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Cracker Barrel Old Country Store, Inc Common Stock CBRL

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Market datapartial · fetched 2026-10-22T08:08:48.799Z

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 · 2026-10-21T20:00:01.429638608Z

FundamentalsAlpha Vantage · unavailable

Share price$65.75
1D+0.2%
AH$64.72$65.18$65.64$66.10$66.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBRL
Sold putSold callAH

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$0.76$2.89$5.02$7.16$9.29$41.36$52.06$62.77$73.48$84.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBRL spot · $65.75CBRL PRICE$0.99$1.31$1.64$1.96$2.47$3.00$3.54$4.07$4.71$5.41$6.25$7.17$8.66$1.13$1.50$1.88$2.27$2.67$3.34$4.42$5.13$5.41$5.69$6.82$8.02$8.67
PutsCheap0.85×
CallsCheap0.67×
SkewBullish-2.69 pp
Implied moveBearish±$7.95
TiltBearish5.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.1550.6%15.8%59.0250.7%12.0%
25Δ73.4250.6%13.7%60.5250.1%10.2%
30Δ71.7449.7%11.6%61.8849.2%8.7%
35Δ70.1748.3%9.7%63.1448.0%7.4%
40Δ69.0049.8%8.7%64.3146.6%6.2%
45Δ67.8751.6%7.8%65.5347.9%5.4%
50Δ66.6851.9%6.8%66.8153.2%5.1%
55Δ65.4651.6%5.8%67.9354.0%4.5%
60Δ64.2351.6%4.9%68.8649.5%3.5%
65Δ63.0051.8%4.1%69.7845.1%2.5%
70Δ61.7052.0%3.3%71.2846.0%2.0%
75Δ60.3352.4%2.7%72.7647.0%1.5%
80Δ58.4853.9%2.1%73.7543.7%1.0%

20Δ

Calls
Pseudo strike
75.15
IV
50.6%
B/E move
15.8%
Puts
Pseudo strike
59.02
IV
50.7%
B/E move
12.0%

25Δ

Calls
Pseudo strike
73.42
IV
50.6%
B/E move
13.7%
Puts
Pseudo strike
60.52
IV
50.1%
B/E move
10.2%

30Δ

Calls
Pseudo strike
71.74
IV
49.7%
B/E move
11.6%
Puts
Pseudo strike
61.88
IV
49.2%
B/E move
8.7%

35Δ

Calls
Pseudo strike
70.17
IV
48.3%
B/E move
9.7%
Puts
Pseudo strike
63.14
IV
48.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
69.00
IV
49.8%
B/E move
8.7%
Puts
Pseudo strike
64.31
IV
46.6%
B/E move
6.2%

45Δ

Calls
Pseudo strike
67.87
IV
51.6%
B/E move
7.8%
Puts
Pseudo strike
65.53
IV
47.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
66.68
IV
51.9%
B/E move
6.8%
Puts
Pseudo strike
66.81
IV
53.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
65.46
IV
51.6%
B/E move
5.8%
Puts
Pseudo strike
67.93
IV
54.0%
B/E move
4.5%

60Δ

Calls
Pseudo strike
64.23
IV
51.6%
B/E move
4.9%
Puts
Pseudo strike
68.86
IV
49.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
63.00
IV
51.8%
B/E move
4.1%
Puts
Pseudo strike
69.78
IV
45.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
61.70
IV
52.0%
B/E move
3.3%
Puts
Pseudo strike
71.28
IV
46.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
60.33
IV
52.4%
B/E move
2.7%
Puts
Pseudo strike
72.76
IV
47.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
58.48
IV
53.9%
B/E move
2.1%
Puts
Pseudo strike
73.75
IV
43.7%
B/E move
1.0%

Options history

No recorded observations