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Camping World Holdings, Inc. CWH

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-11-05T18:08:27.547Z

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: 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 · 2026-11-05T18:08:11.967662266Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T18:08:26.686989+00:00

Share price$4.90
1D-10.5%
$4.74$4.94$5.13$5.33$5.535:30 AM6:30 AM9:00 AM1:00 PMCWH
Sold putSold call

Camping World Holdings, Inc. options

Live interpolated CWH call and put midpoint premiums by absolute delta.Camping World Holdings, Inc.$0.07$0.31$0.54$0.77$1.00$3.24$4.10$4.95$5.81$6.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWH spot · $4.90CWH PRICE$0.10$0.13$0.17$0.20$0.24$0.27$0.31$0.40$0.49$0.58$0.67$0.76$0.85$0.12$0.16$0.20$0.24$0.28$0.33$0.37$0.45$0.55$0.64$0.74$0.84$0.94
PutsCheap0.61×
CallsCheap0.61×
SkewBullish-6.14 pp
Implied moveBearish±$0.68
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.8182.7%20.5%4.2386.7%16.3%
25Δ5.6783.3%18.4%4.3585.9%14.6%
30Δ5.5383.8%16.3%4.4785.1%12.9%
35Δ5.3984.4%14.2%4.6084.4%11.1%
40Δ5.2685.0%12.1%4.7283.6%9.4%
45Δ5.1285.6%10.0%4.8582.8%7.7%
50Δ4.9886.4%8.0%4.9782.0%6.0%
55Δ4.8587.9%7.2%5.1081.1%5.1%
60Δ4.7289.5%6.3%5.2380.1%4.4%
65Δ4.5891.0%5.4%5.3679.1%3.8%
70Δ4.4592.6%4.5%5.4978.1%3.1%
75Δ4.3294.1%3.6%5.6277.2%2.4%
80Δ4.1995.7%2.8%5.7576.2%1.8%

20Δ

Calls
Pseudo strike
5.81
IV
82.7%
B/E move
20.5%
Puts
Pseudo strike
4.23
IV
86.7%
B/E move
16.3%

25Δ

Calls
Pseudo strike
5.67
IV
83.3%
B/E move
18.4%
Puts
Pseudo strike
4.35
IV
85.9%
B/E move
14.6%

30Δ

Calls
Pseudo strike
5.53
IV
83.8%
B/E move
16.3%
Puts
Pseudo strike
4.47
IV
85.1%
B/E move
12.9%

35Δ

Calls
Pseudo strike
5.39
IV
84.4%
B/E move
14.2%
Puts
Pseudo strike
4.60
IV
84.4%
B/E move
11.1%

40Δ

Calls
Pseudo strike
5.26
IV
85.0%
B/E move
12.1%
Puts
Pseudo strike
4.72
IV
83.6%
B/E move
9.4%

45Δ

Calls
Pseudo strike
5.12
IV
85.6%
B/E move
10.0%
Puts
Pseudo strike
4.85
IV
82.8%
B/E move
7.7%

50Δ

Calls
Pseudo strike
4.98
IV
86.4%
B/E move
8.0%
Puts
Pseudo strike
4.97
IV
82.0%
B/E move
6.0%

55Δ

Calls
Pseudo strike
4.85
IV
87.9%
B/E move
7.2%
Puts
Pseudo strike
5.10
IV
81.1%
B/E move
5.1%

60Δ

Calls
Pseudo strike
4.72
IV
89.5%
B/E move
6.3%
Puts
Pseudo strike
5.23
IV
80.1%
B/E move
4.4%

65Δ

Calls
Pseudo strike
4.58
IV
91.0%
B/E move
5.4%
Puts
Pseudo strike
5.36
IV
79.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
4.45
IV
92.6%
B/E move
4.5%
Puts
Pseudo strike
5.49
IV
78.1%
B/E move
3.1%

75Δ

Calls
Pseudo strike
4.32
IV
94.1%
B/E move
3.6%
Puts
Pseudo strike
5.62
IV
77.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
4.19
IV
95.7%
B/E move
2.8%
Puts
Pseudo strike
5.75
IV
76.2%
B/E move
1.8%

Options history

IV · four-Friday blend81.53%
Daily close
CWH64.9%74.6%84.3%2026-08-07: 69.34%2026-08-12: 73.78%2026-08-21: 69.31%2026-08-24: 68.31%2026-08-25: 70.31%2026-08-26: 67.85%2026-08-27: 67.73%2026-08-28: 70.66%2026-08-31: 67.49%2026-09-01: 67.20%2026-09-02: 66.89%2026-09-03: 67.03%2026-09-04: 66.26%2026-09-08: 71.33%2026-09-11: 69.13%2026-09-18: 72.90%2026-09-21: 73.75%2026-09-22: 69.99%2026-09-23: 74.19%2026-09-24: 73.20%2026-09-25: 71.99%2026-09-28: 74.56%2026-09-29: 73.79%2026-09-30: 73.44%2026-10-01: 75.09%2026-10-02: 72.60%2026-10-16: 76.45%2026-10-19: 80.09%2026-10-20: 79.50%2026-10-21: 77.39%2026-10-22: 77.65%2026-10-23: 80.82%2026-10-26: 82.97%2026-10-27: 82.66%2026-10-28: 80.35%2026-10-29: 80.78%2026-10-30: 81.53%Aug 7Sep 23Oct 30
37 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
69.34%
73.78%
69.31%
68.31%
70.31%
67.85%
67.73%
70.66%
67.49%
67.20%
66.89%
67.03%
66.26%
71.33%
69.13%
72.90%
73.75%
69.99%
74.19%
73.20%
71.99%
74.56%
73.79%
73.44%
75.09%
72.60%
76.45%
80.09%
79.50%
77.39%
77.65%
80.82%
82.97%
82.66%
80.35%
80.78%
81.53%