Fortune Brands Innovations, Inc. FBIN
i
Market dataready · fetched 2026-11-13T01:21:51.964Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-13T00:00:00.002735873Z
FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-13T01:21:51.587675+00:00
Fortune Brands Innovations, Inc. options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 58.79 | 151.4% | 25.9% | 43.37 | 79.1% | 10.2% |
| 25Δ | 44.73 | 66.9% | 7.6% | |||
| 30Δ | 52.60 | 110.3% | 13.4% | 45.48 | 59.6% | 6.1% |
| 35Δ | 51.11 | 100.4% | 10.6% | 46.07 | 53.5% | 5.0% |
| 40Δ | 49.79 | 90.8% | 8.2% | 46.67 | 47.3% | 3.9% |
| 45Δ | 48.92 | 83.2% | 6.6% | 47.27 | 41.2% | 2.8% |
| 50Δ | 48.05 | 75.5% | 5.1% | 47.78 | 39.7% | 2.2% |
| 55Δ | 47.29 | 69.7% | 3.9% | 48.23 | 41.1% | 1.9% |
| 60Δ | 46.74 | 67.1% | 3.3% | 48.68 | 42.6% | 1.7% |
| 65Δ | 46.19 | 64.4% | 2.7% | 49.13 | 44.0% | 1.4% |
| 70Δ | 45.63 | 61.8% | 2.1% | 49.58 | 45.5% | 1.2% |
| 75Δ | 45.08 | 59.1% | 1.5% | 50.05 | 47.0% | 0.9% |
| 80Δ | 50.92 | 48.7% | 0.7% | |||
20Δ
- Pseudo strike
- 58.79
- IV
- 151.4%
- B/E move
- 25.9%
- Pseudo strike
- 43.37
- IV
- 79.1%
- B/E move
- 10.2%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 44.73
- IV
- 66.9%
- B/E move
- 7.6%
30Δ
- Pseudo strike
- 52.60
- IV
- 110.3%
- B/E move
- 13.4%
- Pseudo strike
- 45.48
- IV
- 59.6%
- B/E move
- 6.1%
35Δ
- Pseudo strike
- 51.11
- IV
- 100.4%
- B/E move
- 10.6%
- Pseudo strike
- 46.07
- IV
- 53.5%
- B/E move
- 5.0%
40Δ
- Pseudo strike
- 49.79
- IV
- 90.8%
- B/E move
- 8.2%
- Pseudo strike
- 46.67
- IV
- 47.3%
- B/E move
- 3.9%
45Δ
- Pseudo strike
- 48.92
- IV
- 83.2%
- B/E move
- 6.6%
- Pseudo strike
- 47.27
- IV
- 41.2%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 48.05
- IV
- 75.5%
- B/E move
- 5.1%
- Pseudo strike
- 47.78
- IV
- 39.7%
- B/E move
- 2.2%
55Δ
- Pseudo strike
- 47.29
- IV
- 69.7%
- B/E move
- 3.9%
- Pseudo strike
- 48.23
- IV
- 41.1%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 46.74
- IV
- 67.1%
- B/E move
- 3.3%
- Pseudo strike
- 48.68
- IV
- 42.6%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 46.19
- IV
- 64.4%
- B/E move
- 2.7%
- Pseudo strike
- 49.13
- IV
- 44.0%
- B/E move
- 1.4%
70Δ
- Pseudo strike
- 45.63
- IV
- 61.8%
- B/E move
- 2.1%
- Pseudo strike
- 49.58
- IV
- 45.5%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 45.08
- IV
- 59.1%
- B/E move
- 1.5%
- Pseudo strike
- 50.05
- IV
- 47.0%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 50.92
- IV
- 48.7%
- B/E move
- 0.7%
Options history
Table
| Date | IV (%) |
|---|---|
| 50.87% | |
| 49.74% | |
| 49.09% | |
| 47.34% | |
| 48.88% | |
| 50.60% | |
| 50.36% | |
| 50.97% | |
| 49.23% | |
| 51.00% |
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