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Driven Brands Holdings Inc. Common Stock DRVN

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Market datapartial · fetched 2026-10-22T11:19:52.569Z

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 · 2026-10-21T21:54:23.700092798Z

FundamentalsAlpha Vantage · unavailable

Share price$11.26
1D-5.5%
AH$11.10$11.38$11.66$11.95$12.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDRVN
Sold putSold callAH

Driven Brands Holdings Inc. Common Stock options

Live interpolated DRVN call and put midpoint premiums by absolute delta.Driven Brands Holdings Inc. Common Stock$0.58$1.35$2.11$2.87$3.63$5.37$8.39$11.41$14.44$17.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DRVN spot · $11.26DRVN PRICE$0.67$1.23$1.23$1.25$1.28$1.37$1.50$1.64$1.77$1.91$2.54$3.41$1.11$1.13$1.15$1.26$1.38$1.51$1.63$1.76$1.89
PutsExpensive3.96×
CallsExpensive4.01×
SkewBullish-9.69 pp
Implied moveBearish±$3.00
TiltBullish21.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.42276.2%44.0%
25Δ18.22169.8%67.7%8.62214.8%33.5%
30Δ24.78293.7%130.9%9.82153.5%23.0%
35Δ17.53221.2%66.6%10.36136.7%19.2%
40Δ15.51187.7%48.9%10.78127.7%16.6%
45Δ13.50154.4%31.3%11.19118.8%14.0%
50Δ12.24133.9%20.9%11.61109.8%11.4%
55Δ11.72126.2%17.4%12.03100.8%8.8%
60Δ11.20118.5%14.0%12.4591.8%6.2%
65Δ10.69110.8%10.6%
70Δ10.17103.1%7.2%
75Δ9.38120.6%5.9%
80Δ8.48150.0%5.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.42
IV
276.2%
B/E move
44.0%

25Δ

Calls
Pseudo strike
18.22
IV
169.8%
B/E move
67.7%
Puts
Pseudo strike
8.62
IV
214.8%
B/E move
33.5%

30Δ

Calls
Pseudo strike
24.78
IV
293.7%
B/E move
130.9%
Puts
Pseudo strike
9.82
IV
153.5%
B/E move
23.0%

35Δ

Calls
Pseudo strike
17.53
IV
221.2%
B/E move
66.6%
Puts
Pseudo strike
10.36
IV
136.7%
B/E move
19.2%

40Δ

Calls
Pseudo strike
15.51
IV
187.7%
B/E move
48.9%
Puts
Pseudo strike
10.78
IV
127.7%
B/E move
16.6%

45Δ

Calls
Pseudo strike
13.50
IV
154.4%
B/E move
31.3%
Puts
Pseudo strike
11.19
IV
118.8%
B/E move
14.0%

50Δ

Calls
Pseudo strike
12.24
IV
133.9%
B/E move
20.9%
Puts
Pseudo strike
11.61
IV
109.8%
B/E move
11.4%

55Δ

Calls
Pseudo strike
11.72
IV
126.2%
B/E move
17.4%
Puts
Pseudo strike
12.03
IV
100.8%
B/E move
8.8%

60Δ

Calls
Pseudo strike
11.20
IV
118.5%
B/E move
14.0%
Puts
Pseudo strike
12.45
IV
91.8%
B/E move
6.2%

65Δ

Calls
Pseudo strike
10.69
IV
110.8%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.17
IV
103.1%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
9.38
IV
120.6%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.48
IV
150.0%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations