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BellRing Brands, Inc. BRBR

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Market datapartial · fetched 2026-10-22T21:22:34.370Z

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 · 2026-10-22T20:10:00.002411525Z

FundamentalsAlpha Vantage · unavailable

Share price$9.73
1D+4.5%
AH$9.26$9.44$9.61$9.78$9.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRBR
Sold putSold callAH

BellRing Brands, Inc. options

Live interpolated BRBR call and put midpoint premiums by absolute delta.BellRing Brands, Inc.$0.01$2.19$4.37$6.56$8.74$6.25$7.85$9.45$11.06$12.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRBR spot · $9.73BRBR PRICE$0.24$0.34$0.44$0.54$0.64$0.73$0.83$0.99$1.17$1.35$1.53$1.71$1.88$0.38$0.51$0.65$0.78$0.92$1.06$1.27$1.67$2.06$2.46$2.86$3.89$8.11
PutsExpensive1.58×
CallsExpensive1.17×
SkewBearish+20.20 pp
Implied moveBearish±$2.10
TiltBearish36.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.4287.6%30.2%8.0291.8%21.4%
25Δ12.0387.6%27.2%8.3792.0%19.3%
30Δ11.6487.5%24.2%8.7292.2%17.1%
35Δ11.2587.5%21.1%9.0692.4%14.9%
40Δ10.8687.4%18.1%9.4192.6%12.7%
45Δ10.4787.4%15.1%9.7692.8%10.6%
50Δ10.0887.3%12.1%10.1594.0%8.7%
55Δ9.7685.7%10.5%10.6597.6%7.7%
60Δ9.4683.6%9.2%11.14101.2%6.7%
65Δ9.1581.5%7.9%11.64104.8%5.7%
70Δ8.8579.5%6.7%12.14108.5%4.7%
75Δ8.5577.4%5.4%13.24123.6%3.9%
80Δ8.2575.3%4.1%17.48174.5%3.7%

20Δ

Calls
Pseudo strike
12.42
IV
87.6%
B/E move
30.2%
Puts
Pseudo strike
8.02
IV
91.8%
B/E move
21.4%

25Δ

Calls
Pseudo strike
12.03
IV
87.6%
B/E move
27.2%
Puts
Pseudo strike
8.37
IV
92.0%
B/E move
19.3%

30Δ

Calls
Pseudo strike
11.64
IV
87.5%
B/E move
24.2%
Puts
Pseudo strike
8.72
IV
92.2%
B/E move
17.1%

35Δ

Calls
Pseudo strike
11.25
IV
87.5%
B/E move
21.1%
Puts
Pseudo strike
9.06
IV
92.4%
B/E move
14.9%

40Δ

Calls
Pseudo strike
10.86
IV
87.4%
B/E move
18.1%
Puts
Pseudo strike
9.41
IV
92.6%
B/E move
12.7%

45Δ

Calls
Pseudo strike
10.47
IV
87.4%
B/E move
15.1%
Puts
Pseudo strike
9.76
IV
92.8%
B/E move
10.6%

50Δ

Calls
Pseudo strike
10.08
IV
87.3%
B/E move
12.1%
Puts
Pseudo strike
10.15
IV
94.0%
B/E move
8.7%

55Δ

Calls
Pseudo strike
9.76
IV
85.7%
B/E move
10.5%
Puts
Pseudo strike
10.65
IV
97.6%
B/E move
7.7%

60Δ

Calls
Pseudo strike
9.46
IV
83.6%
B/E move
9.2%
Puts
Pseudo strike
11.14
IV
101.2%
B/E move
6.7%

65Δ

Calls
Pseudo strike
9.15
IV
81.5%
B/E move
7.9%
Puts
Pseudo strike
11.64
IV
104.8%
B/E move
5.7%

70Δ

Calls
Pseudo strike
8.85
IV
79.5%
B/E move
6.7%
Puts
Pseudo strike
12.14
IV
108.5%
B/E move
4.7%

75Δ

Calls
Pseudo strike
8.55
IV
77.4%
B/E move
5.4%
Puts
Pseudo strike
13.24
IV
123.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
8.25
IV
75.3%
B/E move
4.1%
Puts
Pseudo strike
17.48
IV
174.5%
B/E move
3.7%

Options history

BRBR76.2579.0181.762026-10-20: 76.63%2026-10-21: 81.38%Oct 20Oct 21
Table
DateIV
76.63%
81.38%