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Torrid Holdings Inc. CURV

i

Market datapartial · fetched 2026-10-23T01:38:58.352Z

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 · 2026-10-22T23:00:00.002306793Z

FundamentalsAlpha Vantage · unavailable

Share price$2.15
1D-1.4%
AH$2.11$2.14$2.18$2.21$2.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCURV
Sold putSold callAH

Torrid Holdings Inc. options

Live interpolated CURV call and put midpoint premiums by absolute delta.Torrid Holdings Inc.$0.10$0.50$0.90$1.30$1.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECURV PRICE$0.14$0.21$0.29$0.21$0.73$1.15$1.58
PutsExpensive1.64×
CallsExpensive4.82×
SkewBullish-196.89 pp
Implied move——
TiltBearish60.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.50270.4%162.4%
25Δ6.41335.0%208.1%
30Δ7.32399.6%253.8%
35Δ4.53233.5%120.4%
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ2.79100.7%4.1%
75Δ3.23112.7%3.3%
80Δ3.68124.8%2.5%

20Δ

Calls
Pseudo strike
5.50
IV
270.4%
B/E move
162.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.41
IV
335.0%
B/E move
208.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.32
IV
399.6%
B/E move
253.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.53
IV
233.5%
B/E move
120.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.79
IV
100.7%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.23
IV
112.7%
B/E move
3.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.68
IV
124.8%
B/E move
2.5%

Options history

No recorded observations