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Dutch Bros Inc. BROS

i

Market dataready · fetched 2026-11-07T00:59:44.663Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:46:48.233182179Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T00:59:44.266998+00:00

Share price$33.78
1D-2.3%
AH$33.18$33.61$34.05$34.49$34.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBROS
Sold putSold callAH

Dutch Bros Inc. options

Live interpolated BROS call and put midpoint premiums by absolute delta.Dutch Bros Inc.$0.19$0.99$1.79$2.59$3.39$23.67$29.67$35.67$41.68$47.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BROS spot · $33.78BROS PRICE$0.28$0.37$0.48$0.60$0.73$0.89$1.08$1.34$1.49$1.58$1.60$2.93$3.16$0.33$0.41$0.52$0.64$0.77$0.91$1.05$1.17$1.29$1.66$2.08$2.32$2.57
PutsCheap0.33×
CallsCheap0.74×
SkewBullish-6.22 pp
Implied moveBalanced±$2.14
TiltBullish2.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.1554.9%7.8%31.5861.3%7.5%
25Δ35.7155.2%6.8%32.1556.7%6.0%
30Δ35.3255.9%6.0%32.5655.9%5.2%
35Δ34.9456.4%5.2%32.9155.8%4.5%
40Δ34.6057.4%4.6%33.2555.3%3.9%
45Δ34.2658.7%4.1%33.5854.7%3.3%
50Δ33.9260.8%3.6%33.9053.7%2.8%
55Δ33.5664.9%3.3%34.1951.5%2.3%
60Δ33.2062.9%2.7%34.4648.7%1.8%
65Δ32.9158.1%2.1%34.8953.7%1.6%
70Δ32.7051.2%1.6%35.3958.3%1.4%
75Δ31.4983.1%1.9%35.7456.4%1.1%
80Δ31.0777.3%1.3%36.1053.9%0.7%

20Δ

Calls
Pseudo strike
36.15
IV
54.9%
B/E move
7.8%
Puts
Pseudo strike
31.58
IV
61.3%
B/E move
7.5%

25Δ

Calls
Pseudo strike
35.71
IV
55.2%
B/E move
6.8%
Puts
Pseudo strike
32.15
IV
56.7%
B/E move
6.0%

30Δ

Calls
Pseudo strike
35.32
IV
55.9%
B/E move
6.0%
Puts
Pseudo strike
32.56
IV
55.9%
B/E move
5.2%

35Δ

Calls
Pseudo strike
34.94
IV
56.4%
B/E move
5.2%
Puts
Pseudo strike
32.91
IV
55.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
34.60
IV
57.4%
B/E move
4.6%
Puts
Pseudo strike
33.25
IV
55.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
34.26
IV
58.7%
B/E move
4.1%
Puts
Pseudo strike
33.58
IV
54.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
33.92
IV
60.8%
B/E move
3.6%
Puts
Pseudo strike
33.90
IV
53.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
33.56
IV
64.9%
B/E move
3.3%
Puts
Pseudo strike
34.19
IV
51.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
33.20
IV
62.9%
B/E move
2.7%
Puts
Pseudo strike
34.46
IV
48.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
32.91
IV
58.1%
B/E move
2.1%
Puts
Pseudo strike
34.89
IV
53.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
32.70
IV
51.2%
B/E move
1.6%
Puts
Pseudo strike
35.39
IV
58.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
31.49
IV
83.1%
B/E move
1.9%
Puts
Pseudo strike
35.74
IV
56.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
31.07
IV
77.3%
B/E move
1.3%
Puts
Pseudo strike
36.10
IV
53.9%
B/E move
0.7%

Options history

IV · four-Friday blend88.86%
Daily close
BROS32.0%62.6%93.1%2026-08-10: 42.15%2026-08-11: 46.59%2026-08-12: 42.07%2026-08-13: 41.69%2026-08-14: 39.03%2026-08-17: 38.86%2026-08-18: 40.75%2026-08-19: 42.40%2026-08-20: 39.05%2026-08-21: 38.52%2026-08-24: 40.34%2026-08-25: 40.55%2026-08-26: 39.81%2026-08-27: 41.31%2026-08-28: 36.24%2026-08-31: 39.68%2026-09-01: 47.36%2026-09-02: 44.65%2026-09-03: 41.76%2026-09-04: 39.73%2026-09-08: 44.91%2026-09-09: 42.94%2026-09-10: 45.48%2026-09-11: 40.05%2026-09-14: 45.60%2026-09-15: 46.18%2026-09-16: 49.62%2026-09-17: 44.73%2026-09-18: 41.59%2026-09-21: 47.10%2026-09-22: 47.54%2026-09-23: 49.99%2026-09-24: 48.50%2026-09-25: 44.54%2026-09-28: 49.86%2026-09-29: 48.17%2026-09-30: 47.34%2026-10-01: 48.95%2026-10-02: 42.64%2026-10-05: 47.95%2026-10-06: 45.70%2026-10-07: 48.16%2026-10-08: 57.88%2026-10-09: 48.17%2026-10-12: 51.46%2026-10-13: 53.17%2026-10-14: 60.38%2026-10-15: 59.53%2026-10-16: 58.68%2026-10-19: 61.49%2026-10-20: 62.79%2026-10-21: 63.28%2026-10-22: 67.41%2026-10-23: 71.87%2026-10-26: 77.75%2026-10-27: 80.31%2026-10-28: 84.31%2026-10-29: 84.24%2026-10-30: 88.86%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
42.15%
46.59%
42.07%
41.69%
39.03%
38.86%
40.75%
42.40%
39.05%
38.52%
40.34%
40.55%
39.81%
41.31%
36.24%
39.68%
47.36%
44.65%
41.76%
39.73%
44.91%
42.94%
45.48%
40.05%
45.60%
46.18%
49.62%
44.73%
41.59%
47.10%
47.54%
49.99%
48.50%
44.54%
49.86%
48.17%
47.34%
48.95%
42.64%
47.95%
45.70%
48.16%
57.88%
48.17%
51.46%
53.17%
60.38%
59.53%
58.68%
61.49%
62.79%
63.28%
67.41%
71.87%
77.75%
80.31%
84.31%
84.24%
88.86%