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Cracker Barrel Old Country Store, Inc Common Stock CBRL

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-11T14:02:39.178Z

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 · 2026-11-11T12:59:00.00521019Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-11T14:02:38.687159+00:00

Share price$65.95
1D
Price history unavailable.

Cracker Barrel Old Country Store, Inc Common Stock options

Live interpolated CBRL call and put midpoint premiums by absolute delta.Cracker Barrel Old Country Store, Inc Common Stock$0.26$2.23$4.20$6.17$8.14$57.68$61.57$65.46$69.35$73.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBRL spot · $65.95CBRL PRICE$0.47$0.69$0.91$1.12$1.34$1.59$1.84$2.09$2.34$2.74$3.15$3.56$3.96$0.78$1.03$1.31$1.62$1.92$2.40$2.96$3.52$4.03$4.52$5.01$6.22$7.57
PutsExpensive1.31×
CallsCheap0.86×
SkewBearish+20.27 pp
Implied moveBearish±$4.80
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.8740.5%6.7%60.9662.9%8.8%
25Δ69.2642.2%6.1%62.0162.9%7.5%
30Δ68.6644.0%5.5%62.9762.5%6.5%
35Δ68.0645.8%4.9%63.8461.9%5.7%
40Δ67.4647.3%4.3%64.7061.2%4.8%
45Δ66.8546.5%3.8%65.5762.6%4.2%
50Δ66.2445.6%3.2%66.4465.1%3.7%
55Δ65.6344.8%2.7%67.3067.6%3.3%
60Δ65.0343.9%2.1%68.1566.6%2.8%
65Δ64.4143.5%1.8%69.0064.6%2.2%
70Δ63.7943.1%1.5%69.8462.6%1.7%
75Δ63.1742.7%1.2%71.2866.0%1.4%
80Δ62.5542.3%0.9%72.8369.4%1.1%

20Δ

Calls
Pseudo strike
69.87
IV
40.5%
B/E move
6.7%
Puts
Pseudo strike
60.96
IV
62.9%
B/E move
8.8%

25Δ

Calls
Pseudo strike
69.26
IV
42.2%
B/E move
6.1%
Puts
Pseudo strike
62.01
IV
62.9%
B/E move
7.5%

30Δ

Calls
Pseudo strike
68.66
IV
44.0%
B/E move
5.5%
Puts
Pseudo strike
62.97
IV
62.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
68.06
IV
45.8%
B/E move
4.9%
Puts
Pseudo strike
63.84
IV
61.9%
B/E move
5.7%

40Δ

Calls
Pseudo strike
67.46
IV
47.3%
B/E move
4.3%
Puts
Pseudo strike
64.70
IV
61.2%
B/E move
4.8%

45Δ

Calls
Pseudo strike
66.85
IV
46.5%
B/E move
3.8%
Puts
Pseudo strike
65.57
IV
62.6%
B/E move
4.2%

50Δ

Calls
Pseudo strike
66.24
IV
45.6%
B/E move
3.2%
Puts
Pseudo strike
66.44
IV
65.1%
B/E move
3.7%

55Δ

Calls
Pseudo strike
65.63
IV
44.8%
B/E move
2.7%
Puts
Pseudo strike
67.30
IV
67.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
65.03
IV
43.9%
B/E move
2.1%
Puts
Pseudo strike
68.15
IV
66.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
64.41
IV
43.5%
B/E move
1.8%
Puts
Pseudo strike
69.00
IV
64.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
63.79
IV
43.1%
B/E move
1.5%
Puts
Pseudo strike
69.84
IV
62.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
63.17
IV
42.7%
B/E move
1.2%
Puts
Pseudo strike
71.28
IV
66.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
62.55
IV
42.3%
B/E move
0.9%
Puts
Pseudo strike
72.83
IV
69.4%
B/E move
1.1%

Options history

IV · four-Friday blend52.55%
Daily EOD
CBRL52.0%53.7%55.4%2026-10-19: 53.89%2026-10-20: 53.52%2026-10-21: 53.46%2026-10-22: 53.47%2026-10-23: 54.12%2026-10-26: 53.86%2026-10-27: 55.14%2026-10-28: 52.28%2026-10-29: 53.46%2026-10-30: 52.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
53.89%
53.52%
53.46%
53.47%
54.12%
53.86%
55.14%
52.28%
53.46%
52.55%