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BellRing Brands, Inc. BRBR

i

Market dataready · fetched 2026-11-11T15:47:10.410Z

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 · 2026-11-11T15:46:55.673347727Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T15:47:09.904230+00:00

Share price$10.02
1D-0.3%
$9.97$10.02$10.07$10.11$10.165:30 AM6:30 AM9:00 AM1:00 PMBRBR
Sold putSold call

BellRing Brands, Inc. options

Live interpolated BRBR call and put midpoint premiums by absolute delta.BellRing Brands, Inc.$0.17$0.76$1.36$1.95$2.54$7.21$8.70$10.18$11.67$13.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRBR spot · $10.02BRBR PRICE$0.23$0.34$0.46$0.57$0.68$0.79$0.90$1.01$1.27$1.54$1.82$2.09$2.37$0.35$0.45$0.56$0.66$0.77$0.87$1.09$1.30$1.52$1.73$1.94$2.16$2.37
PutsExpensive1.84×
CallsExpensive1.70×
SkewBullish-20.71 pp
Implied moveBearish±$1.99
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.48145.2%26.8%8.18158.3%21.8%
25Δ12.13147.5%24.5%8.54155.1%19.3%
30Δ11.78149.8%22.1%8.91151.9%16.7%
35Δ11.43152.1%19.7%9.27148.7%14.1%
40Δ11.08154.4%17.4%9.63145.5%11.5%
45Δ10.73156.7%15.0%10.00142.3%8.9%
50Δ10.38159.1%12.6%10.31139.6%8.0%
55Δ10.04161.4%10.3%10.62136.9%7.0%
60Δ9.64165.2%8.9%10.93134.3%6.1%
65Δ9.25169.2%7.7%11.24131.6%5.1%
70Δ8.85173.2%6.5%11.55129.0%4.1%
75Δ8.45177.2%5.2%11.86126.3%3.2%
80Δ8.06181.3%4.0%12.17123.7%2.2%

20Δ

Calls
Pseudo strike
12.48
IV
145.2%
B/E move
26.8%
Puts
Pseudo strike
8.18
IV
158.3%
B/E move
21.8%

25Δ

Calls
Pseudo strike
12.13
IV
147.5%
B/E move
24.5%
Puts
Pseudo strike
8.54
IV
155.1%
B/E move
19.3%

30Δ

Calls
Pseudo strike
11.78
IV
149.8%
B/E move
22.1%
Puts
Pseudo strike
8.91
IV
151.9%
B/E move
16.7%

35Δ

Calls
Pseudo strike
11.43
IV
152.1%
B/E move
19.7%
Puts
Pseudo strike
9.27
IV
148.7%
B/E move
14.1%

40Δ

Calls
Pseudo strike
11.08
IV
154.4%
B/E move
17.4%
Puts
Pseudo strike
9.63
IV
145.5%
B/E move
11.5%

45Δ

Calls
Pseudo strike
10.73
IV
156.7%
B/E move
15.0%
Puts
Pseudo strike
10.00
IV
142.3%
B/E move
8.9%

50Δ

Calls
Pseudo strike
10.38
IV
159.1%
B/E move
12.6%
Puts
Pseudo strike
10.31
IV
139.6%
B/E move
8.0%

55Δ

Calls
Pseudo strike
10.04
IV
161.4%
B/E move
10.3%
Puts
Pseudo strike
10.62
IV
136.9%
B/E move
7.0%

60Δ

Calls
Pseudo strike
9.64
IV
165.2%
B/E move
8.9%
Puts
Pseudo strike
10.93
IV
134.3%
B/E move
6.1%

65Δ

Calls
Pseudo strike
9.25
IV
169.2%
B/E move
7.7%
Puts
Pseudo strike
11.24
IV
131.6%
B/E move
5.1%

70Δ

Calls
Pseudo strike
8.85
IV
173.2%
B/E move
6.5%
Puts
Pseudo strike
11.55
IV
129.0%
B/E move
4.1%

75Δ

Calls
Pseudo strike
8.45
IV
177.2%
B/E move
5.2%
Puts
Pseudo strike
11.86
IV
126.3%
B/E move
3.2%

80Δ

Calls
Pseudo strike
8.06
IV
181.3%
B/E move
4.0%
Puts
Pseudo strike
12.17
IV
123.7%
B/E move
2.2%

Options history

IV · four-Friday blend82.68%
Daily EOD
BRBR74.0%79.8%85.5%2026-10-19: 78.47%2026-10-20: 76.63%2026-10-21: 81.38%2026-10-22: 84.71%2026-10-23: 74.84%2026-10-26: 80.96%2026-10-27: 81.92%2026-10-28: 80.76%2026-10-30: 82.68%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.47%
76.63%
81.38%
84.71%
74.84%
80.96%
81.92%
80.76%
82.68%