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Bellring Brands LLC BRBR

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T06:46:49.343Z

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 · 2026-10-21T23:00:00.002054757Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:46:48.833440+00:00

Share price$9.14
1D-3.4%
AH$8.89$9.06$9.23$9.41$9.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRBR
Sold putSold callAH

Bellring Brands LLC options

Live interpolated BRBR call and put midpoint premiums by absolute delta.Bellring Brands LLC$0.23$1.00$1.78$2.56$3.34$6.20$7.91$9.63$11.35$13.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRBR spot · $9.14BRBR PRICE$0.42$0.45$0.49$0.53$0.57$0.75$0.96$1.17$1.38$1.59$1.80$2.00$2.53$0.31$0.44$0.58$0.71$0.85$0.98$1.11$1.25$1.39$1.82$2.26$2.69$3.12
PutsExpensive1.24×
CallsExpensive1.79×
SkewBullish-38.03 pp
Implied moveBearish±$2.07
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.99218.0%145.2%7.6389.1%19.9%
25Δ19.12186.6%114.1%7.9388.4%18.1%
30Δ16.24155.1%83.0%8.2387.8%16.3%
35Δ13.36123.7%52.0%8.5287.2%14.5%
40Δ10.4892.2%20.9%8.8286.5%12.7%
45Δ9.7290.5%14.5%9.1285.9%10.9%
50Δ9.3894.8%13.1%9.4285.3%9.1%
55Δ9.0499.0%11.7%9.7184.7%7.3%
60Δ8.71103.3%10.3%10.0284.2%5.6%
65Δ8.37107.6%8.9%10.5386.6%4.8%
70Δ8.03111.8%7.5%11.0488.9%3.9%
75Δ7.69116.1%6.1%11.5491.3%3.1%
80Δ7.07135.2%5.1%12.0593.7%2.3%

20Δ

Calls
Pseudo strike
21.99
IV
218.0%
B/E move
145.2%
Puts
Pseudo strike
7.63
IV
89.1%
B/E move
19.9%

25Δ

Calls
Pseudo strike
19.12
IV
186.6%
B/E move
114.1%
Puts
Pseudo strike
7.93
IV
88.4%
B/E move
18.1%

30Δ

Calls
Pseudo strike
16.24
IV
155.1%
B/E move
83.0%
Puts
Pseudo strike
8.23
IV
87.8%
B/E move
16.3%

35Δ

Calls
Pseudo strike
13.36
IV
123.7%
B/E move
52.0%
Puts
Pseudo strike
8.52
IV
87.2%
B/E move
14.5%

40Δ

Calls
Pseudo strike
10.48
IV
92.2%
B/E move
20.9%
Puts
Pseudo strike
8.82
IV
86.5%
B/E move
12.7%

45Δ

Calls
Pseudo strike
9.72
IV
90.5%
B/E move
14.5%
Puts
Pseudo strike
9.12
IV
85.9%
B/E move
10.9%

50Δ

Calls
Pseudo strike
9.38
IV
94.8%
B/E move
13.1%
Puts
Pseudo strike
9.42
IV
85.3%
B/E move
9.1%

55Δ

Calls
Pseudo strike
9.04
IV
99.0%
B/E move
11.7%
Puts
Pseudo strike
9.71
IV
84.7%
B/E move
7.3%

60Δ

Calls
Pseudo strike
8.71
IV
103.3%
B/E move
10.3%
Puts
Pseudo strike
10.02
IV
84.2%
B/E move
5.6%

65Δ

Calls
Pseudo strike
8.37
IV
107.6%
B/E move
8.9%
Puts
Pseudo strike
10.53
IV
86.6%
B/E move
4.8%

70Δ

Calls
Pseudo strike
8.03
IV
111.8%
B/E move
7.5%
Puts
Pseudo strike
11.04
IV
88.9%
B/E move
3.9%

75Δ

Calls
Pseudo strike
7.69
IV
116.1%
B/E move
6.1%
Puts
Pseudo strike
11.54
IV
91.3%
B/E move
3.1%

80Δ

Calls
Pseudo strike
7.07
IV
135.2%
B/E move
5.1%
Puts
Pseudo strike
12.05
IV
93.7%
B/E move
2.3%

Options history

No recorded observations