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

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-16T22:50:46.971Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:14:33.832201457Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:50:46.544197+00:00

Share price$8.00
1D-1.5%
AH$8.04$8.16$8.29$8.41$8.535:30 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$0.17$1.24$2.31$3.38$4.45$5.07$6.60$8.12$9.65$11.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRCB spot · $8.00BRCB PRICE$0.30$0.29$0.40$0.52$0.63$0.75$0.86$0.98$1.09$1.23$1.74$2.26$2.78$0.36$0.46$0.55$0.65$0.84$1.03$1.22$1.42$1.61$1.80$1.99$2.19$4.14
PutsExpensive1.36×
CallsExpensive1.62×
SkewBullish-10.11 pp
Implied moveBearish±$2.08
TiltBearish13.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.82142.8%76.5%6.12110.4%28.0%
25Δ9.8480.8%26.6%6.58104.8%23.5%
30Δ9.5482.7%24.3%7.0399.2%19.0%
35Δ9.2584.6%22.1%7.4893.6%14.5%
40Δ8.9586.4%19.8%7.8092.4%13.0%
45Δ8.6688.3%17.6%8.1091.3%11.6%
50Δ8.3790.2%15.4%8.4190.2%10.2%
55Δ8.0792.1%13.1%8.7289.2%8.8%
60Δ7.7894.0%10.9%9.0288.1%7.3%
65Δ7.4796.9%8.7%9.3387.0%5.9%
70Δ6.90118.5%8.0%9.6386.0%4.5%
75Δ6.32140.2%7.3%9.9484.9%3.1%
80Δ5.74161.9%6.6%11.94110.7%2.4%

20Δ

Calls
Pseudo strike
13.82
IV
142.8%
B/E move
76.5%
Puts
Pseudo strike
6.12
IV
110.4%
B/E move
28.0%

25Δ

Calls
Pseudo strike
9.84
IV
80.8%
B/E move
26.6%
Puts
Pseudo strike
6.58
IV
104.8%
B/E move
23.5%

30Δ

Calls
Pseudo strike
9.54
IV
82.7%
B/E move
24.3%
Puts
Pseudo strike
7.03
IV
99.2%
B/E move
19.0%

35Δ

Calls
Pseudo strike
9.25
IV
84.6%
B/E move
22.1%
Puts
Pseudo strike
7.48
IV
93.6%
B/E move
14.5%

40Δ

Calls
Pseudo strike
8.95
IV
86.4%
B/E move
19.8%
Puts
Pseudo strike
7.80
IV
92.4%
B/E move
13.0%

45Δ

Calls
Pseudo strike
8.66
IV
88.3%
B/E move
17.6%
Puts
Pseudo strike
8.10
IV
91.3%
B/E move
11.6%

50Δ

Calls
Pseudo strike
8.37
IV
90.2%
B/E move
15.4%
Puts
Pseudo strike
8.41
IV
90.2%
B/E move
10.2%

55Δ

Calls
Pseudo strike
8.07
IV
92.1%
B/E move
13.1%
Puts
Pseudo strike
8.72
IV
89.2%
B/E move
8.8%

60Δ

Calls
Pseudo strike
7.78
IV
94.0%
B/E move
10.9%
Puts
Pseudo strike
9.02
IV
88.1%
B/E move
7.3%

65Δ

Calls
Pseudo strike
7.47
IV
96.9%
B/E move
8.7%
Puts
Pseudo strike
9.33
IV
87.0%
B/E move
5.9%

70Δ

Calls
Pseudo strike
6.90
IV
118.5%
B/E move
8.0%
Puts
Pseudo strike
9.63
IV
86.0%
B/E move
4.5%

75Δ

Calls
Pseudo strike
6.32
IV
140.2%
B/E move
7.3%
Puts
Pseudo strike
9.94
IV
84.9%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.74
IV
161.9%
B/E move
6.6%
Puts
Pseudo strike
11.94
IV
110.7%
B/E move
2.4%