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BRP Inc. Common Subordinate Voting Shares DOO

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Market datapartial · fetched 2026-10-22T18:32:18.591Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:28:56.705736349Z

FundamentalsAlpha Vantage · unavailable

Share price$58.02
1D+4.0%
$55.62$56.31$57.01$57.70$58.395:30 AM6:30 AM9:00 AM1:00 PMDOO
Sold putSold call

BRP Inc. Common Subordinate Voting Shares options

Live interpolated DOO call and put midpoint premiums by absolute delta.BRP Inc. Common Subordinate Voting Shares$0.78$4.01$7.25$10.49$13.72$46.35$51.48$56.60$61.73$66.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DOO spot · $58.02DOO PRICE$1.13$1.28$1.44$1.59$2.08$2.58$3.08$3.58$4.08$4.58$1.31$1.39$1.47$1.93$2.40$2.88$3.35$3.82$4.99$6.57$8.14$10.38$12.79
PutsExpensive1.52×
CallsFair0.98×
SkewBearish+18.02 pp
Implied moveBearish±$5.93
TiltBearish41.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.78119.6%28.5%
25Δ64.7449.7%13.5%48.7782.5%18.3%
30Δ63.1845.2%11.1%54.7745.3%8.1%
35Δ61.6240.7%8.7%55.9044.2%7.0%
40Δ60.0636.3%6.3%56.8444.5%6.2%
45Δ59.2037.2%5.6%57.7844.9%5.4%
50Δ58.3738.3%5.0%58.7245.2%4.6%
55Δ57.5339.4%4.5%59.6545.5%3.8%
60Δ56.7040.5%3.9%61.1149.1%3.3%
65Δ55.8641.6%3.3%62.8854.7%2.9%
70Δ55.0342.7%2.7%64.6560.2%2.6%
75Δ67.1764.7%2.1%
80Δ69.8868.9%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.78
IV
119.6%
B/E move
28.5%

25Δ

Calls
Pseudo strike
64.74
IV
49.7%
B/E move
13.5%
Puts
Pseudo strike
48.77
IV
82.5%
B/E move
18.3%

30Δ

Calls
Pseudo strike
63.18
IV
45.2%
B/E move
11.1%
Puts
Pseudo strike
54.77
IV
45.3%
B/E move
8.1%

35Δ

Calls
Pseudo strike
61.62
IV
40.7%
B/E move
8.7%
Puts
Pseudo strike
55.90
IV
44.2%
B/E move
7.0%

40Δ

Calls
Pseudo strike
60.06
IV
36.3%
B/E move
6.3%
Puts
Pseudo strike
56.84
IV
44.5%
B/E move
6.2%

45Δ

Calls
Pseudo strike
59.20
IV
37.2%
B/E move
5.6%
Puts
Pseudo strike
57.78
IV
44.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
58.37
IV
38.3%
B/E move
5.0%
Puts
Pseudo strike
58.72
IV
45.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
57.53
IV
39.4%
B/E move
4.5%
Puts
Pseudo strike
59.65
IV
45.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
56.70
IV
40.5%
B/E move
3.9%
Puts
Pseudo strike
61.11
IV
49.1%
B/E move
3.3%

65Δ

Calls
Pseudo strike
55.86
IV
41.6%
B/E move
3.3%
Puts
Pseudo strike
62.88
IV
54.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
55.03
IV
42.7%
B/E move
2.7%
Puts
Pseudo strike
64.65
IV
60.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.17
IV
64.7%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.88
IV
68.9%
B/E move
1.6%

Options history

DOO43.9544.6345.302026-10-20: 44.05%2026-10-21: 45.21%Oct 20Oct 21
Table
DateIV
44.05%
45.21%