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Callaway Golf Company CALY

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-10-22T07:29:19.479Z

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 · 2026-10-21T23:00:00.002770787Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:29:18.068204+00:00

Share price$14.05
1D-0.5%
AH$13.91$13.98$14.05$14.12$14.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCALY
Sold putSold callAH

Callaway Golf Company options

Live interpolated CALY call and put midpoint premiums by absolute delta.Callaway Golf Company$0.16$0.89$1.62$2.36$3.09$11.30$12.71$14.13$15.54$16.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CALY spot · $14.05CALY PRICE$0.24$0.31$0.38$0.46$0.61$0.79$0.96$1.14$1.32$1.50$1.68$1.86$2.88$0.26$0.40$0.54$0.67$0.81$0.95$1.08$1.22$1.35$1.61$1.99$2.38$2.76
PutsExpensive1.52×
CallsExpensive1.86×
SkewBullish-3.78 pp
Implied moveBearish±$2.05
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.5554.9%19.5%12.5354.3%12.7%
25Δ16.0854.1%16.7%12.8254.5%11.6%
30Δ15.6053.3%13.8%13.1154.6%10.5%
35Δ15.1352.5%10.9%13.4054.7%9.4%
40Δ14.7853.3%9.5%13.6954.8%8.3%
45Δ14.4754.8%8.6%13.9855.0%7.2%
50Δ14.1756.2%7.7%14.2755.1%6.1%
55Δ13.8757.6%6.8%14.5655.2%5.0%
60Δ13.5659.0%5.9%14.8555.3%3.9%
65Δ13.2660.5%5.1%15.2255.6%3.1%
70Δ12.9661.9%4.2%15.6855.9%2.6%
75Δ12.6563.3%3.3%16.1556.2%2.0%
80Δ11.5485.5%2.6%16.6156.5%1.4%

20Δ

Calls
Pseudo strike
16.55
IV
54.9%
B/E move
19.5%
Puts
Pseudo strike
12.53
IV
54.3%
B/E move
12.7%

25Δ

Calls
Pseudo strike
16.08
IV
54.1%
B/E move
16.7%
Puts
Pseudo strike
12.82
IV
54.5%
B/E move
11.6%

30Δ

Calls
Pseudo strike
15.60
IV
53.3%
B/E move
13.8%
Puts
Pseudo strike
13.11
IV
54.6%
B/E move
10.5%

35Δ

Calls
Pseudo strike
15.13
IV
52.5%
B/E move
10.9%
Puts
Pseudo strike
13.40
IV
54.7%
B/E move
9.4%

40Δ

Calls
Pseudo strike
14.78
IV
53.3%
B/E move
9.5%
Puts
Pseudo strike
13.69
IV
54.8%
B/E move
8.3%

45Δ

Calls
Pseudo strike
14.47
IV
54.8%
B/E move
8.6%
Puts
Pseudo strike
13.98
IV
55.0%
B/E move
7.2%

50Δ

Calls
Pseudo strike
14.17
IV
56.2%
B/E move
7.7%
Puts
Pseudo strike
14.27
IV
55.1%
B/E move
6.1%

55Δ

Calls
Pseudo strike
13.87
IV
57.6%
B/E move
6.8%
Puts
Pseudo strike
14.56
IV
55.2%
B/E move
5.0%

60Δ

Calls
Pseudo strike
13.56
IV
59.0%
B/E move
5.9%
Puts
Pseudo strike
14.85
IV
55.3%
B/E move
3.9%

65Δ

Calls
Pseudo strike
13.26
IV
60.5%
B/E move
5.1%
Puts
Pseudo strike
15.22
IV
55.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
12.96
IV
61.9%
B/E move
4.2%
Puts
Pseudo strike
15.68
IV
55.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
12.65
IV
63.3%
B/E move
3.3%
Puts
Pseudo strike
16.15
IV
56.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
11.54
IV
85.5%
B/E move
2.6%
Puts
Pseudo strike
16.61
IV
56.5%
B/E move
1.4%

Options history

No recorded observations