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

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-16T00:59:23.099Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:14:15.201181396Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:59:22.746499+00:00

Share price$8.26
1D+11.3%
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$4.30$8.59$12.89$17.18$3.72$5.50$7.29$9.07$10.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRCB spot · $8.26BRCB PRICE$0.35$0.28$0.34$0.41$0.48$0.55$0.63$0.70$0.77$0.84$0.92$0.99$0.40$0.41$0.46$0.86$1.25$1.65$2.05$2.44$3.61$5.67$8.79$15.93
PutsExpensive2.05×
CallsExpensive1.12×
SkewBearish+75.15 pp
Implied moveBearish±$2.67
TiltBearish71.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.41161.4%90.7%6.13135.5%30.6%
25Δ10.6687.3%32.4%6.84104.9%22.1%
30Δ9.7874.9%22.5%7.5477.9%14.3%
35Δ9.5372.4%20.4%7.9990.2%13.6%
40Δ9.2869.9%18.2%8.44102.5%13.0%
45Δ9.0367.4%16.1%8.89114.7%12.3%
50Δ8.7864.9%13.9%9.34127.0%11.7%
55Δ8.5362.4%11.8%9.79139.3%11.0%
60Δ8.2859.9%9.6%11.00165.3%10.6%
65Δ8.0357.4%7.5%13.09202.0%10.2%
70Δ7.7854.9%5.4%16.30234.5%9.0%
75Δ7.5352.4%3.2%23.53293.0%8.0%
80Δ

20Δ

Calls
Pseudo strike
15.41
IV
161.4%
B/E move
90.7%
Puts
Pseudo strike
6.13
IV
135.5%
B/E move
30.6%

25Δ

Calls
Pseudo strike
10.66
IV
87.3%
B/E move
32.4%
Puts
Pseudo strike
6.84
IV
104.9%
B/E move
22.1%

30Δ

Calls
Pseudo strike
9.78
IV
74.9%
B/E move
22.5%
Puts
Pseudo strike
7.54
IV
77.9%
B/E move
14.3%

35Δ

Calls
Pseudo strike
9.53
IV
72.4%
B/E move
20.4%
Puts
Pseudo strike
7.99
IV
90.2%
B/E move
13.6%

40Δ

Calls
Pseudo strike
9.28
IV
69.9%
B/E move
18.2%
Puts
Pseudo strike
8.44
IV
102.5%
B/E move
13.0%

45Δ

Calls
Pseudo strike
9.03
IV
67.4%
B/E move
16.1%
Puts
Pseudo strike
8.89
IV
114.7%
B/E move
12.3%

50Δ

Calls
Pseudo strike
8.78
IV
64.9%
B/E move
13.9%
Puts
Pseudo strike
9.34
IV
127.0%
B/E move
11.7%

55Δ

Calls
Pseudo strike
8.53
IV
62.4%
B/E move
11.8%
Puts
Pseudo strike
9.79
IV
139.3%
B/E move
11.0%

60Δ

Calls
Pseudo strike
8.28
IV
59.9%
B/E move
9.6%
Puts
Pseudo strike
11.00
IV
165.3%
B/E move
10.6%

65Δ

Calls
Pseudo strike
8.03
IV
57.4%
B/E move
7.5%
Puts
Pseudo strike
13.09
IV
202.0%
B/E move
10.2%

70Δ

Calls
Pseudo strike
7.78
IV
54.9%
B/E move
5.4%
Puts
Pseudo strike
16.30
IV
234.5%
B/E move
9.0%

75Δ

Calls
Pseudo strike
7.53
IV
52.4%
B/E move
3.2%
Puts
Pseudo strike
23.53
IV
293.0%
B/E move
8.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move