IntraAlpha
Create free account Start free

Bobs Discount Furniture, Inc. BOBS

i

Market dataready · fetched 2026-11-11T14:51:15.519Z

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 · 2026-11-11T14:50:41.221476046Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-11T14:51:14.947677+00:00

Share price$21.20
1D-0.4%
$21.03$21.10$21.17$21.24$21.315:30 AM6:30 AM9:00 AM1:00 PMBOBS
Sold putSold call

Bobs Discount Furniture, Inc. options

Live interpolated BOBS call and put midpoint premiums by absolute delta.Bobs Discount Furniture, Inc.$0.26$1.24$2.22$3.20$4.18$14.74$18.00$21.26$24.53$27.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BOBS spot · $21.20BOBS PRICE$0.46$0.58$0.77$0.95$1.14$1.33$1.51$1.70$0.36$0.47$0.57$0.79$1.01$1.23$1.46$1.68$1.90$2.27$2.82$3.36$3.90
PutsCheap0.85×
Calls——
Skew——
Implied moveBearish±$2.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.0079.9%12.1%
25Δ19.4981.6%10.3%
30Δ22.9478.8%10.4%19.9783.4%8.5%
35Δ22.3173.4%8.0%20.3685.0%7.6%
40Δ21.9775.6%7.3%20.7586.6%6.9%
45Δ21.6377.8%6.5%21.1488.2%6.1%
50Δ21.2980.0%5.8%21.5289.9%5.3%
55Δ20.9582.3%5.1%21.9191.5%4.6%
60Δ20.6184.5%4.4%22.2993.1%3.8%
65Δ20.2786.7%3.7%22.8095.3%3.2%
70Δ23.4598.3%2.6%
75Δ24.11101.3%2.1%
80Δ24.76104.2%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.00
IV
79.9%
B/E move
12.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.49
IV
81.6%
B/E move
10.3%

30Δ

Calls
Pseudo strike
22.94
IV
78.8%
B/E move
10.4%
Puts
Pseudo strike
19.97
IV
83.4%
B/E move
8.5%

35Δ

Calls
Pseudo strike
22.31
IV
73.4%
B/E move
8.0%
Puts
Pseudo strike
20.36
IV
85.0%
B/E move
7.6%

40Δ

Calls
Pseudo strike
21.97
IV
75.6%
B/E move
7.3%
Puts
Pseudo strike
20.75
IV
86.6%
B/E move
6.9%

45Δ

Calls
Pseudo strike
21.63
IV
77.8%
B/E move
6.5%
Puts
Pseudo strike
21.14
IV
88.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
21.29
IV
80.0%
B/E move
5.8%
Puts
Pseudo strike
21.52
IV
89.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
20.95
IV
82.3%
B/E move
5.1%
Puts
Pseudo strike
21.91
IV
91.5%
B/E move
4.6%

60Δ

Calls
Pseudo strike
20.61
IV
84.5%
B/E move
4.4%
Puts
Pseudo strike
22.29
IV
93.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
20.27
IV
86.7%
B/E move
3.7%
Puts
Pseudo strike
22.80
IV
95.3%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.45
IV
98.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.11
IV
101.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.76
IV
104.2%
B/E move
1.6%

Options history

IV · four-Friday blend83.38%
Daily close
BOBS63.7%96.1%128.5%2026-08-21: 76.21%2026-08-24: 68.97%2026-08-25: 75.42%2026-08-26: 75.67%2026-08-27: 68.16%2026-08-28: 70.64%2026-08-31: 71.97%2026-09-01: 75.77%2026-09-02: 72.66%2026-09-04: 77.29%2026-09-08: 75.61%2026-09-16: 107.85%2026-09-18: 79.67%2026-09-21: 76.63%2026-09-22: 78.80%2026-09-24: 84.61%2026-09-25: 83.52%2026-09-29: 88.35%2026-09-30: 78.94%2026-10-01: 74.61%2026-10-02: 77.75%2026-10-07: 80.65%2026-10-14: 124.05%2026-10-16: 78.04%2026-10-19: 84.77%2026-10-20: 83.13%2026-10-21: 82.01%2026-10-22: 84.19%2026-10-23: 75.92%2026-10-26: 77.30%2026-10-27: 80.00%2026-10-28: 89.58%2026-10-29: 85.40%2026-10-30: 83.38%Aug 21Sep 25Oct 30
34 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
76.21%
68.97%
75.42%
75.67%
68.16%
70.64%
71.97%
75.77%
72.66%
77.29%
75.61%
107.85%
79.67%
76.63%
78.80%
84.61%
83.52%
88.35%
78.94%
74.61%
77.75%
80.65%
124.05%
78.04%
84.77%
83.13%
82.01%
84.19%
75.92%
77.30%
80.00%
89.58%
85.40%
83.38%