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BRC Inc. BRCC

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-11-11T14:53:46.811Z

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 · 2026-11-11T14:47:44.321479589Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:53:46.241315+00:00

Share price$10.08
1D+3.7%
$9.69$9.80$9.90$10.00$10.115:30 AM6:30 AM9:00 AM1:00 PMBRCC
Sold putSold call

BRC Inc. options

Live interpolated BRCC call and put midpoint premiums by absolute delta.BRC Inc.$0.35$0.61$0.87$1.13$1.39$5.55$7.60$9.65$11.71$13.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive BRCC spot · $10.08BRCC PRICE$0.38$0.39$0.40$0.41$0.42$0.44$0.45$0.75$0.94$1.13$1.32
Puts——
Calls——
Skew——
Implied moveBearish±$1.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ12.93184.7%32.0%
30Δ12.45164.8%27.4%
35Δ11.97145.0%22.7%
40Δ11.49125.1%18.1%
45Δ11.01105.3%13.5%10.04122.9%7.9%
50Δ10.5485.4%8.9%10.32125.6%7.0%
55Δ10.0665.6%4.2%10.60128.3%6.1%
60Δ10.87131.0%5.2%
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

Calls
Pseudo strike
12.93
IV
184.7%
B/E move
32.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.45
IV
164.8%
B/E move
27.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.97
IV
145.0%
B/E move
22.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.49
IV
125.1%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.01
IV
105.3%
B/E move
13.5%
Puts
Pseudo strike
10.04
IV
122.9%
B/E move
7.9%

50Δ

Calls
Pseudo strike
10.54
IV
85.4%
B/E move
8.9%
Puts
Pseudo strike
10.32
IV
125.6%
B/E move
7.0%

55Δ

Calls
Pseudo strike
10.06
IV
65.6%
B/E move
4.2%
Puts
Pseudo strike
10.60
IV
128.3%
B/E move
6.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.87
IV
131.0%
B/E move
5.2%

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend93.70%
Daily EOD
BRCC92.1%103.9%115.8%2026-10-19: 96.45%2026-10-20: 99.44%2026-10-21: 99.21%2026-10-22: 103.70%2026-10-23: 97.16%2026-10-26: 109.03%2026-10-27: 94.67%2026-10-28: 114.13%2026-10-29: 97.52%2026-10-30: 93.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
96.45%
99.44%
99.21%
103.70%
97.16%
109.03%
94.67%
114.13%
97.52%
93.70%