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Callaway Golf Company CALY

i

Market dataready · fetched 2026-11-11T14:52:08.332Z

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 · 2026-11-11T14:52:05.77957259Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:52:07.722755+00:00

Share price$17.36
1D+0.9%
$17.08$17.16$17.24$17.31$17.395:30 AM6:30 AM9:00 AM1:00 PMCALY
Sold putSold call

Callaway Golf Company options

Live interpolated CALY call and put midpoint premiums by absolute delta.Callaway Golf Company$0.15$0.73$1.31$1.89$2.47$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECALY PRICE$0.24$0.28$0.32$0.35$0.39$0.43$0.22$0.27$0.32$0.37$0.42$0.47$0.52$0.70$1.02$1.34$1.66$1.99$2.31
PutsCheap0.89×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.31105.7%24.1%15.5472.3%11.8%
25Δ20.6295.0%20.4%15.8468.0%10.3%
30Δ19.9384.3%16.6%16.1463.8%8.9%
35Δ19.2473.6%12.9%16.4459.5%7.4%
40Δ18.5562.9%9.1%16.7455.3%6.0%
45Δ17.8652.3%5.4%17.0451.0%4.6%
50Δ17.3446.8%3.1%
55Δ17.6746.7%2.2%
60Δ18.0451.2%2.0%
65Δ18.4055.8%1.7%
70Δ18.7760.4%1.5%
75Δ19.1364.9%1.2%
80Δ19.5069.5%1.0%

20Δ

Calls
Pseudo strike
21.31
IV
105.7%
B/E move
24.1%
Puts
Pseudo strike
15.54
IV
72.3%
B/E move
11.8%

25Δ

Calls
Pseudo strike
20.62
IV
95.0%
B/E move
20.4%
Puts
Pseudo strike
15.84
IV
68.0%
B/E move
10.3%

30Δ

Calls
Pseudo strike
19.93
IV
84.3%
B/E move
16.6%
Puts
Pseudo strike
16.14
IV
63.8%
B/E move
8.9%

35Δ

Calls
Pseudo strike
19.24
IV
73.6%
B/E move
12.9%
Puts
Pseudo strike
16.44
IV
59.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
18.55
IV
62.9%
B/E move
9.1%
Puts
Pseudo strike
16.74
IV
55.3%
B/E move
6.0%

45Δ

Calls
Pseudo strike
17.86
IV
52.3%
B/E move
5.4%
Puts
Pseudo strike
17.04
IV
51.0%
B/E move
4.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.34
IV
46.8%
B/E move
3.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.67
IV
46.7%
B/E move
2.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.04
IV
51.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.40
IV
55.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.77
IV
60.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.13
IV
64.9%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.50
IV
69.5%
B/E move
1.0%

Options history

IV · four-Friday blend52.24%
Daily EOD
CALY47.9%50.2%52.6%2026-10-19: 49.83%2026-10-20: 48.21%2026-10-21: 49.09%2026-10-22: 49.32%2026-10-23: 49.59%2026-10-26: 50.75%2026-10-27: 51.00%2026-10-28: 51.04%2026-10-29: 51.51%2026-10-30: 52.24%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.83%
48.21%
49.09%
49.32%
49.59%
50.75%
51.00%
51.04%
51.51%
52.24%