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BellRing Brands, Inc. BRBR

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Market datapartial · fetched 2026-10-22T16:31:43.220Z

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 · 2026-10-22T16:31:33.304768553Z

FundamentalsAlpha Vantage · unavailable

Share price$9.79
1D+5.0%
$9.26$9.44$9.61$9.78$9.965:30 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.$0.00$5.40$10.80$16.19$21.59$5.76$7.53$9.31$11.09$12.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRBR spot · $9.79BRBR PRICE$0.29$0.35$0.45$0.55$0.65$0.76$0.86$0.99$1.15$1.31$1.47$1.62$1.78$0.39$0.53$0.66$0.79$0.92$1.06$1.34$1.79$2.25$2.70$3.15$5.01$20.01
PutsExpensive1.72×
CallsExpensive1.21×
SkewBearish+34.21 pp
Implied moveBearish±$2.20
TiltBearish53.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.95121.1%55.8%7.91103.3%23.2%
25Δ12.2092.3%28.3%8.29101.4%20.7%
30Δ11.8091.7%25.2%8.6799.6%18.1%
35Δ11.3991.2%22.0%9.0597.7%15.6%
40Δ10.9890.6%18.9%9.4295.9%13.1%
45Δ10.5890.1%15.8%9.8094.0%10.6%
50Δ10.1789.5%12.7%10.2696.0%8.8%
55Δ9.8486.9%10.7%10.81102.0%7.9%
60Δ9.5682.8%9.5%11.35108.1%7.0%
65Δ9.2878.7%8.2%11.90114.1%6.0%
70Δ9.0174.5%7.0%12.44120.2%5.1%
75Δ8.7370.4%5.8%14.35148.4%4.6%
80Δ8.4566.3%4.6%29.28290.3%5.3%

20Δ

Calls
Pseudo strike
14.95
IV
121.1%
B/E move
55.8%
Puts
Pseudo strike
7.91
IV
103.3%
B/E move
23.2%

25Δ

Calls
Pseudo strike
12.20
IV
92.3%
B/E move
28.3%
Puts
Pseudo strike
8.29
IV
101.4%
B/E move
20.7%

30Δ

Calls
Pseudo strike
11.80
IV
91.7%
B/E move
25.2%
Puts
Pseudo strike
8.67
IV
99.6%
B/E move
18.1%

35Δ

Calls
Pseudo strike
11.39
IV
91.2%
B/E move
22.0%
Puts
Pseudo strike
9.05
IV
97.7%
B/E move
15.6%

40Δ

Calls
Pseudo strike
10.98
IV
90.6%
B/E move
18.9%
Puts
Pseudo strike
9.42
IV
95.9%
B/E move
13.1%

45Δ

Calls
Pseudo strike
10.58
IV
90.1%
B/E move
15.8%
Puts
Pseudo strike
9.80
IV
94.0%
B/E move
10.6%

50Δ

Calls
Pseudo strike
10.17
IV
89.5%
B/E move
12.7%
Puts
Pseudo strike
10.26
IV
96.0%
B/E move
8.8%

55Δ

Calls
Pseudo strike
9.84
IV
86.9%
B/E move
10.7%
Puts
Pseudo strike
10.81
IV
102.0%
B/E move
7.9%

60Δ

Calls
Pseudo strike
9.56
IV
82.8%
B/E move
9.5%
Puts
Pseudo strike
11.35
IV
108.1%
B/E move
7.0%

65Δ

Calls
Pseudo strike
9.28
IV
78.7%
B/E move
8.2%
Puts
Pseudo strike
11.90
IV
114.1%
B/E move
6.0%

70Δ

Calls
Pseudo strike
9.01
IV
74.5%
B/E move
7.0%
Puts
Pseudo strike
12.44
IV
120.2%
B/E move
5.1%

75Δ

Calls
Pseudo strike
8.73
IV
70.4%
B/E move
5.8%
Puts
Pseudo strike
14.35
IV
148.4%
B/E move
4.6%

80Δ

Calls
Pseudo strike
8.45
IV
66.3%
B/E move
4.6%
Puts
Pseudo strike
29.28
IV
290.3%
B/E move
5.3%

Options history

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