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BRP Inc. Common Subordinate Voting Shares DOO

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Market datapartial · fetched 2026-10-22T21:31:57.684Z

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 · 2026-10-22T20:00:00.398732056Z

FundamentalsAlpha Vantage · unavailable

Share price$58.54
1D+4.9%
AH$55.59$56.40$57.21$58.02$58.835:30 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$0.82$3.65$6.48$9.31$12.13$49.34$53.80$58.26$62.73$67.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DOO spot · $58.54DOO PRICE$1.12$1.19$1.32$1.47$1.61$1.89$2.37$2.86$3.35$3.84$4.32$1.22$1.26$1.40$1.64$1.88$2.12$2.36$2.60$3.51$5.51$7.51$9.42$11.32
PutsExpensive1.17×
CallsFair1.00×
SkewBearish+3.39 pp
Implied moveBalanced±$4.74
TiltBearish34.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.0266.6%21.5%51.1763.0%14.7%
25Δ65.7452.4%14.3%53.7649.5%10.3%
30Δ63.8046.2%11.2%55.4242.0%7.7%
35Δ62.3541.6%9.0%56.2440.0%6.7%
40Δ60.8937.1%6.8%57.0538.0%5.8%
45Δ59.6934.5%5.2%57.8736.0%4.8%
50Δ58.8935.2%4.7%58.6834.0%3.8%
55Δ58.1035.9%4.1%59.5032.1%2.8%
60Δ57.3036.6%3.6%60.7534.8%2.2%
65Δ56.5037.3%3.1%62.7145.1%2.3%
70Δ55.7038.0%2.5%64.6655.4%2.4%
75Δ66.8358.9%1.9%
80Δ69.0360.9%1.4%

20Δ

Calls
Pseudo strike
70.02
IV
66.6%
B/E move
21.5%
Puts
Pseudo strike
51.17
IV
63.0%
B/E move
14.7%

25Δ

Calls
Pseudo strike
65.74
IV
52.4%
B/E move
14.3%
Puts
Pseudo strike
53.76
IV
49.5%
B/E move
10.3%

30Δ

Calls
Pseudo strike
63.80
IV
46.2%
B/E move
11.2%
Puts
Pseudo strike
55.42
IV
42.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
62.35
IV
41.6%
B/E move
9.0%
Puts
Pseudo strike
56.24
IV
40.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
60.89
IV
37.1%
B/E move
6.8%
Puts
Pseudo strike
57.05
IV
38.0%
B/E move
5.8%

45Δ

Calls
Pseudo strike
59.69
IV
34.5%
B/E move
5.2%
Puts
Pseudo strike
57.87
IV
36.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
58.89
IV
35.2%
B/E move
4.7%
Puts
Pseudo strike
58.68
IV
34.0%
B/E move
3.8%

55Δ

Calls
Pseudo strike
58.10
IV
35.9%
B/E move
4.1%
Puts
Pseudo strike
59.50
IV
32.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
57.30
IV
36.6%
B/E move
3.6%
Puts
Pseudo strike
60.75
IV
34.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
56.50
IV
37.3%
B/E move
3.1%
Puts
Pseudo strike
62.71
IV
45.1%
B/E move
2.3%

70Δ

Calls
Pseudo strike
55.70
IV
38.0%
B/E move
2.5%
Puts
Pseudo strike
64.66
IV
55.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.83
IV
58.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.03
IV
60.9%
B/E move
1.4%

Options history

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