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Barnes & Noble Education, Inc BNED

i

Market datapartial · fetched 2026-10-22T23:54:18.526Z

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 · 2026-10-22T23:00:00.003924529Z

FundamentalsAlpha Vantage · unavailable

Share price$13.95
1D+2.7%
AH$13.55$13.66$13.77$13.88$13.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBNED
Sold putSold callAH

Barnes & Noble Education, Inc options

Live interpolated BNED call and put midpoint premiums by absolute delta.Barnes & Noble Education, Inc$0.18$1.97$3.75$5.54$7.32$10.03$12.39$14.76$17.12$19.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNED spot · $13.95BNED PRICE$0.39$0.42$0.44$0.47$1.12$1.83$2.54$3.25$3.96$4.67$5.39$6.10$6.81$0.38$0.43$0.59$0.75$0.92$1.08$1.25$1.41$1.58$2.13$2.83$3.53$5.04
PutsExpensive1.73×
CallsExpensive2.42×
SkewBullish-46.24 pp
Implied moveBullish±$3.79
TiltBullish26.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.33107.8%41.4%11.6883.9%19.0%
25Δ17.9390.6%31.5%12.6063.6%12.7%
30Δ16.5373.4%21.7%12.9363.7%11.5%
35Δ15.1356.3%11.8%13.2663.9%10.4%
40Δ14.2569.4%10.2%13.5964.0%9.2%
45Δ13.4485.5%9.4%13.9264.1%8.0%
50Δ12.62101.6%8.7%14.2564.3%6.8%
55Δ11.80117.7%7.9%14.5864.4%5.6%
60Δ10.98133.8%7.1%14.9164.6%4.5%
65Δ10.16149.9%6.3%15.5570.1%3.8%
70Δ9.34166.0%5.6%16.3277.8%3.3%
75Δ8.52182.1%4.8%17.1085.6%2.8%
80Δ7.70198.2%4.0%18.66101.2%2.3%

20Δ

Calls
Pseudo strike
19.33
IV
107.8%
B/E move
41.4%
Puts
Pseudo strike
11.68
IV
83.9%
B/E move
19.0%

25Δ

Calls
Pseudo strike
17.93
IV
90.6%
B/E move
31.5%
Puts
Pseudo strike
12.60
IV
63.6%
B/E move
12.7%

30Δ

Calls
Pseudo strike
16.53
IV
73.4%
B/E move
21.7%
Puts
Pseudo strike
12.93
IV
63.7%
B/E move
11.5%

35Δ

Calls
Pseudo strike
15.13
IV
56.3%
B/E move
11.8%
Puts
Pseudo strike
13.26
IV
63.9%
B/E move
10.4%

40Δ

Calls
Pseudo strike
14.25
IV
69.4%
B/E move
10.2%
Puts
Pseudo strike
13.59
IV
64.0%
B/E move
9.2%

45Δ

Calls
Pseudo strike
13.44
IV
85.5%
B/E move
9.4%
Puts
Pseudo strike
13.92
IV
64.1%
B/E move
8.0%

50Δ

Calls
Pseudo strike
12.62
IV
101.6%
B/E move
8.7%
Puts
Pseudo strike
14.25
IV
64.3%
B/E move
6.8%

55Δ

Calls
Pseudo strike
11.80
IV
117.7%
B/E move
7.9%
Puts
Pseudo strike
14.58
IV
64.4%
B/E move
5.6%

60Δ

Calls
Pseudo strike
10.98
IV
133.8%
B/E move
7.1%
Puts
Pseudo strike
14.91
IV
64.6%
B/E move
4.5%

65Δ

Calls
Pseudo strike
10.16
IV
149.9%
B/E move
6.3%
Puts
Pseudo strike
15.55
IV
70.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
9.34
IV
166.0%
B/E move
5.6%
Puts
Pseudo strike
16.32
IV
77.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
8.52
IV
182.1%
B/E move
4.8%
Puts
Pseudo strike
17.10
IV
85.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
7.70
IV
198.2%
B/E move
4.0%
Puts
Pseudo strike
18.66
IV
101.2%
B/E move
2.3%

Options history

BNED55.3855.4355.492026-10-20: 55.43%Oct 20Oct 20
Table
DateIV
55.43%