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BellRing Brands, Inc. BRBR

i

Market dataready · fetched 2026-11-11T16:01:38.811Z

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 · 2026-11-11T16:01:05.009714948Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T16:01:38.272348+00:00

Share price$9.99
1D-0.5%
$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$0.77$1.38$1.98$2.58$7.23$8.72$10.20$11.69$13.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRBR spot · $9.99BRBR PRICE$0.23$0.35$0.46$0.57$0.68$0.80$0.91$1.02$1.30$1.57$1.85$2.13$2.41$0.34$0.45$0.55$0.65$0.76$0.86$1.05$1.26$1.47$1.67$1.88$2.08$2.29
PutsExpensive1.80×
CallsExpensive1.73×
SkewBullish-26.76 pp
Implied moveBearish±$1.96
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.47146.6%27.2%8.16157.1%21.7%
25Δ12.12149.1%24.8%8.52153.8%19.2%
30Δ11.77151.6%22.4%8.88150.4%16.6%
35Δ11.42154.1%20.0%9.24147.1%14.1%
40Δ11.06156.7%17.6%9.60143.8%11.5%
45Δ10.71159.2%15.2%9.95140.5%9.0%
50Δ10.36161.7%12.8%10.26137.4%7.9%
55Δ10.01164.2%10.4%10.56134.3%6.9%
60Δ9.61169.0%9.1%10.86131.2%6.0%
65Δ9.20173.9%7.9%11.15128.1%5.1%
70Δ8.80178.8%6.6%11.45125.0%4.2%
75Δ8.40183.7%5.4%11.75121.9%3.2%
80Δ7.99188.6%4.1%12.05118.8%2.3%

20Δ

Calls
Pseudo strike
12.47
IV
146.6%
B/E move
27.2%
Puts
Pseudo strike
8.16
IV
157.1%
B/E move
21.7%

25Δ

Calls
Pseudo strike
12.12
IV
149.1%
B/E move
24.8%
Puts
Pseudo strike
8.52
IV
153.8%
B/E move
19.2%

30Δ

Calls
Pseudo strike
11.77
IV
151.6%
B/E move
22.4%
Puts
Pseudo strike
8.88
IV
150.4%
B/E move
16.6%

35Δ

Calls
Pseudo strike
11.42
IV
154.1%
B/E move
20.0%
Puts
Pseudo strike
9.24
IV
147.1%
B/E move
14.1%

40Δ

Calls
Pseudo strike
11.06
IV
156.7%
B/E move
17.6%
Puts
Pseudo strike
9.60
IV
143.8%
B/E move
11.5%

45Δ

Calls
Pseudo strike
10.71
IV
159.2%
B/E move
15.2%
Puts
Pseudo strike
9.95
IV
140.5%
B/E move
9.0%

50Δ

Calls
Pseudo strike
10.36
IV
161.7%
B/E move
12.8%
Puts
Pseudo strike
10.26
IV
137.4%
B/E move
7.9%

55Δ

Calls
Pseudo strike
10.01
IV
164.2%
B/E move
10.4%
Puts
Pseudo strike
10.56
IV
134.3%
B/E move
6.9%

60Δ

Calls
Pseudo strike
9.61
IV
169.0%
B/E move
9.1%
Puts
Pseudo strike
10.86
IV
131.2%
B/E move
6.0%

65Δ

Calls
Pseudo strike
9.20
IV
173.9%
B/E move
7.9%
Puts
Pseudo strike
11.15
IV
128.1%
B/E move
5.1%

70Δ

Calls
Pseudo strike
8.80
IV
178.8%
B/E move
6.6%
Puts
Pseudo strike
11.45
IV
125.0%
B/E move
4.2%

75Δ

Calls
Pseudo strike
8.40
IV
183.7%
B/E move
5.4%
Puts
Pseudo strike
11.75
IV
121.9%
B/E move
3.2%

80Δ

Calls
Pseudo strike
7.99
IV
188.6%
B/E move
4.1%
Puts
Pseudo strike
12.05
IV
118.8%
B/E move
2.3%

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%