Share price$107.29
1D-0.6%
Sold putSold callAH
The Chefs' Warehouse, Inc. Common Stock CHEF
i
Market datapartial · fetched 2026-10-23T05:55:15.097Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:01.909499893Z
FundamentalsAlpha Vantage · unavailable
The Chefs' Warehouse, Inc. Common Stock options
PutsExpensive1.41×
CallsExpensive1.48×
SkewBearish+0.80 pp
Implied moveBearish±$12.53
TiltBearish9.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 119.48 | 42.0% | 12.6% | 95.60 | 55.5% | 12.7% |
| 25Δ | 117.95 | 45.3% | 11.8% | 98.49 | 52.2% | 10.5% |
| 30Δ | 116.43 | 48.5% | 11.0% | 100.94 | 50.6% | 8.8% |
| 35Δ | 114.87 | 51.6% | 10.2% | 102.90 | 50.8% | 7.7% |
| 40Δ | 112.84 | 52.2% | 9.0% | 104.87 | 50.9% | 6.6% |
| 45Δ | 110.81 | 52.9% | 7.9% | 106.81 | 51.2% | 5.8% |
| 50Δ | 108.81 | 52.8% | 6.8% | 108.74 | 51.5% | 5.0% |
| 55Δ | 106.84 | 52.0% | 5.7% | 110.66 | 51.3% | 4.2% |
| 60Δ | 104.86 | 51.3% | 4.7% | 112.55 | 50.1% | 3.4% |
| 65Δ | 102.84 | 51.5% | 4.0% | 114.44 | 49.0% | 2.7% |
| 70Δ | 100.83 | 51.6% | 3.2% | 117.24 | 51.0% | 2.2% |
| 75Δ | 98.44 | 52.6% | 2.6% | 120.31 | 53.7% | 1.7% |
| 80Δ | 95.79 | 54.4% | 2.1% | 122.65 | 51.3% | 1.2% |
20Δ
- Pseudo strike
- 119.48
- IV
- 42.0%
- B/E move
- 12.6%
- Pseudo strike
- 95.60
- IV
- 55.5%
- B/E move
- 12.7%
25Δ
- Pseudo strike
- 117.95
- IV
- 45.3%
- B/E move
- 11.8%
- Pseudo strike
- 98.49
- IV
- 52.2%
- B/E move
- 10.5%
30Δ
- Pseudo strike
- 116.43
- IV
- 48.5%
- B/E move
- 11.0%
- Pseudo strike
- 100.94
- IV
- 50.6%
- B/E move
- 8.8%
35Δ
- Pseudo strike
- 114.87
- IV
- 51.6%
- B/E move
- 10.2%
- Pseudo strike
- 102.90
- IV
- 50.8%
- B/E move
- 7.7%
40Δ
- Pseudo strike
- 112.84
- IV
- 52.2%
- B/E move
- 9.0%
- Pseudo strike
- 104.87
- IV
- 50.9%
- B/E move
- 6.6%
45Δ
- Pseudo strike
- 110.81
- IV
- 52.9%
- B/E move
- 7.9%
- Pseudo strike
- 106.81
- IV
- 51.2%
- B/E move
- 5.8%
50Δ
- Pseudo strike
- 108.81
- IV
- 52.8%
- B/E move
- 6.8%
- Pseudo strike
- 108.74
- IV
- 51.5%
- B/E move
- 5.0%
55Δ
- Pseudo strike
- 106.84
- IV
- 52.0%
- B/E move
- 5.7%
- Pseudo strike
- 110.66
- IV
- 51.3%
- B/E move
- 4.2%
60Δ
- Pseudo strike
- 104.86
- IV
- 51.3%
- B/E move
- 4.7%
- Pseudo strike
- 112.55
- IV
- 50.1%
- B/E move
- 3.4%
65Δ
- Pseudo strike
- 102.84
- IV
- 51.5%
- B/E move
- 4.0%
- Pseudo strike
- 114.44
- IV
- 49.0%
- B/E move
- 2.7%
70Δ
- Pseudo strike
- 100.83
- IV
- 51.6%
- B/E move
- 3.2%
- Pseudo strike
- 117.24
- IV
- 51.0%
- B/E move
- 2.2%
75Δ
- Pseudo strike
- 98.44
- IV
- 52.6%
- B/E move
- 2.6%
- Pseudo strike
- 120.31
- IV
- 53.7%
- B/E move
- 1.7%
80Δ
- Pseudo strike
- 95.79
- IV
- 54.4%
- B/E move
- 2.1%
- Pseudo strike
- 122.65
- IV
- 51.3%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 42.37% | |
| 41.86% |