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

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-15T20:04:26.907Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.750736848Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:25.842702+00:00

Share price$8.27
1D+11.5%
AH$7.24$7.52$7.80$8.07$8.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRCB
Sold putSold callAH

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$0.00$1.44$2.87$4.31$5.75$-129.15$-90.96$-52.76$-14.56$23.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $8.27OPTION PRICELive BRCB spot · $8.27BRCB PRICE$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.38$0.38$0.44$0.76$1.08$1.40$1.73$2.05$2.37$2.99$3.71$4.44$5.32
PutsExpensive15.50×
CallsCheap-210.34×
SkewBearish+29023.81 pp
Implied moveBearish±$1.73
TiltBearish99.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ-61.66-5815.0%845.5%6.43583.7%26.7%
25Δ-105.24-9576.5%1372.5%7.03494.5%19.6%
30Δ-148.83-13338.0%1899.6%7.58433.1%13.7%
35Δ-192.42-17099.5%2426.7%7.96484.3%12.9%
40Δ-236.01-20861.0%2953.8%8.35535.5%12.1%
45Δ-279.60-24622.5%3480.8%8.74586.7%11.3%
50Δ-323.19-28384.0%4007.9%9.13637.9%10.5%
55Δ-366.78-32145.5%4535.0%9.52689.1%9.7%
60Δ-410.37-35907.0%5062.1%9.90740.3%8.9%
65Δ-453.96-39668.5%5589.1%10.55763.5%8.6%
70Δ-497.54-43430.0%6116.2%11.29777.3%8.4%
75Δ-541.13-47191.5%6643.3%12.03791.1%8.2%
80Δ-584.72-50953.0%7170.3%12.92800.0%8.1%

20Δ

Calls
Pseudo strike
-61.66
IV
-5815.0%
B/E move
845.5%
Puts
Pseudo strike
6.43
IV
583.7%
B/E move
26.7%

25Δ

Calls
Pseudo strike
-105.24
IV
-9576.5%
B/E move
1372.5%
Puts
Pseudo strike
7.03
IV
494.5%
B/E move
19.6%

30Δ

Calls
Pseudo strike
-148.83
IV
-13338.0%
B/E move
1899.6%
Puts
Pseudo strike
7.58
IV
433.1%
B/E move
13.7%

35Δ

Calls
Pseudo strike
-192.42
IV
-17099.5%
B/E move
2426.7%
Puts
Pseudo strike
7.96
IV
484.3%
B/E move
12.9%

40Δ

Calls
Pseudo strike
-236.01
IV
-20861.0%
B/E move
2953.8%
Puts
Pseudo strike
8.35
IV
535.5%
B/E move
12.1%

45Δ

Calls
Pseudo strike
-279.60
IV
-24622.5%
B/E move
3480.8%
Puts
Pseudo strike
8.74
IV
586.7%
B/E move
11.3%

50Δ

Calls
Pseudo strike
-323.19
IV
-28384.0%
B/E move
4007.9%
Puts
Pseudo strike
9.13
IV
637.9%
B/E move
10.5%

55Δ

Calls
Pseudo strike
-366.78
IV
-32145.5%
B/E move
4535.0%
Puts
Pseudo strike
9.52
IV
689.1%
B/E move
9.7%

60Δ

Calls
Pseudo strike
-410.37
IV
-35907.0%
B/E move
5062.1%
Puts
Pseudo strike
9.90
IV
740.3%
B/E move
8.9%

65Δ

Calls
Pseudo strike
-453.96
IV
-39668.5%
B/E move
5589.1%
Puts
Pseudo strike
10.55
IV
763.5%
B/E move
8.6%

70Δ

Calls
Pseudo strike
-497.54
IV
-43430.0%
B/E move
6116.2%
Puts
Pseudo strike
11.29
IV
777.3%
B/E move
8.4%

75Δ

Calls
Pseudo strike
-541.13
IV
-47191.5%
B/E move
6643.3%
Puts
Pseudo strike
12.03
IV
791.1%
B/E move
8.2%

80Δ

Calls
Pseudo strike
-584.72
IV
-50953.0%
B/E move
7170.3%
Puts
Pseudo strike
12.92
IV
800.0%
B/E move
8.1%