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Camping World Holdings Inc CWH

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
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Market dataready · fetched 2026-10-15T20:02:53.758Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.788724751Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:53.405468+00:00

Share price$4.57
1D+5.3%
AH$4.31$4.41$4.51$4.60$4.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCWH
Sold putSold callAH

Camping World Holdings Inc options

Live interpolated CWH call and put midpoint premiums by absolute delta.Camping World Holdings Inc$0.00$0.38$0.75$1.13$1.51$2.19$2.94$3.68$4.43$5.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $4.57OPTION PRICELive CWH spot · $4.57CWH PRICE$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.29$0.38$0.47$0.57$0.66$0.75$0.84$0.93$1.03$1.12$1.21$1.30$1.40
PutsExpensive7.20×
CallsCheap-6.59×
SkewBearish+1487.80 pp
Implied moveBearish±$0.87
TiltBearish94.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.07-20.3%10.4%3.36756.3%32.9%
25Δ3.30-162.8%27.2%3.56732.3%30.5%
30Δ2.54-305.3%43.9%3.76708.4%28.1%
35Δ1.77-447.8%60.7%3.96684.4%25.7%
40Δ1.01-590.3%77.4%4.16660.4%23.3%
45Δ0.24-732.8%94.2%4.36636.5%20.9%
50Δ-0.53-875.3%110.9%4.57612.5%18.5%
55Δ-1.29-1017.8%127.7%4.77588.5%16.1%
60Δ-2.06-1160.3%144.5%4.97564.6%13.8%
65Δ-2.82-1302.8%161.2%5.17540.6%11.4%
70Δ-3.59-1445.3%178.0%5.37516.6%9.0%
75Δ-4.35-1587.8%194.7%5.57492.7%6.6%
80Δ-5.12-1730.3%211.5%5.77468.7%4.2%

20Δ

Calls
Pseudo strike
4.07
IV
-20.3%
B/E move
10.4%
Puts
Pseudo strike
3.36
IV
756.3%
B/E move
32.9%

25Δ

Calls
Pseudo strike
3.30
IV
-162.8%
B/E move
27.2%
Puts
Pseudo strike
3.56
IV
732.3%
B/E move
30.5%

30Δ

Calls
Pseudo strike
2.54
IV
-305.3%
B/E move
43.9%
Puts
Pseudo strike
3.76
IV
708.4%
B/E move
28.1%

35Δ

Calls
Pseudo strike
1.77
IV
-447.8%
B/E move
60.7%
Puts
Pseudo strike
3.96
IV
684.4%
B/E move
25.7%

40Δ

Calls
Pseudo strike
1.01
IV
-590.3%
B/E move
77.4%
Puts
Pseudo strike
4.16
IV
660.4%
B/E move
23.3%

45Δ

Calls
Pseudo strike
0.24
IV
-732.8%
B/E move
94.2%
Puts
Pseudo strike
4.36
IV
636.5%
B/E move
20.9%

50Δ

Calls
Pseudo strike
-0.53
IV
-875.3%
B/E move
110.9%
Puts
Pseudo strike
4.57
IV
612.5%
B/E move
18.5%

55Δ

Calls
Pseudo strike
-1.29
IV
-1017.8%
B/E move
127.7%
Puts
Pseudo strike
4.77
IV
588.5%
B/E move
16.1%

60Δ

Calls
Pseudo strike
-2.06
IV
-1160.3%
B/E move
144.5%
Puts
Pseudo strike
4.97
IV
564.6%
B/E move
13.8%

65Δ

Calls
Pseudo strike
-2.82
IV
-1302.8%
B/E move
161.2%
Puts
Pseudo strike
5.17
IV
540.6%
B/E move
11.4%

70Δ

Calls
Pseudo strike
-3.59
IV
-1445.3%
B/E move
178.0%
Puts
Pseudo strike
5.37
IV
516.6%
B/E move
9.0%

75Δ

Calls
Pseudo strike
-4.35
IV
-1587.8%
B/E move
194.7%
Puts
Pseudo strike
5.57
IV
492.7%
B/E move
6.6%

80Δ

Calls
Pseudo strike
-5.12
IV
-1730.3%
B/E move
211.5%
Puts
Pseudo strike
5.77
IV
468.7%
B/E move
4.2%