IntraAlpha
Create free account Start free

Bloomin' Brands, Inc. Common Stock BLMN

i

Market datapartial · fetched 2026-10-22T21:17:12.927Z

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 · 2026-10-22T20:28:07.208620906Z

FundamentalsAlpha Vantage · unavailable

Share price$10.28
1D+2.8%
AH$9.76$9.90$10.04$10.18$10.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBLMN
Sold putSold callAH

Bloomin' Brands, Inc. Common Stock options

Live interpolated BLMN call and put midpoint premiums by absolute delta.Bloomin' Brands, Inc. Common Stock$0.05$1.57$3.10$4.62$6.14$6.94$8.57$10.19$11.82$13.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BLMN spot · $10.28BLMN PRICE$0.22$0.31$0.41$0.50$0.60$0.69$0.79$0.88$0.98$1.30$1.63$1.95$2.28$0.35$0.45$0.55$0.65$0.75$1.00$1.26$1.52$1.78$2.03$2.29$2.81$5.70
PutsExpensive1.07×
CallsCheap0.82×
SkewBearish+16.14 pp
Implied moveBearish±$2.04
TiltBearish25.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3064.7%21.7%8.3491.8%22.3%
25Δ12.0165.5%19.9%8.7588.6%19.3%
30Δ11.7266.3%18.0%9.1685.4%16.2%
35Δ11.4467.2%16.1%9.5782.2%13.2%
40Δ11.1568.0%14.3%9.9979.1%10.1%
45Δ10.8668.8%12.4%10.3580.1%9.0%
50Δ10.5769.6%10.5%10.7281.3%8.0%
55Δ10.2970.4%8.6%11.0882.6%7.0%
60Δ10.0071.3%6.8%11.4483.8%5.9%
65Δ9.5975.6%5.9%11.8185.0%4.9%
70Δ9.1780.0%5.1%12.1786.2%3.9%
75Δ8.7684.3%4.2%12.7891.3%3.0%
80Δ8.3588.7%3.4%15.69132.8%2.8%

20Δ

Calls
Pseudo strike
12.30
IV
64.7%
B/E move
21.7%
Puts
Pseudo strike
8.34
IV
91.8%
B/E move
22.3%

25Δ

Calls
Pseudo strike
12.01
IV
65.5%
B/E move
19.9%
Puts
Pseudo strike
8.75
IV
88.6%
B/E move
19.3%

30Δ

Calls
Pseudo strike
11.72
IV
66.3%
B/E move
18.0%
Puts
Pseudo strike
9.16
IV
85.4%
B/E move
16.2%

35Δ

Calls
Pseudo strike
11.44
IV
67.2%
B/E move
16.1%
Puts
Pseudo strike
9.57
IV
82.2%
B/E move
13.2%

40Δ

Calls
Pseudo strike
11.15
IV
68.0%
B/E move
14.3%
Puts
Pseudo strike
9.99
IV
79.1%
B/E move
10.1%

45Δ

Calls
Pseudo strike
10.86
IV
68.8%
B/E move
12.4%
Puts
Pseudo strike
10.35
IV
80.1%
B/E move
9.0%

50Δ

Calls
Pseudo strike
10.57
IV
69.6%
B/E move
10.5%
Puts
Pseudo strike
10.72
IV
81.3%
B/E move
8.0%

55Δ

Calls
Pseudo strike
10.29
IV
70.4%
B/E move
8.6%
Puts
Pseudo strike
11.08
IV
82.6%
B/E move
7.0%

60Δ

Calls
Pseudo strike
10.00
IV
71.3%
B/E move
6.8%
Puts
Pseudo strike
11.44
IV
83.8%
B/E move
5.9%

65Δ

Calls
Pseudo strike
9.59
IV
75.6%
B/E move
5.9%
Puts
Pseudo strike
11.81
IV
85.0%
B/E move
4.9%

70Δ

Calls
Pseudo strike
9.17
IV
80.0%
B/E move
5.1%
Puts
Pseudo strike
12.17
IV
86.2%
B/E move
3.9%

75Δ

Calls
Pseudo strike
8.76
IV
84.3%
B/E move
4.2%
Puts
Pseudo strike
12.78
IV
91.3%
B/E move
3.0%

80Δ

Calls
Pseudo strike
8.35
IV
88.7%
B/E move
3.4%
Puts
Pseudo strike
15.69
IV
132.8%
B/E move
2.8%

Options history

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