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Brady Corporation BRC

INDUSTRIALS · SECURITY & PROTECTION SERVICES
i

Market dataready · fetched 2026-11-12T02:04:37.346Z

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 · 2026-11-12T00:00:00.003277556Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-12T02:02:23.648545+00:00

Share price$82.40
1D+3.4%
AH$79$80$81$83$845:30 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$1.61$3.11$4.61$6.11$7.61$75.43$80.33$85.23$90.13$95.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BRC spot · $82.40BRC PRICE$2.45$2.45$2.45$2.45$2.45$2.72$3.07$3.41$3.76$4.10$5.07$6.12$7.18$2.45$2.45$1.77$2.11$2.44$2.77$3.11$3.44$3.77$4.39$5.03$5.67
Puts——
CallsExpensive2.24×
Skew——
Implied moveBullish±$5.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.91197.2%38.8%68.49160.6%19.9%
25Δ99.01145.4%23.1%73.81119.9%13.4%
30Δ91.81110.9%14.4%
35Δ88.2389.8%10.0%80.0656.0%5.0%
40Δ85.5572.4%6.8%80.8754.1%4.4%
45Δ84.1966.4%5.5%81.6852.2%3.8%
50Δ83.1863.4%4.7%82.4950.3%3.3%
55Δ82.1660.3%3.9%83.3148.4%2.7%
60Δ81.1557.3%3.0%84.1246.5%2.1%
65Δ80.1354.2%2.2%84.9344.6%1.5%
70Δ78.8555.8%1.8%85.7742.7%1.2%
75Δ77.5358.1%1.5%86.6140.8%1.0%
80Δ76.2160.3%1.2%87.4638.8%0.7%

20Δ

Calls
Pseudo strike
111.91
IV
197.2%
B/E move
38.8%
Puts
Pseudo strike
68.49
IV
160.6%
B/E move
19.9%

25Δ

Calls
Pseudo strike
99.01
IV
145.4%
B/E move
23.1%
Puts
Pseudo strike
73.81
IV
119.9%
B/E move
13.4%

30Δ

Calls
Pseudo strike
91.81
IV
110.9%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
88.23
IV
89.8%
B/E move
10.0%
Puts
Pseudo strike
80.06
IV
56.0%
B/E move
5.0%

40Δ

Calls
Pseudo strike
85.55
IV
72.4%
B/E move
6.8%
Puts
Pseudo strike
80.87
IV
54.1%
B/E move
4.4%

45Δ

Calls
Pseudo strike
84.19
IV
66.4%
B/E move
5.5%
Puts
Pseudo strike
81.68
IV
52.2%
B/E move
3.8%

50Δ

Calls
Pseudo strike
83.18
IV
63.4%
B/E move
4.7%
Puts
Pseudo strike
82.49
IV
50.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
82.16
IV
60.3%
B/E move
3.9%
Puts
Pseudo strike
83.31
IV
48.4%
B/E move
2.7%

60Δ

Calls
Pseudo strike
81.15
IV
57.3%
B/E move
3.0%
Puts
Pseudo strike
84.12
IV
46.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
80.13
IV
54.2%
B/E move
2.2%
Puts
Pseudo strike
84.93
IV
44.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
78.85
IV
55.8%
B/E move
1.8%
Puts
Pseudo strike
85.77
IV
42.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
77.53
IV
58.1%
B/E move
1.5%
Puts
Pseudo strike
86.61
IV
40.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
76.21
IV
60.3%
B/E move
1.2%
Puts
Pseudo strike
87.46
IV
38.8%
B/E move
0.7%

Options history

IV · four-Friday blend30.34%
Daily close
BRC25.6%37.8%50.0%2026-08-13: 31.21%2026-08-21: 29.37%2026-08-24: 30.07%2026-08-25: 30.11%2026-08-26: 28.98%2026-08-27: 29.45%2026-08-28: 30.96%2026-08-31: 31.36%2026-09-01: 31.85%2026-09-02: 34.01%2026-09-03: 27.60%2026-09-04: 29.21%2026-09-08: 31.22%2026-09-09: 34.07%2026-09-10: 33.54%2026-09-16: 46.15%2026-09-17: 32.03%2026-09-18: 27.63%2026-09-21: 28.09%2026-09-22: 28.49%2026-09-23: 28.98%2026-09-24: 29.49%2026-09-29: 30.09%2026-09-30: 30.36%2026-10-01: 30.17%2026-10-02: 27.27%2026-10-05: 32.53%2026-10-06: 32.75%2026-10-07: 32.18%2026-10-08: 32.31%2026-10-09: 34.68%2026-10-12: 38.49%2026-10-13: 41.29%2026-10-14: 48.32%2026-10-16: 28.53%2026-10-19: 28.59%2026-10-20: 28.15%2026-10-21: 27.94%2026-10-22: 28.68%2026-10-23: 29.52%2026-10-26: 29.80%2026-10-27: 30.17%2026-10-28: 30.16%2026-10-29: 28.42%2026-10-30: 30.34%Aug 13Sep 29Oct 30
45 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.21%
29.37%
30.07%
30.11%
28.98%
29.45%
30.96%
31.36%
31.85%
34.01%
27.60%
29.21%
31.22%
34.07%
33.54%
46.15%
32.03%
27.63%
28.09%
28.49%
28.98%
29.49%
30.09%
30.36%
30.17%
27.27%
32.53%
32.75%
32.18%
32.31%
34.68%
38.49%
41.29%
48.32%
28.53%
28.59%
28.15%
27.94%
28.68%
29.52%
29.80%
30.17%
30.16%
28.42%
30.34%