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Boot Barn Holdings, Inc. BOOT

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Market dataready · fetched 2026-11-12T02:45:42.298Z

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 · 2026-11-12T00:00:00.003167222Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T02:45:41.822549+00:00

Share price$135.49
1D+0.2%
AH$132$133$134$135$1365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOOT
Sold putSold callAH

Boot Barn Holdings, Inc. options

Live interpolated BOOT call and put midpoint premiums by absolute delta.Boot Barn Holdings, Inc.$1.21$4.45$7.69$10.92$14.16$119.98$127.52$135.06$142.60$150.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BOOT spot · $135.49BOOT PRICE$1.60$1.74$2.21$2.68$3.19$3.73$4.28$4.93$5.92$6.92$7.91$9.10$10.29$1.56$2.05$2.53$3.15$3.80$4.45$5.41$6.46$7.51$8.81$10.17$11.57$13.23
PutsExpensive1.13×
CallsFair1.00×
SkewBearish+4.24 pp
Implied moveBearish±$9.68
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.9372.0%11.8%125.3962.6%8.6%
25Δ144.7257.2%8.1%127.5461.0%7.4%
30Δ142.8156.5%7.0%129.6859.3%6.2%
35Δ140.9055.7%6.0%131.3858.7%5.4%
40Δ139.2054.8%5.1%133.0058.4%4.6%
45Δ137.6953.7%4.4%134.6258.0%3.9%
50Δ136.1752.6%3.7%136.2858.8%3.4%
55Δ134.6552.0%3.0%137.9559.9%3.0%
60Δ133.1253.2%2.6%139.6361.0%2.5%
65Δ131.5954.3%2.2%141.4961.2%2.1%
70Δ130.0655.4%1.8%143.4061.2%1.7%
75Δ128.3854.4%1.5%145.3560.8%1.3%
80Δ126.7053.2%1.1%147.4759.1%0.9%

20Δ

Calls
Pseudo strike
149.93
IV
72.0%
B/E move
11.8%
Puts
Pseudo strike
125.39
IV
62.6%
B/E move
8.6%

25Δ

Calls
Pseudo strike
144.72
IV
57.2%
B/E move
8.1%
Puts
Pseudo strike
127.54
IV
61.0%
B/E move
7.4%

30Δ

Calls
Pseudo strike
142.81
IV
56.5%
B/E move
7.0%
Puts
Pseudo strike
129.68
IV
59.3%
B/E move
6.2%

35Δ

Calls
Pseudo strike
140.90
IV
55.7%
B/E move
6.0%
Puts
Pseudo strike
131.38
IV
58.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
139.20
IV
54.8%
B/E move
5.1%
Puts
Pseudo strike
133.00
IV
58.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
137.69
IV
53.7%
B/E move
4.4%
Puts
Pseudo strike
134.62
IV
58.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
136.17
IV
52.6%
B/E move
3.7%
Puts
Pseudo strike
136.28
IV
58.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
134.65
IV
52.0%
B/E move
3.0%
Puts
Pseudo strike
137.95
IV
59.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
133.12
IV
53.2%
B/E move
2.6%
Puts
Pseudo strike
139.63
IV
61.0%
B/E move
2.5%

65Δ

Calls
Pseudo strike
131.59
IV
54.3%
B/E move
2.2%
Puts
Pseudo strike
141.49
IV
61.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
130.06
IV
55.4%
B/E move
1.8%
Puts
Pseudo strike
143.40
IV
61.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
128.38
IV
54.4%
B/E move
1.5%
Puts
Pseudo strike
145.35
IV
60.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
126.70
IV
53.2%
B/E move
1.1%
Puts
Pseudo strike
147.47
IV
59.1%
B/E move
0.9%

Options history

IV · four-Friday blend51.32%
Daily close
BOOT45.1%53.7%62.3%2026-08-13: 49.15%2026-08-14: 48.28%2026-08-17: 50.35%2026-08-18: 50.08%2026-08-19: 50.17%2026-08-20: 49.93%2026-08-21: 47.39%2026-08-24: 47.99%2026-08-25: 48.04%2026-08-26: 47.77%2026-08-27: 46.75%2026-08-28: 46.54%2026-08-31: 46.31%2026-09-01: 47.44%2026-09-02: 46.84%2026-09-03: 46.56%2026-09-04: 47.19%2026-09-08: 49.26%2026-09-09: 50.03%2026-09-10: 49.98%2026-09-11: 48.96%2026-09-14: 50.97%2026-09-15: 54.91%2026-09-16: 55.82%2026-09-18: 52.66%2026-09-21: 52.74%2026-09-22: 52.39%2026-09-23: 52.69%2026-09-24: 53.23%2026-09-25: 51.98%2026-09-28: 53.07%2026-09-29: 53.37%2026-09-30: 53.97%2026-10-01: 52.60%2026-10-02: 52.19%2026-10-05: 52.08%2026-10-06: 53.33%2026-10-07: 52.72%2026-10-08: 53.04%2026-10-09: 52.26%2026-10-12: 53.86%2026-10-13: 57.49%2026-10-14: 59.77%2026-10-15: 61.16%2026-10-16: 54.54%2026-10-19: 54.67%2026-10-20: 55.53%2026-10-21: 55.41%2026-10-22: 57.19%2026-10-23: 57.55%2026-10-26: 57.88%2026-10-27: 58.62%2026-10-28: 59.61%2026-10-29: 49.57%2026-10-30: 51.32%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
49.15%
48.28%
50.35%
50.08%
50.17%
49.93%
47.39%
47.99%
48.04%
47.77%
46.75%
46.54%
46.31%
47.44%
46.84%
46.56%
47.19%
49.26%
50.03%
49.98%
48.96%
50.97%
54.91%
55.82%
52.66%
52.74%
52.39%
52.69%
53.23%
51.98%
53.07%
53.37%
53.97%
52.60%
52.19%
52.08%
53.33%
52.72%
53.04%
52.26%
53.86%
57.49%
59.77%
61.16%
54.54%
54.67%
55.53%
55.41%
57.19%
57.55%
57.88%
58.62%
59.61%
49.57%
51.32%