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Black Rock Coffee Bar, Inc. Class A Common Stock BRCB

i

Market dataready · fetched 2026-11-06T19:50:57.489Z

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 · 2026-11-06T19:49:44.769974205Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T19:44:27.086013+00:00

Share price$11.30
1D+8.7%
$10.29$10.68$11.08$11.47$11.865:30 AM6:30 AM9:00 AM1:00 PMBRCB
Sold putSold call

Black Rock Coffee Bar, Inc. Class A Common Stock options

Live interpolated BRCB call and put midpoint premiums by absolute delta.Black Rock Coffee Bar, Inc. Class A Common Stock$0.10$1.52$2.94$4.36$5.78$7.43$9.19$10.94$12.70$14.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRCB spot · $11.30BRCB PRICE$0.25$0.33$0.40$0.49$0.66$0.82$0.99$1.16$1.33$1.50$1.67$1.92$2.43$0.39$0.41$0.67$0.93$1.18$1.44$1.70$1.95$2.36$2.88$3.41$3.94$5.38
PutsExpensive1.80×
CallsExpensive1.16×
SkewBearish+32.15 pp
Implied moveBearish±$2.69
TiltBearish31.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.99103.2%26.0%9.04153.8%23.5%
25Δ13.48103.0%22.2%10.02110.2%15.0%
30Δ12.97102.8%18.4%10.40116.6%13.9%
35Δ12.48102.8%14.7%10.79123.1%12.7%
40Δ12.16105.3%13.4%11.17129.6%11.6%
45Δ11.84107.7%12.1%11.55136.1%10.5%
50Δ11.52110.1%10.8%11.94142.5%9.4%
55Δ11.20112.6%9.4%12.32149.0%8.3%
60Δ10.88115.0%8.1%12.85153.5%7.2%
65Δ10.56117.5%6.8%13.50156.2%6.1%
70Δ10.24119.9%5.4%14.15158.9%5.0%
75Δ9.86123.2%4.2%14.80161.6%3.9%
80Δ9.25128.9%3.4%16.33179.1%3.1%

20Δ

Calls
Pseudo strike
13.99
IV
103.2%
B/E move
26.0%
Puts
Pseudo strike
9.04
IV
153.8%
B/E move
23.5%

25Δ

Calls
Pseudo strike
13.48
IV
103.0%
B/E move
22.2%
Puts
Pseudo strike
10.02
IV
110.2%
B/E move
15.0%

30Δ

Calls
Pseudo strike
12.97
IV
102.8%
B/E move
18.4%
Puts
Pseudo strike
10.40
IV
116.6%
B/E move
13.9%

35Δ

Calls
Pseudo strike
12.48
IV
102.8%
B/E move
14.7%
Puts
Pseudo strike
10.79
IV
123.1%
B/E move
12.7%

40Δ

Calls
Pseudo strike
12.16
IV
105.3%
B/E move
13.4%
Puts
Pseudo strike
11.17
IV
129.6%
B/E move
11.6%

45Δ

Calls
Pseudo strike
11.84
IV
107.7%
B/E move
12.1%
Puts
Pseudo strike
11.55
IV
136.1%
B/E move
10.5%

50Δ

Calls
Pseudo strike
11.52
IV
110.1%
B/E move
10.8%
Puts
Pseudo strike
11.94
IV
142.5%
B/E move
9.4%

55Δ

Calls
Pseudo strike
11.20
IV
112.6%
B/E move
9.4%
Puts
Pseudo strike
12.32
IV
149.0%
B/E move
8.3%

60Δ

Calls
Pseudo strike
10.88
IV
115.0%
B/E move
8.1%
Puts
Pseudo strike
12.85
IV
153.5%
B/E move
7.2%

65Δ

Calls
Pseudo strike
10.56
IV
117.5%
B/E move
6.8%
Puts
Pseudo strike
13.50
IV
156.2%
B/E move
6.1%

70Δ

Calls
Pseudo strike
10.24
IV
119.9%
B/E move
5.4%
Puts
Pseudo strike
14.15
IV
158.9%
B/E move
5.0%

75Δ

Calls
Pseudo strike
9.86
IV
123.2%
B/E move
4.2%
Puts
Pseudo strike
14.80
IV
161.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
9.25
IV
128.9%
B/E move
3.4%
Puts
Pseudo strike
16.33
IV
179.1%
B/E move
3.1%

Options history

IV · four-Friday blend92.31%
Daily close
BRCB78.0%94.5%111.0%2026-08-10: 108.72%2026-08-25: 82.95%2026-08-27: 86.06%2026-09-02: 86.58%2026-09-03: 83.66%2026-09-18: 87.02%2026-09-21: 86.13%2026-09-22: 84.83%2026-09-24: 83.11%2026-09-25: 87.42%2026-09-28: 85.40%2026-09-29: 89.63%2026-09-30: 89.44%2026-10-09: 95.73%2026-10-16: 85.55%2026-10-19: 91.57%2026-10-20: 94.46%2026-10-21: 80.30%2026-10-22: 94.74%2026-10-23: 86.01%2026-10-26: 92.16%2026-10-27: 94.42%2026-10-28: 94.42%2026-10-29: 89.60%2026-10-30: 92.31%Aug 10Sep 30Oct 30
25 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
108.72%
82.95%
86.06%
86.58%
83.66%
87.02%
86.13%
84.83%
83.11%
87.42%
85.40%
89.63%
89.44%
95.73%
85.55%
91.57%
94.46%
80.30%
94.74%
86.01%
92.16%
94.42%
94.42%
89.60%
92.31%