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Columbia Sportswear Company COLM

CONSUMER CYCLICAL · APPAREL MANUFACTURING
i

Market dataready · fetched 2026-10-22T03:56:01.074Z

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 · 2026-10-21T20:00:01.856548878Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:52:22.100782+00:00

Share price$59.51
1D-1.8%
AH$59.34$59.75$60.17$60.58$60.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOLM
Sold putSold callAH

Columbia Sportswear Company options

Live interpolated COLM call and put midpoint premiums by absolute delta.Columbia Sportswear Company$0.63$2.49$4.36$6.23$8.09$50.82$55.39$59.97$64.54$69.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COLM spot · $59.51COLM PRICE$0.83$1.04$1.37$1.75$2.12$2.50$2.87$3.49$4.17$4.85$5.53$6.30$7.56$1.04$1.27$1.64$2.02$2.39$2.76$3.14$3.50$3.86$4.23$4.59$4.95$5.31
PutsExpensive1.37×
CallsExpensive1.51×
SkewBullish-5.39 pp
Implied moveBearish±$6.01
TiltBullish4.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.7346.5%15.2%52.9652.1%12.7%
25Δ65.5943.6%12.0%55.0546.4%9.6%
30Δ64.2743.2%10.3%56.0845.7%8.5%
35Δ63.2543.7%9.2%57.1045.0%7.4%
40Δ62.2444.2%8.2%58.1244.2%6.3%
45Δ61.2344.8%7.1%59.1543.5%5.3%
50Δ60.2245.3%6.0%60.1242.5%4.2%
55Δ59.1546.1%5.3%60.8240.4%3.7%
60Δ58.0747.0%4.6%61.5338.3%3.1%
65Δ56.9947.9%3.9%62.2336.2%2.5%
70Δ55.9148.7%3.2%62.9434.1%1.9%
75Δ54.7549.5%2.6%63.6432.0%1.4%
80Δ53.1850.0%2.1%64.3529.9%0.8%

20Δ

Calls
Pseudo strike
67.73
IV
46.5%
B/E move
15.2%
Puts
Pseudo strike
52.96
IV
52.1%
B/E move
12.7%

25Δ

Calls
Pseudo strike
65.59
IV
43.6%
B/E move
12.0%
Puts
Pseudo strike
55.05
IV
46.4%
B/E move
9.6%

30Δ

Calls
Pseudo strike
64.27
IV
43.2%
B/E move
10.3%
Puts
Pseudo strike
56.08
IV
45.7%
B/E move
8.5%

35Δ

Calls
Pseudo strike
63.25
IV
43.7%
B/E move
9.2%
Puts
Pseudo strike
57.10
IV
45.0%
B/E move
7.4%

40Δ

Calls
Pseudo strike
62.24
IV
44.2%
B/E move
8.2%
Puts
Pseudo strike
58.12
IV
44.2%
B/E move
6.3%

45Δ

Calls
Pseudo strike
61.23
IV
44.8%
B/E move
7.1%
Puts
Pseudo strike
59.15
IV
43.5%
B/E move
5.3%

50Δ

Calls
Pseudo strike
60.22
IV
45.3%
B/E move
6.0%
Puts
Pseudo strike
60.12
IV
42.5%
B/E move
4.2%

55Δ

Calls
Pseudo strike
59.15
IV
46.1%
B/E move
5.3%
Puts
Pseudo strike
60.82
IV
40.4%
B/E move
3.7%

60Δ

Calls
Pseudo strike
58.07
IV
47.0%
B/E move
4.6%
Puts
Pseudo strike
61.53
IV
38.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
56.99
IV
47.9%
B/E move
3.9%
Puts
Pseudo strike
62.23
IV
36.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
55.91
IV
48.7%
B/E move
3.2%
Puts
Pseudo strike
62.94
IV
34.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
54.75
IV
49.5%
B/E move
2.6%
Puts
Pseudo strike
63.64
IV
32.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
53.18
IV
50.0%
B/E move
2.1%
Puts
Pseudo strike
64.35
IV
29.9%
B/E move
0.8%

Options history

No recorded observations