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Driven Brands Holdings Inc. Common Stock DRVN

i

Market dataready · fetched 2026-11-11T14:53:45.104Z

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 · 2026-11-11T14:53:05.624134529Z

FundamentalsSEC EDGAR · ready · as of 2026-06-27 · fetched 2026-11-11T14:53:44.644865+00:00

Share price$11.82
1D+0.0%
$11.87$11.88$11.89$11.90$11.905:30 AM6:30 AM9:00 AM1:00 PMDRVN
Sold putSold call

Driven Brands Holdings Inc. Common Stock options

Live interpolated DRVN call and put midpoint premiums by absolute delta.Driven Brands Holdings Inc. Common Stock$0.29$1.04$1.78$2.52$3.26$8.64$10.00$11.36$12.72$14.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DRVN spot · $11.82DRVN PRICE$0.38$0.52$0.76$1.01$1.25$1.49$1.73$1.97$2.22$2.66$0.38$0.50$0.65$0.79$0.94$1.08$1.23$1.37$1.67$2.02$2.36$2.71$3.05
PutsExpensive1.16×
Calls——
Skew——
Implied moveBearish±$2.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.82161.7%20.1%
25Δ10.31149.7%17.0%
30Δ10.66147.4%15.3%
35Δ12.7994.0%11.4%11.01145.2%13.5%
40Δ12.3493.9%8.8%11.37143.0%11.7%
45Δ12.03104.9%8.2%11.72140.7%10.0%
50Δ11.71115.9%7.6%12.07138.5%8.2%
55Δ11.40126.8%7.0%12.43136.3%6.4%
60Δ11.09137.8%6.4%12.85135.5%5.4%
65Δ10.77148.8%5.8%13.29135.0%4.6%
70Δ10.46159.8%5.2%13.73134.6%3.8%
75Δ10.14170.7%4.5%14.17134.2%3.0%
80Δ9.60179.2%3.7%14.61133.8%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.82
IV
161.7%
B/E move
20.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.31
IV
149.7%
B/E move
17.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.66
IV
147.4%
B/E move
15.3%

35Δ

Calls
Pseudo strike
12.79
IV
94.0%
B/E move
11.4%
Puts
Pseudo strike
11.01
IV
145.2%
B/E move
13.5%

40Δ

Calls
Pseudo strike
12.34
IV
93.9%
B/E move
8.8%
Puts
Pseudo strike
11.37
IV
143.0%
B/E move
11.7%

45Δ

Calls
Pseudo strike
12.03
IV
104.9%
B/E move
8.2%
Puts
Pseudo strike
11.72
IV
140.7%
B/E move
10.0%

50Δ

Calls
Pseudo strike
11.71
IV
115.9%
B/E move
7.6%
Puts
Pseudo strike
12.07
IV
138.5%
B/E move
8.2%

55Δ

Calls
Pseudo strike
11.40
IV
126.8%
B/E move
7.0%
Puts
Pseudo strike
12.43
IV
136.3%
B/E move
6.4%

60Δ

Calls
Pseudo strike
11.09
IV
137.8%
B/E move
6.4%
Puts
Pseudo strike
12.85
IV
135.5%
B/E move
5.4%

65Δ

Calls
Pseudo strike
10.77
IV
148.8%
B/E move
5.8%
Puts
Pseudo strike
13.29
IV
135.0%
B/E move
4.6%

70Δ

Calls
Pseudo strike
10.46
IV
159.8%
B/E move
5.2%
Puts
Pseudo strike
13.73
IV
134.6%
B/E move
3.8%

75Δ

Calls
Pseudo strike
10.14
IV
170.7%
B/E move
4.5%
Puts
Pseudo strike
14.17
IV
134.2%
B/E move
3.0%

80Δ

Calls
Pseudo strike
9.60
IV
179.2%
B/E move
3.7%
Puts
Pseudo strike
14.61
IV
133.8%
B/E move
2.2%

Options history

IV · four-Friday blend78.12%
Daily EOD
DRVN62.6%76.9%91.1%2026-10-19: 73.62%2026-10-20: 69.79%2026-10-21: 77.46%2026-10-23: 64.55%2026-10-26: 83.89%2026-10-27: 76.84%2026-10-28: 89.18%2026-10-29: 79.08%2026-10-30: 78.12%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
73.62%
69.79%
77.46%
64.55%
83.89%
76.84%
89.18%
79.08%
78.12%