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Torrid Holdings Inc. CURV

i

Market dataready · fetched 2026-11-13T02:14:21.933Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-13T00:00:00.003480785Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-13T02:14:20.677777+00:00

Share price$2.23
1D-1.3%
AH$2.22$2.25$2.27$2.29$2.325:30 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.$0.32$0.92$1.52$2.12$2.73$1.02$1.65$2.28$2.90$3.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CURV spot · $2.23CURV PRICE$0.38$0.41$0.44$0.47$0.63$0.95$1.27$1.59$1.91$2.23$2.55
Puts——
Calls——
Skew——
Implied moveBearish±$1.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ4.78186.4%131.7%
45Δ4.08166.8%101.5%
50Δ3.38147.2%71.4%2.5692.3%13.4%
55Δ2.68127.6%41.2%2.9296.1%11.6%
60Δ3.2899.9%9.8%
65Δ3.64103.7%8.0%
70Δ4.00107.5%6.3%
75Δ4.36111.2%4.5%
80Δ4.72115.0%2.7%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
4.78
IV
186.4%
B/E move
131.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.08
IV
166.8%
B/E move
101.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.38
IV
147.2%
B/E move
71.4%
Puts
Pseudo strike
2.56
IV
92.3%
B/E move
13.4%

55Δ

Calls
Pseudo strike
2.68
IV
127.6%
B/E move
41.2%
Puts
Pseudo strike
2.92
IV
96.1%
B/E move
11.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.28
IV
99.9%
B/E move
9.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
103.7%
B/E move
8.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.00
IV
107.5%
B/E move
6.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.36
IV
111.2%
B/E move
4.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.72
IV
115.0%
B/E move
2.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations