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Barnes & Noble Education, Inc BNED

i

Market datapartial · fetched 2026-10-23T15:46:19.947Z

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 · 2026-10-23T15:44:25.213773332Z

FundamentalsAlpha Vantage · unavailable

Share price$13.68
1D-1.8%
$13.51$13.62$13.73$13.84$13.955:30 AM6:30 AM9:00 AM1:00 PMBNED
Sold putSold call

Barnes & Noble Education, Inc options

Live interpolated BNED call and put midpoint premiums by absolute delta.Barnes & Noble Education, Inc$0.20$0.86$1.52$2.19$2.85$10.05$11.70$13.34$14.99$16.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BNED spot · $13.68BNED PRICE$0.38$0.27$0.37$0.52$0.67$0.82$0.97$1.12$1.26$1.41$1.56$1.93$2.66$0.49$0.57$0.66$0.75$0.83$0.92$1.01$1.09$1.18$1.27$1.35$1.44
PutsExpensive1.84×
CallsExpensive1.25×
SkewBearish+17.39 pp
Implied moveBearish±$1.97
TiltBullish9.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.20101.5%35.8%10.51114.3%26.7%
25Δ15.4253.1%14.7%10.90107.8%24.5%
30Δ14.7846.7%10.8%11.29101.4%22.2%
35Δ14.5148.7%10.0%11.6994.9%20.0%
40Δ14.2550.6%9.1%12.0888.4%17.7%
45Δ13.9852.6%8.2%12.4882.0%15.5%
50Δ13.7254.6%7.4%12.8775.5%13.2%
55Δ13.4556.6%6.5%13.2769.1%11.0%
60Δ13.1958.6%5.7%13.6662.6%8.7%
65Δ12.9360.6%4.8%14.0556.1%6.5%
70Δ12.6662.6%4.0%14.4549.7%4.2%
75Δ12.1969.0%3.3%14.8443.2%2.0%
80Δ11.4082.3%2.8%

20Δ

Calls
Pseudo strike
18.20
IV
101.5%
B/E move
35.8%
Puts
Pseudo strike
10.51
IV
114.3%
B/E move
26.7%

25Δ

Calls
Pseudo strike
15.42
IV
53.1%
B/E move
14.7%
Puts
Pseudo strike
10.90
IV
107.8%
B/E move
24.5%

30Δ

Calls
Pseudo strike
14.78
IV
46.7%
B/E move
10.8%
Puts
Pseudo strike
11.29
IV
101.4%
B/E move
22.2%

35Δ

Calls
Pseudo strike
14.51
IV
48.7%
B/E move
10.0%
Puts
Pseudo strike
11.69
IV
94.9%
B/E move
20.0%

40Δ

Calls
Pseudo strike
14.25
IV
50.6%
B/E move
9.1%
Puts
Pseudo strike
12.08
IV
88.4%
B/E move
17.7%

45Δ

Calls
Pseudo strike
13.98
IV
52.6%
B/E move
8.2%
Puts
Pseudo strike
12.48
IV
82.0%
B/E move
15.5%

50Δ

Calls
Pseudo strike
13.72
IV
54.6%
B/E move
7.4%
Puts
Pseudo strike
12.87
IV
75.5%
B/E move
13.2%

55Δ

Calls
Pseudo strike
13.45
IV
56.6%
B/E move
6.5%
Puts
Pseudo strike
13.27
IV
69.1%
B/E move
11.0%

60Δ

Calls
Pseudo strike
13.19
IV
58.6%
B/E move
5.7%
Puts
Pseudo strike
13.66
IV
62.6%
B/E move
8.7%

65Δ

Calls
Pseudo strike
12.93
IV
60.6%
B/E move
4.8%
Puts
Pseudo strike
14.05
IV
56.1%
B/E move
6.5%

70Δ

Calls
Pseudo strike
12.66
IV
62.6%
B/E move
4.0%
Puts
Pseudo strike
14.45
IV
49.7%
B/E move
4.2%

75Δ

Calls
Pseudo strike
12.19
IV
69.0%
B/E move
3.3%
Puts
Pseudo strike
14.84
IV
43.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
11.40
IV
82.3%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

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