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Brady Corporation BRC

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Market datapartial · fetched 2026-10-22T22:09:34.033Z

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 · 2026-10-22T20:10:00.001238604Z

FundamentalsAlpha Vantage · unavailable

Share price$82.65
1D+1.1%
AH$81.68$82.00$82.32$82.64$82.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRC
Sold putSold callAH

Brady Corporation options

Live interpolated BRC call and put midpoint premiums by absolute delta.Brady Corporation$1.71$3.76$5.81$7.86$9.91$70.40$76.69$82.97$89.25$95.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRC spot · $82.65BRC PRICE$2.45$2.45$2.45$2.46$2.47$2.65$2.98$3.32$3.65$3.99$4.46$5.44$6.42$2.31$2.12$1.93$1.96$2.46$2.97$3.47$3.97$4.61$5.56$6.51$7.45$9.32
PutsExpensive1.63×
CallsExpensive1.71×
SkewBullish-2.76 pp
Implied moveBearish±$6.45
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.41108.3%39.0%68.1289.7%20.4%
25Δ98.8578.8%22.6%72.5468.7%14.8%
30Δ92.3261.0%14.7%76.9747.7%9.2%
35Δ88.6649.3%10.2%80.3133.3%5.2%
40Δ86.1840.5%7.3%81.3133.4%4.6%
45Δ84.5135.5%5.5%82.3133.5%4.0%
50Δ83.5733.9%4.7%83.3133.6%3.4%
55Δ82.6232.3%4.0%84.3033.7%2.8%
60Δ81.6830.7%3.2%85.3833.9%2.3%
65Δ80.7429.1%2.5%86.6634.2%1.9%
70Δ79.7427.9%1.9%87.9334.6%1.5%
75Δ78.5128.4%1.6%89.2035.0%1.1%
80Δ77.2928.8%1.3%91.3437.5%0.8%

20Δ

Calls
Pseudo strike
112.41
IV
108.3%
B/E move
39.0%
Puts
Pseudo strike
68.12
IV
89.7%
B/E move
20.4%

25Δ

Calls
Pseudo strike
98.85
IV
78.8%
B/E move
22.6%
Puts
Pseudo strike
72.54
IV
68.7%
B/E move
14.8%

30Δ

Calls
Pseudo strike
92.32
IV
61.0%
B/E move
14.7%
Puts
Pseudo strike
76.97
IV
47.7%
B/E move
9.2%

35Δ

Calls
Pseudo strike
88.66
IV
49.3%
B/E move
10.2%
Puts
Pseudo strike
80.31
IV
33.3%
B/E move
5.2%

40Δ

Calls
Pseudo strike
86.18
IV
40.5%
B/E move
7.3%
Puts
Pseudo strike
81.31
IV
33.4%
B/E move
4.6%

45Δ

Calls
Pseudo strike
84.51
IV
35.5%
B/E move
5.5%
Puts
Pseudo strike
82.31
IV
33.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
83.57
IV
33.9%
B/E move
4.7%
Puts
Pseudo strike
83.31
IV
33.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
82.62
IV
32.3%
B/E move
4.0%
Puts
Pseudo strike
84.30
IV
33.7%
B/E move
2.8%

60Δ

Calls
Pseudo strike
81.68
IV
30.7%
B/E move
3.2%
Puts
Pseudo strike
85.38
IV
33.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
80.74
IV
29.1%
B/E move
2.5%
Puts
Pseudo strike
86.66
IV
34.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
79.74
IV
27.9%
B/E move
1.9%
Puts
Pseudo strike
87.93
IV
34.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
78.51
IV
28.4%
B/E move
1.6%
Puts
Pseudo strike
89.20
IV
35.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
77.29
IV
28.8%
B/E move
1.3%
Puts
Pseudo strike
91.34
IV
37.5%
B/E move
0.8%

Options history

BRC27.8728.0228.182026-10-20: 28.15%2026-10-21: 27.90%Oct 20Oct 21
Table
DateIV
28.15%
27.90%