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BRP Inc. Common Subordinate Voting Shares DOO

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Market datapartial · fetched 2026-11-12T02:11:21.101Z

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 · 2026-11-11T21:00:01.987962867Z

FundamentalsAlpha Vantage · unavailable

Share price$65.49
1D-0.1%
AH$65.19$65.36$65.53$65.69$65.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDOO
Sold putSold callAH

BRP Inc. Common Subordinate Voting Shares options

Live interpolated DOO call and put midpoint premiums by absolute delta.BRP Inc. Common Subordinate Voting Shares$0.22$2.19$4.17$6.15$8.13$58.89$62.49$66.09$69.69$73.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DOO spot · $65.49DOO PRICE$0.43$0.56$0.69$0.83$0.96$1.09$1.23$1.36$1.66$2.32$2.99$3.66$4.32$0.64$0.84$1.04$1.24$1.45$1.73$2.31$2.88$3.46$4.03$4.61$5.19$7.56
PutsExpensive1.31×
CallsCheap0.53×
SkewBearish+18.11 pp
Implied moveBearish±$3.53
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.3436.6%6.5%61.1051.6%7.7%
25Δ68.7835.5%5.9%61.9250.3%6.7%
30Δ68.2134.4%5.2%62.7349.1%5.8%
35Δ67.6533.3%4.6%63.5547.8%4.9%
40Δ67.0832.3%3.9%64.3746.6%3.9%
45Δ66.5231.2%3.2%65.1846.0%3.1%
50Δ65.9630.1%2.6%65.9747.8%2.8%
55Δ65.3929.0%1.9%66.7649.5%2.5%
60Δ64.7629.0%1.4%67.5451.3%2.1%
65Δ63.9931.4%1.2%68.3353.0%1.8%
70Δ63.2133.8%1.1%69.1254.8%1.5%
75Δ62.4336.2%0.9%69.9156.5%1.2%
80Δ61.6638.6%0.8%72.4662.4%0.9%

20Δ

Calls
Pseudo strike
69.34
IV
36.6%
B/E move
6.5%
Puts
Pseudo strike
61.10
IV
51.6%
B/E move
7.7%

25Δ

Calls
Pseudo strike
68.78
IV
35.5%
B/E move
5.9%
Puts
Pseudo strike
61.92
IV
50.3%
B/E move
6.7%

30Δ

Calls
Pseudo strike
68.21
IV
34.4%
B/E move
5.2%
Puts
Pseudo strike
62.73
IV
49.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
67.65
IV
33.3%
B/E move
4.6%
Puts
Pseudo strike
63.55
IV
47.8%
B/E move
4.9%

40Δ

Calls
Pseudo strike
67.08
IV
32.3%
B/E move
3.9%
Puts
Pseudo strike
64.37
IV
46.6%
B/E move
3.9%

45Δ

Calls
Pseudo strike
66.52
IV
31.2%
B/E move
3.2%
Puts
Pseudo strike
65.18
IV
46.0%
B/E move
3.1%

50Δ

Calls
Pseudo strike
65.96
IV
30.1%
B/E move
2.6%
Puts
Pseudo strike
65.97
IV
47.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
65.39
IV
29.0%
B/E move
1.9%
Puts
Pseudo strike
66.76
IV
49.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
64.76
IV
29.0%
B/E move
1.4%
Puts
Pseudo strike
67.54
IV
51.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
63.99
IV
31.4%
B/E move
1.2%
Puts
Pseudo strike
68.33
IV
53.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
63.21
IV
33.8%
B/E move
1.1%
Puts
Pseudo strike
69.12
IV
54.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
62.43
IV
36.2%
B/E move
0.9%
Puts
Pseudo strike
69.91
IV
56.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
61.66
IV
38.6%
B/E move
0.8%
Puts
Pseudo strike
72.46
IV
62.4%
B/E move
0.9%

Options history

IV · four-Friday blend42.65%
Daily EOD
DOO41.1%43.3%45.5%2026-10-19: 41.78%2026-10-20: 44.05%2026-10-21: 45.21%2026-10-22: 41.36%2026-10-23: 43.56%2026-10-26: 45.19%2026-10-27: 43.82%2026-10-28: 42.91%2026-10-29: 42.18%2026-10-30: 42.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.78%
44.05%
45.21%
41.36%
43.56%
45.19%
43.82%
42.91%
42.18%
42.65%