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BRC Inc. BRCC

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Market datapartial · fetched 2026-10-22T10:55:58.301Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003356886Z

FundamentalsAlpha Vantage · unavailable

Share price$10.56
1D+0.0%
AH$10.26$10.37$10.48$10.59$10.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRCC
Sold putSold callAH

BRC Inc. options

Live interpolated BRCC call and put midpoint premiums by absolute delta.BRC Inc.$0.24$1.47$2.71$3.94$5.17$6.21$8.35$10.49$12.63$14.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRCC spot · $10.56BRCC PRICE$0.38$0.43$0.55$0.66$0.76$0.90$1.05$1.26$1.48$1.73$2.03$2.32$2.56$0.46$0.60$0.74$0.88$1.07$1.29$1.76$2.75$2.80$2.85$2.89$4.11$4.81
PutsExpensive1.53×
CallsExpensive1.52×
SkewBearish+4.37 pp
Implied moveBearish±$2.81
TiltBearish25.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.64132.7%51.7%8.45116.9%24.4%
25Δ13.76110.4%34.4%8.99113.3%20.6%
30Δ13.21113.5%30.3%9.43109.3%17.7%
35Δ12.56109.9%25.1%9.86105.4%14.9%
40Δ11.91103.9%20.0%10.27104.3%12.9%
45Δ11.49104.5%17.4%10.67104.5%11.2%
50Δ11.07105.0%14.8%11.23116.0%10.3%
55Δ10.67108.0%12.9%12.13148.5%11.2%
60Δ10.27111.5%11.2%12.41134.6%9.0%
65Δ9.84115.2%9.6%12.69120.8%6.8%
70Δ9.38119.1%8.0%12.97106.9%4.6%
75Δ8.92121.1%6.5%14.25123.4%4.0%
80Δ8.50115.0%4.8%15.07123.0%2.9%

20Δ

Calls
Pseudo strike
15.64
IV
132.7%
B/E move
51.7%
Puts
Pseudo strike
8.45
IV
116.9%
B/E move
24.4%

25Δ

Calls
Pseudo strike
13.76
IV
110.4%
B/E move
34.4%
Puts
Pseudo strike
8.99
IV
113.3%
B/E move
20.6%

30Δ

Calls
Pseudo strike
13.21
IV
113.5%
B/E move
30.3%
Puts
Pseudo strike
9.43
IV
109.3%
B/E move
17.7%

35Δ

Calls
Pseudo strike
12.56
IV
109.9%
B/E move
25.1%
Puts
Pseudo strike
9.86
IV
105.4%
B/E move
14.9%

40Δ

Calls
Pseudo strike
11.91
IV
103.9%
B/E move
20.0%
Puts
Pseudo strike
10.27
IV
104.3%
B/E move
12.9%

45Δ

Calls
Pseudo strike
11.49
IV
104.5%
B/E move
17.4%
Puts
Pseudo strike
10.67
IV
104.5%
B/E move
11.2%

50Δ

Calls
Pseudo strike
11.07
IV
105.0%
B/E move
14.8%
Puts
Pseudo strike
11.23
IV
116.0%
B/E move
10.3%

55Δ

Calls
Pseudo strike
10.67
IV
108.0%
B/E move
12.9%
Puts
Pseudo strike
12.13
IV
148.5%
B/E move
11.2%

60Δ

Calls
Pseudo strike
10.27
IV
111.5%
B/E move
11.2%
Puts
Pseudo strike
12.41
IV
134.6%
B/E move
9.0%

65Δ

Calls
Pseudo strike
9.84
IV
115.2%
B/E move
9.6%
Puts
Pseudo strike
12.69
IV
120.8%
B/E move
6.8%

70Δ

Calls
Pseudo strike
9.38
IV
119.1%
B/E move
8.0%
Puts
Pseudo strike
12.97
IV
106.9%
B/E move
4.6%

75Δ

Calls
Pseudo strike
8.92
IV
121.1%
B/E move
6.5%
Puts
Pseudo strike
14.25
IV
123.4%
B/E move
4.0%

80Δ

Calls
Pseudo strike
8.50
IV
115.0%
B/E move
4.8%
Puts
Pseudo strike
15.07
IV
123.0%
B/E move
2.9%

Options history

No recorded observations