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Camping World Holdings Inc CWH

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
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Market dataready · fetched 2026-10-15T20:33:44.997Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.00148091Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:43.727604+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$0.94$1.03$1.12$1.21$1.30$1.40
PutsExpensive7.16×
CallsCheap-6.59×
SkewBearish+1500.26 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
20Δ4.07-20.5%10.4%3.36757.5%32.8%
25Δ3.30-164.6%27.2%3.56733.9%30.4%
30Δ2.54-308.6%43.9%3.76710.2%28.0%
35Δ1.77-452.7%60.7%3.96686.5%25.7%
40Δ1.01-596.8%77.4%4.17662.8%23.3%
45Δ0.24-740.8%94.2%4.37639.1%20.9%
50Δ-0.53-884.9%110.9%4.57615.4%18.5%
55Δ-1.29-1028.9%127.7%4.77591.7%16.1%
60Δ-2.06-1173.0%144.5%4.97568.0%13.7%
65Δ-2.82-1317.1%161.2%5.17544.3%11.4%
70Δ-3.59-1461.1%178.0%5.37520.6%9.0%
75Δ-4.35-1605.2%194.7%5.57496.9%6.6%
80Δ-5.12-1749.3%211.5%5.77473.2%4.2%

20Δ

Calls
Pseudo strike
4.07
IV
-20.5%
B/E move
10.4%
Puts
Pseudo strike
3.36
IV
757.5%
B/E move
32.8%

25Δ

Calls
Pseudo strike
3.30
IV
-164.6%
B/E move
27.2%
Puts
Pseudo strike
3.56
IV
733.9%
B/E move
30.4%

30Δ

Calls
Pseudo strike
2.54
IV
-308.6%
B/E move
43.9%
Puts
Pseudo strike
3.76
IV
710.2%
B/E move
28.0%

35Δ

Calls
Pseudo strike
1.77
IV
-452.7%
B/E move
60.7%
Puts
Pseudo strike
3.96
IV
686.5%
B/E move
25.7%

40Δ

Calls
Pseudo strike
1.01
IV
-596.8%
B/E move
77.4%
Puts
Pseudo strike
4.17
IV
662.8%
B/E move
23.3%

45Δ

Calls
Pseudo strike
0.24
IV
-740.8%
B/E move
94.2%
Puts
Pseudo strike
4.37
IV
639.1%
B/E move
20.9%

50Δ

Calls
Pseudo strike
-0.53
IV
-884.9%
B/E move
110.9%
Puts
Pseudo strike
4.57
IV
615.4%
B/E move
18.5%

55Δ

Calls
Pseudo strike
-1.29
IV
-1028.9%
B/E move
127.7%
Puts
Pseudo strike
4.77
IV
591.7%
B/E move
16.1%

60Δ

Calls
Pseudo strike
-2.06
IV
-1173.0%
B/E move
144.5%
Puts
Pseudo strike
4.97
IV
568.0%
B/E move
13.7%

65Δ

Calls
Pseudo strike
-2.82
IV
-1317.1%
B/E move
161.2%
Puts
Pseudo strike
5.17
IV
544.3%
B/E move
11.4%

70Δ

Calls
Pseudo strike
-3.59
IV
-1461.1%
B/E move
178.0%
Puts
Pseudo strike
5.37
IV
520.6%
B/E move
9.0%

75Δ

Calls
Pseudo strike
-4.35
IV
-1605.2%
B/E move
194.7%
Puts
Pseudo strike
5.57
IV
496.9%
B/E move
6.6%

80Δ

Calls
Pseudo strike
-5.12
IV
-1749.3%
B/E move
211.5%
Puts
Pseudo strike
5.77
IV
473.2%
B/E move
4.2%