Inc. Common Stock BLMN

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-11T15:28:47.963Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:28:43.068988654Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:20:28.346434+00:00

Share price$9.89
1D+1.8%
$9.69$9.80$9.91$10.02$10.135:30 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$0.17$0.74$1.32$1.89$2.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 PRICEBLMN PRICE$0.23$0.31$0.39$0.47$0.55$0.63$0.71$0.89$1.17$1.46$1.74$2.02$2.30$0.29$0.37$0.44$0.52$0.60$0.67
Puts——
CallsCheap0.79×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3770.6%27.4%8.1073.9%20.9%
25Δ12.0069.3%24.6%8.4470.5%18.3%
30Δ11.6468.1%21.7%8.7767.1%15.7%
35Δ11.2766.9%18.8%9.1163.7%13.1%
40Δ10.9165.6%15.9%9.4460.2%10.5%
45Δ10.5464.4%13.0%9.7856.8%7.9%
50Δ10.1863.2%10.2%
55Δ9.8164.9%8.3%
60Δ9.4469.4%7.4%
65Δ9.0774.0%6.5%
70Δ8.7078.5%5.6%
75Δ8.3383.1%4.7%
80Δ7.9687.6%3.8%

20Δ

Calls
Pseudo strike
12.37
IV
70.6%
B/E move
27.4%
Puts
Pseudo strike
8.10
IV
73.9%
B/E move
20.9%

25Δ

Calls
Pseudo strike
12.00
IV
69.3%
B/E move
24.6%
Puts
Pseudo strike
8.44
IV
70.5%
B/E move
18.3%

30Δ

Calls
Pseudo strike
11.64
IV
68.1%
B/E move
21.7%
Puts
Pseudo strike
8.77
IV
67.1%
B/E move
15.7%

35Δ

Calls
Pseudo strike
11.27
IV
66.9%
B/E move
18.8%
Puts
Pseudo strike
9.11
IV
63.7%
B/E move
13.1%

40Δ

Calls
Pseudo strike
10.91
IV
65.6%
B/E move
15.9%
Puts
Pseudo strike
9.44
IV
60.2%
B/E move
10.5%

45Δ

Calls
Pseudo strike
10.54
IV
64.4%
B/E move
13.0%
Puts
Pseudo strike
9.78
IV
56.8%
B/E move
7.9%

50Δ

Calls
Pseudo strike
10.18
IV
63.2%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
9.81
IV
64.9%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
9.44
IV
69.4%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
9.07
IV
74.0%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
8.70
IV
78.5%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.33
IV
83.1%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.96
IV
87.6%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend70.82%
Daily EOD
BLMN67.5%69.7%71.8%2026-10-19: 67.80%2026-10-20: 69.66%2026-10-21: 69.57%2026-10-22: 69.21%2026-10-23: 70.24%2026-10-27: 70.09%2026-10-28: 71.43%2026-10-29: 71.52%2026-10-30: 70.82%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.80%
69.66%
69.57%
69.21%
70.24%
70.09%
71.43%
71.52%
70.82%