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Dutch Bros Inc BROS

CONSUMER CYCLICAL · RESTAURANTS
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Market dataready · fetched 2026-10-16T22:53:58.955Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:36:31.725943262Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:53:58.247981+00:00

Share price$41.10
1D-0.6%
AH$40.48$41.05$41.63$42.21$42.795:30 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$0.14$2.02$3.90$5.78$7.66$35.61$38.02$40.43$42.85$45.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BROS spot · $41.10BROS PRICE$0.59$0.34$0.44$0.57$0.70$0.84$0.98$1.15$1.37$1.60$2.40$2.41$2.42$0.40$0.43$0.60$0.77$0.80$0.98$1.12$1.24$1.42$1.68$2.10$4.04$7.12
PutsFair1.00×
CallsCheap0.91×
SkewBearish+1.56 pp
Implied moveBearish±$2.10
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.60112.6%19.7%38.4062.6%7.5%
25Δ42.8341.3%5.0%39.4048.3%5.2%
30Δ42.4741.7%4.4%39.7351.9%4.8%
35Δ42.1743.6%4.0%40.0455.5%4.5%
40Δ41.8744.8%3.6%40.5447.2%3.3%
45Δ41.5344.9%3.1%40.8848.7%2.9%
50Δ41.2144.7%2.7%41.2147.5%2.5%
55Δ40.8845.0%2.3%41.5445.1%2.0%
60Δ40.5546.6%2.0%41.8544.3%1.6%
65Δ40.1947.3%1.7%42.2345.2%1.3%
70Δ39.4663.2%1.8%42.7248.8%1.2%
75Δ39.2455.2%1.3%44.7264.6%1.0%
80Δ39.0247.2%0.8%47.8588.8%0.9%

20Δ

Calls
Pseudo strike
48.60
IV
112.6%
B/E move
19.7%
Puts
Pseudo strike
38.40
IV
62.6%
B/E move
7.5%

25Δ

Calls
Pseudo strike
42.83
IV
41.3%
B/E move
5.0%
Puts
Pseudo strike
39.40
IV
48.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
42.47
IV
41.7%
B/E move
4.4%
Puts
Pseudo strike
39.73
IV
51.9%
B/E move
4.8%

35Δ

Calls
Pseudo strike
42.17
IV
43.6%
B/E move
4.0%
Puts
Pseudo strike
40.04
IV
55.5%
B/E move
4.5%

40Δ

Calls
Pseudo strike
41.87
IV
44.8%
B/E move
3.6%
Puts
Pseudo strike
40.54
IV
47.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
41.53
IV
44.9%
B/E move
3.1%
Puts
Pseudo strike
40.88
IV
48.7%
B/E move
2.9%

50Δ

Calls
Pseudo strike
41.21
IV
44.7%
B/E move
2.7%
Puts
Pseudo strike
41.21
IV
47.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
40.88
IV
45.0%
B/E move
2.3%
Puts
Pseudo strike
41.54
IV
45.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
40.55
IV
46.6%
B/E move
2.0%
Puts
Pseudo strike
41.85
IV
44.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
40.19
IV
47.3%
B/E move
1.7%
Puts
Pseudo strike
42.23
IV
45.2%
B/E move
1.3%

70Δ

Calls
Pseudo strike
39.46
IV
63.2%
B/E move
1.8%
Puts
Pseudo strike
42.72
IV
48.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
39.24
IV
55.2%
B/E move
1.3%
Puts
Pseudo strike
44.72
IV
64.6%
B/E move
1.0%

80Δ

Calls
Pseudo strike
39.02
IV
47.2%
B/E move
0.8%
Puts
Pseudo strike
47.85
IV
88.8%
B/E move
0.9%