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Camping World Holdings Inc CWH

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
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Market dataready · fetched 2026-10-16T00:15:17.555Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002966622Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:16.656782+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$0.07$0.50$0.93$1.36$1.79$2.94$3.86$4.77$5.69$6.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CWH spot · $4.57CWH PRICE$0.12$0.16$0.20$0.25$0.29$0.36$0.44$0.52$0.60$0.69$0.77$0.18$0.22$0.28$0.35$0.43$0.50$0.57$0.64$0.74$0.96$1.18$1.40$1.67
PutsFair0.97×
CallsFair1.03×
SkewBearish+4.51 pp
Implied moveBearish±$1.01
TiltBearish35.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.8175.3%29.7%3.60105.6%25.4%
25Δ5.6276.4%26.5%3.9389.5%18.8%
30Δ5.4377.5%23.3%4.1285.2%16.0%
35Δ5.2478.6%20.1%4.2784.0%14.3%
40Δ5.0579.8%16.9%4.4282.8%12.5%
45Δ4.8981.1%14.8%4.5781.6%10.8%
50Δ4.7382.5%13.2%4.7380.3%9.0%
55Δ4.5884.0%11.6%4.8879.1%7.3%
60Δ4.4285.4%10.0%5.0578.9%5.7%
65Δ4.2786.8%8.3%5.3182.5%4.9%
70Δ4.1188.3%6.7%5.5786.1%4.0%
75Δ5.8389.7%3.2%
80Δ6.1391.8%2.3%

20Δ

Calls
Pseudo strike
5.81
IV
75.3%
B/E move
29.7%
Puts
Pseudo strike
3.60
IV
105.6%
B/E move
25.4%

25Δ

Calls
Pseudo strike
5.62
IV
76.4%
B/E move
26.5%
Puts
Pseudo strike
3.93
IV
89.5%
B/E move
18.8%

30Δ

Calls
Pseudo strike
5.43
IV
77.5%
B/E move
23.3%
Puts
Pseudo strike
4.12
IV
85.2%
B/E move
16.0%

35Δ

Calls
Pseudo strike
5.24
IV
78.6%
B/E move
20.1%
Puts
Pseudo strike
4.27
IV
84.0%
B/E move
14.3%

40Δ

Calls
Pseudo strike
5.05
IV
79.8%
B/E move
16.9%
Puts
Pseudo strike
4.42
IV
82.8%
B/E move
12.5%

45Δ

Calls
Pseudo strike
4.89
IV
81.1%
B/E move
14.8%
Puts
Pseudo strike
4.57
IV
81.6%
B/E move
10.8%

50Δ

Calls
Pseudo strike
4.73
IV
82.5%
B/E move
13.2%
Puts
Pseudo strike
4.73
IV
80.3%
B/E move
9.0%

55Δ

Calls
Pseudo strike
4.58
IV
84.0%
B/E move
11.6%
Puts
Pseudo strike
4.88
IV
79.1%
B/E move
7.3%

60Δ

Calls
Pseudo strike
4.42
IV
85.4%
B/E move
10.0%
Puts
Pseudo strike
5.05
IV
78.9%
B/E move
5.7%

65Δ

Calls
Pseudo strike
4.27
IV
86.8%
B/E move
8.3%
Puts
Pseudo strike
5.31
IV
82.5%
B/E move
4.9%

70Δ

Calls
Pseudo strike
4.11
IV
88.3%
B/E move
6.7%
Puts
Pseudo strike
5.57
IV
86.1%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.83
IV
89.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.13
IV
91.8%
B/E move
2.3%