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Barnes & Noble Education, Inc BNED

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-11-13T02:09:26.161Z

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: 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 · 2026-11-13T00:00:00.003354966Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-13T02:09:25.699881+00:00

Share price$12.70
1D-0.9%
AH$12.65$12.71$12.77$12.83$12.895:30 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$0.15$1.48$2.80$4.13$5.45$11.55$12.52$13.49$14.47$15.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BNED spot · $12.70BNED PRICE$0.30$0.37$0.42$0.46$0.51$0.55$0.60$0.65$0.92$1.57$2.22$2.86$3.51$1.35$1.31$1.85$2.39$2.92$3.46$4.00$4.53$5.07
Puts——
CallsExpensive3.43×
Skew——
Implied moveBearish±$2.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.13160.8%29.3%9.02450.3%39.6%
25Δ15.08148.3%21.7%
30Δ14.65137.2%18.6%
35Δ14.27126.3%16.0%
40Δ13.88115.4%13.3%
45Δ13.50104.5%10.7%12.82161.1%9.4%
50Δ13.1293.5%8.0%13.48168.4%8.5%
55Δ12.7482.6%5.4%14.13175.8%7.5%
60Δ12.2485.5%3.6%14.79183.1%6.6%
65Δ11.55111.4%3.3%15.44190.5%5.7%
70Δ10.85137.3%2.9%16.09197.8%4.7%
75Δ10.16163.3%2.5%16.75205.2%3.8%
80Δ9.46189.2%2.2%17.40212.5%2.9%

20Δ

Calls
Pseudo strike
16.13
IV
160.8%
B/E move
29.3%
Puts
Pseudo strike
9.02
IV
450.3%
B/E move
39.6%

25Δ

Calls
Pseudo strike
15.08
IV
148.3%
B/E move
21.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.65
IV
137.2%
B/E move
18.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
14.27
IV
126.3%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
13.88
IV
115.4%
B/E move
13.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.50
IV
104.5%
B/E move
10.7%
Puts
Pseudo strike
12.82
IV
161.1%
B/E move
9.4%

50Δ

Calls
Pseudo strike
13.12
IV
93.5%
B/E move
8.0%
Puts
Pseudo strike
13.48
IV
168.4%
B/E move
8.5%

55Δ

Calls
Pseudo strike
12.74
IV
82.6%
B/E move
5.4%
Puts
Pseudo strike
14.13
IV
175.8%
B/E move
7.5%

60Δ

Calls
Pseudo strike
12.24
IV
85.5%
B/E move
3.6%
Puts
Pseudo strike
14.79
IV
183.1%
B/E move
6.6%

65Δ

Calls
Pseudo strike
11.55
IV
111.4%
B/E move
3.3%
Puts
Pseudo strike
15.44
IV
190.5%
B/E move
5.7%

70Δ

Calls
Pseudo strike
10.85
IV
137.3%
B/E move
2.9%
Puts
Pseudo strike
16.09
IV
197.8%
B/E move
4.7%

75Δ

Calls
Pseudo strike
10.16
IV
163.3%
B/E move
2.5%
Puts
Pseudo strike
16.75
IV
205.2%
B/E move
3.8%

80Δ

Calls
Pseudo strike
9.46
IV
189.2%
B/E move
2.2%
Puts
Pseudo strike
17.40
IV
212.5%
B/E move
2.9%

Options history

IV · four-Friday blend63.42%
Daily close
BNED44.4%118.9%193.4%2026-08-19: 108.40%2026-08-21: 68.17%2026-08-24: 76.60%2026-08-25: 74.60%2026-08-26: 77.06%2026-08-27: 69.24%2026-08-28: 78.32%2026-09-01: 75.56%2026-09-02: 75.39%2026-09-03: 65.51%2026-09-04: 86.45%2026-09-08: 78.31%2026-09-14: 125.47%2026-09-17: 183.16%2026-09-18: 78.50%2026-09-21: 89.79%2026-09-22: 75.23%2026-10-09: 62.94%2026-10-12: 56.56%2026-10-13: 70.35%2026-10-14: 73.33%2026-10-16: 54.66%2026-10-19: 55.72%2026-10-20: 60.55%2026-10-28: 67.63%2026-10-29: 58.63%2026-10-30: 63.42%Aug 19Sep 17Oct 30
27 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
108.40%
68.17%
76.60%
74.60%
77.06%
69.24%
78.32%
75.56%
75.39%
65.51%
86.45%
78.31%
125.47%
183.16%
78.50%
89.79%
75.23%
62.94%
56.56%
70.35%
73.33%
54.66%
55.72%
60.55%
67.63%
58.63%
63.42%